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

17

DOWNLOADS
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SSRN RANKINGS

Top 1,781

in Total Papers Downloads

17,054

CITATIONS
Rank 4,884

SSRN RANKINGS

Top 4,884

in Total Papers Citations

107

Scholarly Papers (17)

1.
Downloads 5,156 ( 1,362)
Citation 43

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 4,632 (1,613)
Citation 43

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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 Smith School of Business
Downloads 524 (50,355)
Citation 43

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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 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 2,323 (5,434)
Citation 29

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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 1,354 (13,268)
Citation 4

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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 1,112 (17,944)
Citation 3

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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 1,100 (18,240)
Citation 6

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

6.

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 930 (23,385)

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

7.

Carbon Risk

Number of pages: 65 Posted: 10 Mar 2017 Last Revised: 01 Mar 2019
University of Augsburg, University of Augsburg, University of Augsburg, Smith School of Business, University of Augsburg and University of Augsburg
Downloads 915 (23,943)

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

8.

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 889 (25,092)
Citation 14

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algorithmic trading, liquidity, market monitoring

9.

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 872 (25,709)
Citation 1

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Investor sentiment, sentiment index, retail investors, option trading

10.

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 632 (39,908)
Citation 2

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Market Quality, Competition, Fragmentation, MiFID, MTFs

11.

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 629 (40,162)
Citation 4

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

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 620 (40,957)
Citation 1

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high frequency trading, liquidity, price efficiency, short selling

13.

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 193 (153,464)

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Bitcoin, Cryptocurrencies, 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, Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 102 (257,645)

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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, Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 48 (393,147)

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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, Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 15 (558,986)

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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 86 (288,112)

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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, Smith School of Business, EBS Universität für Wirtschaft und Recht - EBS Business School and EBS University, EBS Business School
Downloads 25 (496,449)

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uncertainty, liquidity, financial crisis, natural experiment

16.

Preventing Information Leakage

Number of pages: 43 Posted: 10 Apr 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 and Smith School of Business
Downloads 50 (379,698)

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brokers, informed trades, trading profits, information leakage

17.

The Chilling Effect of Regulation FD: Evidence from Twitter

Number of pages: 47
M. Al Guindy, James P. Naughton and Ryan Riordan
Carleton University - Eric Sprott School of Business, Northwestern University - Kellogg School of Management and Smith School of Business
Downloads 3

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Regulation FD, Social Media.