Ryan Riordan

Queen's University - Smith School of Business

Associate Professor

Smith School of Business, Queen's University

143 Union Street

Kingston, Ontario K7L 3N6

Canada

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 1,585

SSRN RANKINGS

Top 1,585

in Total Papers Downloads

20,368

SSRN CITATIONS
Rank 1,416

SSRN RANKINGS

Top 1,416

in Total Papers Citations

327

CROSSREF CITATIONS

473

Scholarly Papers (25)

1.
Downloads 5,366 ( 1,487)
Citation 263

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 Queen's University - Smith School of Business
Downloads 4,835 (1,764)
Citation 101

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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 Utah - David Eccles School of Business, University of California, Berkeley - Haas School of Business and Queen's University - Smith School of Business
Downloads 531 (55,675)
Citation 51

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

2.

High-Frequency Trading and Extreme Price Movements

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46 Posted: 28 Nov 2014 Last Revised: 19 Jun 2020
University of Utah - David Eccles School of Business, University of Memphis - Fogelman College of Business and Economics, Louvain School of Management (UCL), Queen's University - Smith School of Business, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 2,948 (4,210)
Citation 22

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Extreme price movements, jumps, high-frequency trading

3.

Carbon Risk

Number of pages: 67 Posted: 10 Mar 2017 Last Revised: 21 Jan 2020
University of Augsburg, University of Augsburg, University of Augsburg, Queen's University - Smith School of Business, University of Augsburg and University of Augsburg
Downloads 1,737 (10,220)
Citation 11

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

4.

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 Queen's University - Smith School of Business
Downloads 1,445 (13,697)
Citation 50

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

5.

Trading Fast and Slow: Colocation and Liquidity

Review of Financial Studies, Forthcoming
Number of pages: 57 Posted: 30 Aug 2013 Last Revised: 19 Jun 2020
University of Utah - David Eccles School of Business, Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Queen's University - Smith School of Business
Downloads 1,160 (19,128)
Citation 39

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

6.

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 University - Smith School of Business and Karlsruhe Institute of Technology
Downloads 1,128 (19,948)
Citation 23

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

7.

Price Discovery Without Trading: Evidence from Limit Orders

Journal of Finance, Forthcoming
Number of pages: 51 Posted: 05 Sep 2015 Last Revised: 19 Jun 2020
University of Utah - David Eccles School of Business, University of California, Berkeley - Haas School of Business and Queen's University - Smith School of Business
Downloads 1,033 (22,722)
Citation 31

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

8.

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 University - Smith School of Business
Downloads 971 (24,887)
Citation 3

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Investor sentiment, sentiment index, retail investors, option trading

9.

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 University - Smith School of Business
Downloads 924 (26,728)
Citation 36

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algorithmic trading, liquidity, market monitoring

10.

Do Multilateral Trading Facilities Contribute to Market Quality?

Number of pages: 36 Posted: 27 May 2011
Queen's University - Smith School of Business, Karlsruhe Institute of Technology and Stuttgart Stock Exchange
Downloads 680 (40,810)
Citation 19

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Market Quality, Competition, Fragmentation, MiFID, MTFs

11.

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 Queen's University - Smith School of Business
Downloads 643 (44,015)
Citation 13

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high frequency trading, liquidity, price efficiency, short selling

12.

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 University - Smith School of Business, Karlsruhe Institute of Technology, Stuttgart Stock Exchange and University of Manchester - Alliance Manchester Business School
Downloads 643 (44,015)
Citation 17

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

13.

Bitcoin Exchange Rates: How Integrated are Markets?

Number of pages: 49 Posted: 07 Oct 2018 Last Revised: 03 Jul 2019
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 325 (100,845)
Citation 3

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Bitcoin, Cryptocurrencies, Market Integration, Liquidity, Bid-Ask Spread

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 University - Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 112 (266,817)
Citation 11

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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 University - Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 64 (378,060)

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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 University - Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 22 (568,988)

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

15.

