Ryan Riordan

Smith School of Business

Associate Professor

Smith School of Business, Queen's University

143 Union Street

Kingston, Ontario K7L 3N6

Canada

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 1,797

SSRN RANKINGS

Top 1,797

in Total Papers Downloads

16,359

CITATIONS
Rank 4,959

SSRN RANKINGS

Top 4,959

in Total Papers Citations

105

Scholarly Papers (16)

1.
Downloads 5,051 ( 1,346)
Citation 42

High Frequency Trading and Price Discovery

Number of pages: 61 Posted: 12 Oct 2011 Last Revised: 26 Apr 2013
University of Utah - David Eccles School of Business, University of California, Berkeley - Haas School of Business and Smith School of Business
Downloads 4,529 (1,600)
Citation 42

Abstract:

Loading...

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 Utah - David Eccles School of Business, University of California, Berkeley - Haas School of Business and Smith School of Business
Downloads 522 (48,653)
Citation 42

Abstract:

Loading...

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 Utah - David Eccles School of Business, University of Utah - Department of Finance, Louvain School of Management (UCL), Smith School of Business, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 2,269 (5,396)
Citation 28

Abstract:

Loading...

Extreme price movements, jumps, high-frequency trading

3.

Do Retail Investors Suffer from High Frequency Traders?

Number of pages: 52 Posted: 06 Dec 2012 Last Revised: 11 Jan 2018
Katya Malinova, Andreas Park and Ryan Riordan
McMaster University - Michael G. DeGroote School of Business, University of Toronto - Finance Area and Smith School of Business
Downloads 1,312 (13,359)
Citation 4

Abstract:

Loading...

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

4.

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 Utah - David Eccles School of Business, Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Smith School of Business
Downloads 1,088 (17,787)
Citation 3

Abstract:

Loading...

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

5.

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
Smith School of Business and Karlsruhe Institute of Technology
Downloads 1,081 (17,943)
Citation 6

Abstract:

Loading...

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

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 Smith School of Business
Downloads 872 (24,670)
Citation 14

Abstract:

Loading...

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 Smith School of Business
Downloads 848 (25,651)
Citation 1

Abstract:

Loading...

Investor sentiment, sentiment index, retail investors, option trading

8.

Price Discovery Without Trading: Evidence from Limit Orders

Finance Down Under 2017 Building on the Best from the Cellars of Finance
Number of pages: 51 Posted: 05 Sep 2015 Last Revised: 15 May 2018
University of Utah - David Eccles School of Business, University of California, Berkeley - Haas School of Business and Smith School of Business
Downloads 844 (25,823)

Abstract:

Loading...

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

9.

Carbon Risk

Number of pages: 59 Posted: 10 Mar 2017 Last Revised: 14 Jul 2018
University of Augsburg, University of Augsburg, University of Augsburg, Smith School of Business, University of Augsburg and University of Augsburg
Downloads 687 (34,412)

Abstract:

Loading...

Carbon risk, climate finance, economic transition, climate change, asset pricing

10.

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
Smith School of Business, Karlsruhe Institute of Technology, Stuttgart Stock Exchange and University of Manchester - Alliance Manchester Business School
Downloads 623 (39,129)
Citation 4

Abstract:

Loading...

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

11.

Do Multilateral Trading Facilities Contribute to Market Quality?

Number of pages: 36 Posted: 27 May 2011
Smith School of Business, Karlsruhe Institute of Technology and Stuttgart Stock Exchange
Downloads 616 (39,715)
Citation 2

Abstract:

Loading...

Market Quality, Competition, Fragmentation, MiFID, MTFs

12.

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 Utah - David Eccles School of Business, University of California, Berkeley - Haas School of Business and Smith School of Business
Downloads 605 (40,695)
Citation 1

Abstract:

Loading...

high frequency trading, liquidity, price efficiency, short selling

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 Smith School of Business
Downloads 155 (179,603)

Abstract:

Loading...

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

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

Number of pages: 43 Posted: 21 Feb 2017
Deutsche Bundesbank, Deutsche Bundesbank, Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 97 (257,735)

Abstract:

Loading...

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, Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 46 (387,464)

Abstract:

Loading...

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, Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 12 (560,250)

Abstract:

Loading...

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

The Effects of Uncertainty on Market Liquidity: Evidence from Hurricane Sandy

Number of pages: 43 Posted: 11 May 2018
ZEW – Leibniz Centre for European Economic Research, Smith School of Business, EBS Universität für Wirtschaft und Recht - EBS Business School and EBS University, EBS Business School
Downloads 69 (317,639)

Abstract:

Loading...

uncertainty, market liquidity, natural experiment

The Effects of Uncertainty on Market Liquidity: Evidence from Hurricane Sandy

ZEW - Centre for European Economic Research Discussion Paper No. 18-024
Number of pages: 45 Posted: 16 May 2018
ZEW – Leibniz Centre for European Economic Research, Smith School of Business, EBS Universität für Wirtschaft und Recht - EBS Business School and EBS University, EBS Business School
Downloads 13 (553,967)

Abstract:

Loading...

uncertainty, liquidity, financial crisis, natural experiment

16.

A High-Frequency Analysis of Bitcoin Markets

Number of pages: 30 Posted: 07 Oct 2018
University of Klagenfurt, University of Graz, Smith School of Business and University of Mannheim - Finance Area
Downloads 71 (311,536)

Abstract:

Loading...

Bitcoin, Cryptocurrencies, Liquidity, Bid-Ask Spread