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Ryan Riordan
Ryan Riordan
LMU Munich School of Management
Verified email at lmu.de - Homepage
Title
Cited by
Cited by
Year
High frequency trading and price discovery
J Brogaard, TJ Hendershott, R Riordan
15322011
Algorithmic Trading and the Market for Liquidity
TJ Hendershott, R Riordan
Journal of Financial and Quantitative Analysis, 2012
4542012
Algorithmic trading and information
T Hendershott, R Riordan
Manuscript, University of California, Berkeley, 2009
3252009
Latency, liquidity and price discovery
R Riordan, A Storkenmaier
Journal of Financial Markets 15 (4), 416-437, 2012
3072012
Trading fast and slow: Colocation and liquidity
J Brogaard, B Hagströmer, L Nordén, R Riordan
The Review of Financial Studies 28 (12), 3407-3443, 2015
3042015
High frequency trading and extreme price movements
J Brogaard, A Carrion, T Moyaert, R Riordan, A Shkilko, K Sokolov
Journal of Financial Economics 128 (2), 253-265, 2018
2552018
Price discovery without trading: Evidence from limit orders
J Brogaard, T Hendershott, R Riordan
The Journal of Finance 74 (4), 1621-1658, 2019
2322019
Carbon risk
M Görgen, A Jacob, M Nerlinger, R Riordan, M Rohleder, M Wilkens
Available at SSRN 2930897, 2020
2202020
Public information arrival: Price discovery and liquidity in electronic limit order markets
R Riordan, A Storkenmaier, M Wagener
Journal of Banking and Finance 37 (4), 1148-1159, 2013
1652013
Do retail traders suffer from high frequency traders?
K Malinova, A Park, R Riordan
Available at SSRN 2183806, 2013
1562013
High frequency trading and the 2008 short-sale ban
J Brogaard, T Hendershott, R Riordan
Journal of Financial Economics 124 (1), 22-42, 2017
1162017
The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy
D Rehse, R Riordan, N Rottke, J Zietz
Journal of Financial Economics 134 (2), 318-332, 2019
1122019
The impact of computerized agents on immediate emotions, overall arousal and bidding behavior in electronic auctions
T Teubner, M Adam, R Riordan
Journal of the Association for Information Systems 16 (10), 2, 2015
912015
How to measure the liquidity of cryptocurrency markets?
A Brauneis, R Mestel, R Riordan, E Theissen
Journal of Banking & Finance 124, 106041, 2021
792021
Do Multilateral Trading Facilities Contribute to Market Quality?
R Riordan, A Storkenmaier, M Wagener
64*2011
High frequency trading and price discovery, European Central Bank Working Paper Series No
J Brogaard, T Hendershott, R Riordan
51*2013
BIS Working Papers
K Schlepper, H Hofer, R Riordan, A Schrimpf
47*2017
Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market
K Schlepper, H Hofer, R Riordan, A Schrimpf
472017
TECHNOLOGY AND MARKET QUALITY: THE CASE OF HIGH FREQUENCY TRADING
S Zhang, R Riordan
European Conference on Information Systems, Paper 95, 2011
382011
The Market Microstructure of Central Bank Bond Purchases
K Schlepper, H Hofer, R Riordan, A Schrimpf
Journal of Financial and Quantitative Analysis 55 (1), 193-221, 2020
332020
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