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Group by: Date | Creators | Item Type | Language | Volume
Jump to: 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2015 | 2014 | 2013 | 2012
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

This list was generated on Mon May 19 14:28:49 2025 CEST.