The Chilling Effect of Regulation FD: Evidence from the SEC Endorsement of Social Media

Number of pages: 50 Posted: 31 May 2019 Last Revised: 15 Apr 2020
M. Al Guindy, James P. Naughton and Ryan Riordan
Carleton University - Eric Sprott School of Business, University of Virginia, Darden School of Business and Queen's University - Smith School of Business
Downloads 164 (196,812)

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Regulation FD, Social Media

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, Queen's University - Smith School of Business, EBS Universität für Wirtschaft und Recht - EBS Business School and EBS University, EBS Business School
Downloads 111 (268,559)
Citation 2

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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, Queen's University - Smith School of Business, EBS Universität für Wirtschaft und Recht - EBS Business School and EBS University, EBS Business School
Downloads 35 (491,777)
Citation 3

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uncertainty, liquidity, financial crisis, natural experiment

17.

Intraday Jump Dynamics: What Predicts Price Jumps?

Number of pages: 48 Posted: 04 Oct 2019 Last Revised: 19 Feb 2020
Saad Khan and Ryan Riordan
Queen's University - Smith School of Business and Queen's University - Smith School of Business
Downloads 131 (236,447)

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jumps, price efficiency, high frequency price discovery, market liquidity

18.

Preventing Information Leakage

Number of pages: 52 Posted: 10 Apr 2019 Last Revised: 23 Sep 2019
Jonathan Brogaard, Dan Li, Matthew Ma and Ryan Riordan
University of Utah - David Eccles School of Business, The University of Hong Kong - School of Economics and Finance, Southern Methodist University (SMU) and Queen's University - Smith School of Business
Downloads 122 (249,484)

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brokers, informed trades, trading profits, information leakage

19.

Discovering Fundamental Value

Number of pages: 62 Posted: 10 Nov 2019
Evan Dudley, Saad Khan, Luke Phelps and Ryan Riordan
Queen's University - Smith School of Business, Queen's University - Smith School of Business, Queen's University - Smith School of Business and Queen's University - Smith School of Business
Downloads 120 (252,619)
Citation 1

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Machine Learning, Fundamental Value, Noise

20.

A High-Frequency Analysis of Bitcoin Markets

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 39 Posted: 31 Oct 2019
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 119 (254,209)
Citation 1

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21.

Trading on Long-Term Information

Number of pages: 54 Posted: 13 Jul 2019 Last Revised: 07 Mar 2020
Corey Garriott and Ryan Riordan
Bank of Canada and Queen's University - Smith School of Business
Downloads 100 (287,104)
Citation 1

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Strategic trading, informed trading, price efficiency

22.

How to Measure the Liquidity of Cryptocurrencies?

Number of pages: 43 Posted: 01 Jan 2020 Last Revised: 08 Mar 2020
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 91 (304,968)

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cryptocurrencies, liquidity, horse race

23.

The Social Internetwork and Stock Returns

Number of pages: 52 Posted: 16 Dec 2019 Last Revised: 23 Dec 2019
M. Al Guindy and Ryan Riordan
Carleton University - Eric Sprott School of Business and Queen's University - Smith School of Business
Downloads 87 (313,807)

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Networks, Cross-Asset Learning, Peer Firms, Wisdom of the Crowd

24.

The Anatomy of a Fee Change - Evidence from Cryptocurrency Markets

Number of pages: 19 Posted: 25 Sep 2019
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 46 (434,357)
Citation 1

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cryptocurrencies, trading fees, market liquidity, maker-taker fees

25.

Efficient Cyber Risk: Security and Competition in Financial Markets

Number of pages: 59 Posted: 12 Mar 2020 Last Revised: 16 Jun 2020
Michael Brolley, David Cimon and Ryan Riordan
Wilfrid Laurier University, Wilfrid Laurier University - School of Business & Economics and Queen's University - Smith School of Business
Downloads 41 (454,351)

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cyber risk, regulation, principal-agent, market structure, competition