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Eine Ebene höher- Fakultäten (102368)
- Betriebswirtschaft (3309)
- Institut für Financial Innovation and Technology (16)
- Betriebswirtschaft (3309)
Anzahl der Publikationen auf dieser Ebene: 16
Zeitschriftenartikel
Brauneis, Alexander; Mestel, Roland; Riordan, Ryan und Theissen, Erik
(Dezember 2022):
Bitcoin unchained: Determinants of cryptocurrency exchange liquidity.
In: Journal of Empirical Finance, Bd. 69: S. 106-122
Brauneis, Alexander; Mestel, Roland; Riordan, Ryan und Theissen, Erik
(März 2021):
How to measure the liquidity of cryptocurrency markets?
In: Journal of Banking & Finance, Bd. 124, 106041
Brogaard, Jonathan; Carrion, Allen; Moyaert, Thibaut; Riordan, Ryan; Shkilko, Andriy und Sokolov, Konstantin
(Mai 2018):
High frequency trading and extreme price movements.
In: Journal of Financial Economics, Bd. 128, Nr. 2: S. 253-265
Brogaard, Jonathan; Hagströmer, Björn; Norden, Lars L. und Riordan, Ryan
(Dezember 2015):
Trading Fast and Slow: Colocation and Liquidity.
In: Review of Financial Studies, Bd. 28, Nr. 12: S. 3407-3443
Brogaard, Jonathan; Hendershott, Terrence und Riordan, Ryan
(April 2017):
High frequency trading and the 2008 short-sale ban.
In: Journal of Financial Economics, Bd. 124, Nr. 1: S. 22-42
Brogaard, Jonathan; Hendershott, Terrence und Riordan, Ryan
(August 2014):
High-Frequency Trading and Price Discovery.
In: Review of Financial Studies, Bd. 27, Nr. 8: S. 2267-2306
Brogaard, Jonathan; Hendershott, Terrence und Riordan, Ryan
(2019):
Price Discovery without Trading: Evidence from Limit Orders.
In: The Journal of Finance, Bd. 74, Nr. 4: S. 1621-1658
Hendershott, Terrence und Riordan, Ryan
(August 2013):
Algorithmic Trading and the Market for Liquidity.
In: Journal of Financial and Quantitative Analysis, Bd. 48, Nr. 4: S. 1001-1024
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, Bd. 4, Nr. 2: S. 93-108
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, Bd. 134, Nr. 2: S. 318-332
Riordan, Ryan und Storkenmaier, Andreas
(November 2012):
Latency, liquidity and price discovery.
In: Journal of Financial Markets, Bd. 15, Nr. 4: S. 416-437
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, Bd. 37, Nr. 4: S. 1148-1159
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, Bd. 55, Nr. 1: S. 193-221
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, Bd. 16, Nr. 10
Paper
Bosch-Rosa, Ciril und Kassner, Bernhard
(11. Februar 2023):
Non-Standard Errors.
Collaborative Research Center Transregio 190, Discussion Paper No. 385
[PDF, 1MB]
Konferenzbeitrag
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.