Ryan Garvey

Duquesne University

600 Forbes Avenue

Pittsburgh, PA 15282

United States

SCHOLARLY PAPERS

16

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SSRN CITATIONS
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SSRN RANKINGS

Top 44,237

in Total Papers Citations

6

CROSSREF CITATIONS

10

Scholarly Papers (16)

1.

Intraday Time and Order Execution Quality Dimensions

Journal of Financial Markets, Forthcoming
Number of pages: 41 Posted: 25 Jan 2008 Last Revised: 24 Sep 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 240 (157,001)

Abstract:

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execution quality, execution costs, execution speed, trading

2.

Why Do Traders Choose Dark Markets?

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 57 Posted: 23 Sep 2014 Last Revised: 04 Nov 2015
Ryan Garvey, Tao Huang and Fei Wu
Duquesne University, Beijing Normal University-Hong Kong Baptist University United International College and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 219 (171,403)
Citation 4

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Dark Market, price impact, marketable order

3.

Speed, Distance, and Electronic Trading: New Evidence on Why Location Matters

Number of pages: 38 Posted: 01 Feb 2009 Last Revised: 11 Nov 2009
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 188 (197,313)

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4.

Information, Execution Quality, and Order Routing Decisions on NASDAQ

Number of pages: 35 Posted: 05 Feb 2009 Last Revised: 24 Jan 2010
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 140 (252,914)

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order routing, order execution quality, informed trading, Nasdaq

5.

Payday Effects: An Examination of Trader Behavior within Evaluation Periods

WFA 2007 Big Sky Meetings Paper
Number of pages: 35 Posted: 22 May 2008 Last Revised: 02 Sep 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 128 (270,862)

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6.

Do Location Advantages Exist for Trading U.S. Equities?

Number of pages: 39 Posted: 04 Jun 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 83 (362,058)

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7.

Information and Order Type: Are Informed Traders Reluctant to Bear Price Risk or Execution Risk?

Number of pages: 37 Posted: 28 Mar 2010
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 82 (364,691)
Citation 2

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Order Type, Informed Trading, Price Risk, Execution Risk

8.

The Effects of Institutional Risk Control on Trader Behavior

Number of pages: 27 Posted: 22 May 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 81 (367,292)

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9.

What Influences 'Maker-Taker' Decisions in U.S. Equity Markets?

Number of pages: 39 Posted: 18 Sep 2017 Last Revised: 21 Mar 2019
Ryan Garvey, Tao Huang and Fei Wu
Duquesne University, Beijing Normal University-Hong Kong Baptist University United International College and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 58 (438,810)

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Liquidity; Price impact; Order submission

10.

The Effects of Institutional Risk Control on Trader Behavior

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 18, No. 2, 2008
Number of pages: 15 Posted: 09 Dec 2015
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 41 (507,715)

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11.

Location and Trading Performance in Electronic Markets

Journal of Investment Consulting, Vol. 10, No. 1, pp. 25-32, Summer 2009
Number of pages: 8 Posted: 11 Oct 2010
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 22 (614,709)

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12.

Why Do Traders Split Orders?

Financial Review, Vol. 52, Issue 2, pp. 233-258, 2017
Number of pages: 26 Posted: 07 Apr 2017
Ryan Garvey, Tao Huang and Fei Wu
Duquesne University, Beijing Normal University-Hong Kong Baptist University United International College and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 1 (777,856)
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Abstract:

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execution speed, order splitting, trading

13.

Are Trading Costs Invisible in Trading Decisions?

Posted: 20 May 2019
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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14.

Do Losses Linger? Evidence from Proprietary Stock Traders

Journal of Portfolio Management, Vol. 33, pp. 75-83, 2007
Posted: 22 May 2008
Ryan Garvey, Anthony Murphy and Fei Wu
Duquesne University, University of Oxford - Nuffield Department of Medicine and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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15.

Market Transparency and Institutional Trader Behavior After a Tick Change

Journal of Trading, Vol. 2, pp. 35-48, Winter 2007
Posted: 22 May 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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16.

Professional Trader Order Selection and Prior Outcomes

Journal of Trading, Vol. 2, pp. 23-33, Fall 2007
Posted: 21 May 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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