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Up a level- Faculties (104046)
- Munich School of Management (3442)
- Institute for Financial Innovation and Technology (16)
- Munich School of Management (3442)
Number of items at this level: 16.
2023
Bosch-Rosa, Ciril und Kassner, Bernhard
(11. February 2023):
Non-Standard Errors.
Collaborative Research Center Transregio 190, Discussion Paper No. 385
[PDF, 1MB]
2022
Brauneis, Alexander; Mestel, Roland; Riordan, Ryan und Theissen, Erik
(December 2022):
Bitcoin unchained: Determinants of cryptocurrency exchange liquidity.
In: Journal of Empirical Finance, Vol. 69: pp. 106-122
2021
Brauneis, Alexander; Mestel, Roland; Riordan, Ryan und Theissen, Erik
(March 2021):
How to measure the liquidity of cryptocurrency markets?
In: Journal of Banking & Finance, Vol. 124, 106041
2020
Schlepper, Kathi; Hofer, Heiko; Riordan, Ryan und Schrimpf, Andreas
(2020):
The Market Microstructure of Central Bank Bond Purchases.
In: Journal of Financial and Quantitative Analysis, Vol. 55, No. 1: pp. 193-221
2019
Brogaard, Jonathan; Hendershott, Terrence und Riordan, Ryan
(2019):
Price Discovery without Trading: Evidence from Limit Orders.
In: The Journal of Finance, Vol. 74, No. 4: pp. 1621-1658
Görgen, Maximilian; Jacob, Andrea; Nerlinger, Martin; Riordan, Ryan und Rohleder, Martin
(2019):
Carbon Risk.
American Economic Association Annual Meeting (2019), Atlanta, Georgia, Jan 5, 2019.
Rehse, Dominik; Riordan, Ryan; Rottke, Nico und Zietz, Joachim
(November 2019):
The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy.
In: Journal of Financial Economics, Vol. 134, No. 2: pp. 318-332
2018
Brogaard, Jonathan; Carrion, Allen; Moyaert, Thibaut; Riordan, Ryan; Shkilko, Andriy und Sokolov, Konstantin
(May 2018):
High frequency trading and extreme price movements.
In: Journal of Financial Economics, Vol. 128, No. 2: pp. 253-265
2017
Brogaard, Jonathan; Hendershott, Terrence und Riordan, Ryan
(April 2017):
High frequency trading and the 2008 short-sale ban.
In: Journal of Financial Economics, Vol. 124, No. 1: pp. 22-42
2015
Brogaard, Jonathan; Hagströmer, Björn; Norden, Lars L. und Riordan, Ryan
(December 2015):
Trading Fast and Slow: Colocation and Liquidity.
In: Review of Financial Studies, Vol. 28, No. 12: pp. 3407-3443
Teubner, Timm; Adami, Marc und Riordan, Ryan
(2015):
The Impact of Computerized Agents on Immediate Emotions, Overall Arousal and Bidding Behavior in Electronic Auctions.
In: Journal of the Association for Information Systems, Vol. 16, No. 10
2014
Brogaard, Jonathan; Hendershott, Terrence und Riordan, Ryan
(August 2014):
High-Frequency Trading and Price Discovery.
In: Review of Financial Studies, Vol. 27, No. 8: pp. 2267-2306
2013
Hendershott, Terrence und Riordan, Ryan
(August 2013):
Algorithmic Trading and the Market for Liquidity.
In: Journal of Financial and Quantitative Analysis, Vol. 48, No. 4: pp. 1001-1024
Riordan, Ryan; Storkenmaier, Andreas; Wagener, Martin und Zhang, S. Sarah
(2013):
Public information arrival: Price discovery and liquidity in electronic limit order markets.
In: Journal of Banking & Finance, Vol. 37, No. 4: pp. 1148-1159
2012
Lattemann, Christoph; Loos, Peter; Gomolka, Johannes; Burghof, Hans-Peter; Breuer, Arne; Gomber, Peter; Krogmann, Michael; Nagel, Joachim; Riess, Rainer; Riordan, Ryan und Zajonz, Rafael
(April 2012):
High Frequency Trading.
In: Business & Information Systems Engineering, Vol. 4, No. 2: pp. 93-108
Riordan, Ryan und Storkenmaier, Andreas
(November 2012):
Latency, liquidity and price discovery.
In: Journal of Financial Markets, Vol. 15, No. 4: pp. 416-437