Ryan Donnelly

2018

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Ryan Donnelly trusts overall

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

  1. Marco Avellaneda
  2. Rama Cont
  3. Sasha Stoikov

Papers from Ryan Donnelly's perspective

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

  1. High-frequency trading in a limit order book
  2. The Price Impact of Order Book Events
  3. Dealing with the inventory risk: a solution to the market making problem
  4. Statistical properties of stock order books: empirical results and models
  5. Optimal execution strategies in limit order books with general shape functions
  6. More Statistical Properties of Order Books and Price Impact
  7. High frequency trading and the new market makers
  8. Liquidity and Asset Prices
  9. Order book approach to price impact
  10. Direct Estimation of Equity Market Impact

Their papers