Ryan Riordan

Queen's School of Business

Associate Professor

Smith School of Business, Queen's University

143 Union Street

Kingston, Ontario K7L 3N6

Canada

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 2,084

in Total Papers Downloads

12,673

CITATIONS
Rank 5,656

SSRN RANKINGS

Top 5,656

in Total Papers Citations

90

Scholarly Papers (11)

1.
Downloads 4,601 ( 1,207)
Citation 38

High Frequency Trading and Price Discovery

Number of pages: 61 Posted: 12 Oct 2011 Last Revised: 26 Apr 2013
University of Washington - Department of Finance and Business Economics, University of California, Berkeley - Haas School of Business and Queen's School of Business
Downloads 4,119 (1,430)
Citation 38

Abstract:

high frequency trading, price formation, price discovery, pricing errors

High Frequency Trading and Price Discovery

ECB Working Paper No. 1602
Number of pages: 57 Posted: 08 Nov 2013
University of Washington - Department of Finance and Business Economics, University of California, Berkeley - Haas School of Business and Queen's School of Business
Downloads 482 (44,204)
Citation 38

Abstract:

high frequency trading, price formation, price discovery, pricing errors

2.

High-Frequency Trading and Extreme Price Movements

Number of pages: 46 Posted: 28 Nov 2014 Last Revised: 10 Feb 2017
University of Washington - Department of Finance and Business Economics, University of Utah - Department of Finance, Louvain School of Management (UCL), Queen's School of Business, Wilfrid Laurier University and Wilfrid Laurier University
Downloads 962 (8,271)
Citation 25

Abstract:

Extreme price movements, jumps, high-frequency trading

3.

Latency, Liquidity and Price Discovery

Journal of Financial Markets, Forthcoming
Number of pages: 34 Posted: 24 Aug 2008 Last Revised: 13 Apr 2012
Ryan Riordan and Andreas Storkenmaier
Queen's School of Business and Karlsruhe Institute of Technology
Downloads 947 (15,712)
Citation 6

Abstract:

Liquidity, Latency, Execution Speed, Exchange Systems, Price Discovery

4.

Taxing High Frequency Market Making: Who Pays the Bill?

Number of pages: 48 Posted: 06 Dec 2012 Last Revised: 24 Jun 2016
Katya Malinova, Andreas Park and Ryan Riordan
University of Toronto, University of Toronto - Finance Area and Queen's School of Business
Downloads 811 (13,559)

Abstract:

high frequency trading, message tax, market quality, retail traders

5.

Trading Fast and Slow: Colocation and Liquidity

Forthcoming in Review of Financial Studies
Number of pages: 57 Posted: 30 Aug 2013 Last Revised: 28 Aug 2015
University of Washington - Department of Finance and Business Economics, Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Queen's School of Business
Downloads 748 (16,621)
Citation 2

Abstract:

colocation, high-frequency trading, liquidity, fast trading, proximity services

6.

Algorithmic Trading and the Market for Liquidity

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 45 Posted: 09 Feb 2012 Last Revised: 12 Apr 2012
Terrence Hendershott and Ryan Riordan
University of California, Berkeley - Haas School of Business and Queen's School of Business
Downloads 662 (24,615)
Citation 11

Abstract:

algorithmic trading, liquidity, market monitoring

7.

Retail Investor Sentiment and the Stock Market

Number of pages: 30 Posted: 06 Mar 2008
Matthias Burghardt, Marcel Czink and Ryan Riordan
University of Karlsruhe - Institute of Information Systems and Management, University of Karlsruhe - Institute of Information Systems and Management and Queen's School of Business
Downloads 636 (26,279)
Citation 1

Abstract:

Investor sentiment, sentiment index, retail investors, option trading

8.

Public Information Arrival: Price Discovery and Liquidity in Electronic Limit Order Markets

Journal of Banking and Finance, Forthcoming
Number of pages: 38 Posted: 04 Jun 2010 Last Revised: 12 Nov 2012
Queen's School of Business, Karlsruhe Institute of Technology, Stuttgart Stock Exchange and University of Manchester - Manchester Business School
Downloads 556 (34,790)
Citation 4

Abstract:

Information, Liquidity, Price Discovery, Firm Specific News, Limit Order Market, Information Arrival

9.

Do Multilateral Trading Facilities Contribute to Market Quality?

Number of pages: 36 Posted: 27 May 2011
Queen's School of Business, Karlsruhe Institute of Technology and Stuttgart Stock Exchange
Downloads 408 (44,152)
Citation 2

Abstract:

Market Quality, Competition, Fragmentation, MiFID, MTFs

10.

High Frequency Trading and the 2008 Short Sale Ban

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 15 Oct 2014 Last Revised: 11 Aug 2016
University of Washington - Department of Finance and Business Economics, University of California, Berkeley - Haas School of Business and Queen's School of Business
Downloads 257 (44,413)
Citation 1

Abstract:

high frequency trading, liquidity, price efficiency, short selling

11.

Price Discovery Without Trading: Evidence from Limit Orders

Number of pages: 47 Posted: 05 Sep 2015 Last Revised: 01 Oct 2016
University of Washington - Department of Finance and Business Economics, University of California, Berkeley - Haas School of Business and Queen's School of Business
Downloads 88 (58,585)

Abstract:

High-Frequency Trading, Price Discovery, Limit Order Book, Fragmentation