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

13

DOWNLOADS
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Top 1,956

in Total Papers Downloads

14,059

CITATIONS
Rank 5,336

SSRN RANKINGS

Top 5,336

in Total Papers Citations

97

Scholarly Papers (13)

1.
Downloads 4,782 ( 1,260)
Citation 40

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 4,278 (1,496)
Citation 40

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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 504 (45,370)
Citation 40

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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 Rochester Institute of Technology (RIT) - Saunders College of Business
Downloads 962 (6,241)
Citation 26

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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 (16,633)
Citation 6

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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 (13,750)

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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 (16,896)
Citation 4

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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 (24,110)
Citation 13

Abstract:

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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 (25,946)
Citation 1

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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 - Alliance Manchester Business School
Downloads 556 (36,419)
Citation 4

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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 (41,476)
Citation 2

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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 (40,089)
Citation 1

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high frequency trading, liquidity, price efficiency, short selling

Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market

Number of pages: 43 Posted: 21 Feb 2017
Deutsche Bundesbank, Deutsche Bundesbank, Queen's School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 85 (255,667)

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Quantitative Easing, European Central Bank, Scarcity Channel, Bond Market Liquidity, High-Frequency Data

Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market

BIS Working Paper No. 625
Number of pages: 47 Posted: 29 Apr 2017
Deutsche Bundesbank, Deutsche Bundesbank, Queen's School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 28 (426,237)

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Easing, European Central Bank, Scarcity Channel, Bond Market Liquidity, High-Frequency Data

Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market

Bundesbank Discussion Paper No. 06/2017
Number of pages: 43 Posted: 24 Apr 2017
Deutsche Bundesbank, Deutsche Bundesbank, Queen's School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 7 (545,436)

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Quantitative Easing, European Central Bank, Scarcity Channel, Bond Market Liquidity, High-Frequency Data

12.

Price Discovery Without Trading: Evidence from Limit Orders

Finance Down Under 2017 Building on the Best from the Cellars of Finance
Number of pages: 50 Posted: 05 Sep 2015 Last Revised: 11 Oct 2017
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 (36,896)

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

13.

Tweeting the Good News: Returns and Price Informativeness

Number of pages: 59 Posted: 15 Jul 2017
M. Al Guindy and Ryan Riordan
Carleton University - Eric Sprott School of Business and Queen's School of Business
Downloads 0 (237,711)

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Social Media, Twitter, Textual Analysis, Investor Attention, Information Asymmetry