Publications

Mohamed Al Guindy, James P Naughton, Ryan Riordan (2023). The evolution of corporate twitter usage. Journal of Business Finance & Accounting.

Alexander Brauneis, Roland Mestel, Ryan Riordan, Erik Theissen (2022). Bitcoin unchained: Determinants of cryptocurrency exchange liquidity. Journal of Empirical Finance.

Alexander Brauneis, Roland Mestel, Ryan Riordan, Erik Theissen (2021). How to measure the liquidity of cryptocurrency markets?. Journal of Banking & Finance.

Kathi Schlepper, Heiko Hofer, Ryan Riordan, Andreas Schrimpf (2020). The Market Microstructure of Central Bank Bond Purchases. Journal of Financial and Quantitative Analysis.

Dominik Rehse, Ryan Riordan, Nico Rottke, Joachim Zietz (2019). The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy. Journal of Financial Economics.

Jonathan Brogaard, Terrence Hendershott, Ryan Riordan (2019). Price discovery without trading: Evidence from limit orders. The Journal of Finance.

Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko, Konstantin Sokolov (2018). High frequency trading and extreme price movements. Journal of Financial Economics.

Jonathan Brogaard, Terrence Hendershott, Ryan Riordan (2017). High frequency trading and the 2008 short-sale ban. Journal of Financial Economics.

Jonathan Brogaard, Björn Hagströmer, Lars Nordén, Ryan Riordan (2015). Trading fast and slow: Colocation and liquidity. The Review of Financial Studies.

Jonathan Brogaard, Terrence J Hendershott, Ryan Riordan (2014). High frequency trading and price discovery. Review of Financial Studies.

Ryan Riordan, Andreas Storkenmaier, Martin Wagener (2013). Public information arrival: Price discovery and liquidity in electronic limit order markets. Journal of Banking and Finance.

Ryan Riordan, Andreas Storkenmaier (2012). Latency, liquidity and price discovery. Journal of Financial Markets.

Terrence J Hendershott, Ryan Riordan (2012). Algorithmic Trading and the Market for Liquidity. Journal of Financial and Quantitative Analysis.