Ryan Riordan

Finance · 2012–2019

A researcher in the Science corpus: 6 papers; trusts 25 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

• Finance — 119 citations into it; #2,113 of 10,518 by trust here, #1,568 by citations
• Economics and Econometrics — 93 citations into it; #4,732 of 23,481 by trust here, #3,986 by citations
• Accounting — 43 citations into it
• Management Science and Operations Research — 28 citations into it; #10,994 of 11,946 by trust here, #5,787 by citations

Whom Ryan Riordan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. S. B. Thompson
2. Terrence Hendershott
3. Mitchell A. Petersen
4. H. Bessembinder
5. Joel Hasbrouck
6. Thierry Foucault
7. Albert J. Menkveld
8. Nicholas Bloom
9. Charles M. Jones
10. Truman F. Bewley

Who trusts Ryan Riordan overall

1. Peter Hoffmann
2. Albert J. Menkveld
3. Jonathan Brogaard
4. Markus Baldauf
5. Maureen O’Hara
6. Charles M. Jones
7. Jennifer S. Conrad
8. Terrence Hendershott
9. Andrei A. Kirilenko
10. Joel Hasbrouck

Papers from Ryan Riordan's perspective

Ordered by how strongly the researchers Ryan Riordan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Very Fast Money: High-Frequency Trading on the NASDAQ
2. High Frequency Trading and Price Discovery (Social Science Research Network)
3. The Diversity of High-Frequency Traders
4. Simple Formulas for Standard Errors that Cluster by Both Firm and Time
5. The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
6. Does Algorithmic Trading Improve Liquidity
7. Equilibrium High Frequency Trading
8. A Dynamic Limit Order Market with Fast and Slow Traders (Social Science Research Network)
9. Market Making with Costly Monitoring: An Analysis of the SOES Controversy
10. Competing on Speed

Their papers

• High Frequency Trading and Price Discovery (2014) — 1,100 citations
• Algorithmic Trading and the Market for Liquidity (2013) — 383 citations
• Latency, liquidity and price discovery ☆ (2012) — 197 citations
• The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy (2019) — 110 citations
• Price Discovery without Trading: Evidence from Limit Orders (2019) — 206 citations
• High-Frequency Trading and Extreme Price Movements (2018) — 175 citations