Ryan J. Davies : Citation Profile

Are you Ryan J. Davies?

Babson College

5

H index

4

i10 index

106

Citations

RESEARCH PRODUCTION:

10

Articles

8

Papers

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 5
   Journals where Ryan J. Davies has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 4 (3.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda186
   Updated: 2022-01-23    RAS profile: 2021-12-29    
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Relations with other researchers

Works with:

Stefanova, Denitsa (2)

Walther, Thomas (2)

Pelizzon, Loriana (2)

Horenstein, Alex (2)

PASCUAL, ROBERTO (2)

Gerritsen, Dirk (2)

Smales, Lee (2)

Liew, Chee (2)

Frijns, Bart (2)

Wolff, Christian (2)

Johannesson, Magnus (2)

FERROUHI, EL MEHDI (2)

Bos, Charles (2)

Hautsch, Nikolaus (2)

Ferrara, Gerardo (2)

Wong, Wing-Keung (2)

Jalkh, Naji (2)

Hurlin, Christophe (2)

Bouri, Elie (2)

Foucault, Thierry (2)

Dreber, Anna (2)

Moinas, Sophie (2)

Vilkov, Grigory (2)

Theissen, Erik (2)

Schenk-Hoppé, Klaus (2)

Abudy, Menachem (2)

Sarno, Lucio (2)

Xiu, Dacheng (2)

Lopez-Lira, Alejandro (2)

Palan, Stefan (2)

Scaillet, Olivier (2)

Koetter, Michael (2)

Colliard, Jean-Edouard (2)

Caporin, Massimiliano (2)

Verousis, Thanos (2)

Talavera, Oleksandr (2)

Lof, Matthijs (2)

Gehrig, Thomas (2)

Alexeev, Vitali (2)

Reitz, Stefan (2)

Regis, Luca (2)

Menkveld, Albert (2)

Rinne, Kalle (2)

Putnins, Talis (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Schwarz, Marco (2)

Zhou, Chen (2)

Pastor, Lubos (2)

Nielsson, Ulf (2)

Rakowski, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ryan J. Davies.

Is cited by:

Putnins, Talis (5)

Camilleri, Silvio (4)

Cumming, Douglas (4)

Luttmer, Erzo (3)

Daures Lescourret, Laurence (3)

Biais, Bruno (3)

BISIÈRE, Christophe (3)

Green, Christopher (2)

Rindi, Barbara (2)

Pouget, Sébastien (2)

Aitken, Michael (2)

Cites to:

Heckman, James (6)

Bessembinder, Hendrik (6)

Madhavan, Ananth (6)

Shleifer, Andrei (6)

Littlechild, Stephen (5)

Foster, Frederick (5)

Karolyi, G. (4)

Dreber, Anna (4)

Ho, Teck (4)

Ichimura, Hidehiko (4)

Summers, Lawrence (4)

Main data

Where Ryan J. Davies has published?

Journals with more than one article published# docs
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading4
Working Paper / Economics Department, Queen's University2

Recent works citing Ryan J. Davies (2021 and 2020)

YearTitle of citing document
2020STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

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2020The rise and fall of portfolio pumping among U.S. mutual funds. (2020). Duong, Truong X ; Meschke, Felix. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919301798.

Full description at Econpapers || Download paper

2020Market transparency and closing price behavior on month-end days: Evidence from Taiwan. (2020). Lin, Sheng-Min ; Huang, Yu Chuan ; Yu Chuan Huang, ; Chan, Shu Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301116.

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2020Selective pump-and-dump: The manipulation of their top holdings by Chinese mutual funds around quarter-ends. (2020). Cao, Bolong ; Ouyang, Liangyi. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118302620.

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2021Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38.

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2020Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.. (2020). Li, Jingyu ; Casu, Barbara ; Yao, Yinhong ; Zhu, Xiaoqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301885.

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2021Understanding Bitcoin liquidity. (2021). Scharnowski, Stefan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311286.

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2020In law we trust: Lawyer CEOs and stock liquidity. (2020). Pham, Mia Hang. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300173.

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2020Market manipulation and innovation. (2020). Tarsalewska, Monika ; Peter, Rejo ; Ji, Shan ; Cumming, Douglas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302193.

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2020Pre-trade hedging: Evidence from the issuance of retail structured products. (2020). Pearson, Neil D ; Henderson, Brian J ; Wang, LI. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:108-128.

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2020Limit order submission risks, order choice, and tick size. (2020). Yamamoto, Ryuichi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302732.

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2021Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965.

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2020Illiquidity and Price Informativeness. (2020). Sadka, Ronnie ; Kerr, Jon. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:334-351.

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2021The Investors Exchange’s (IEX) impact on investors. (2021). Lawrey, Chris ; Lahtinen, Kyre Dane ; Chow, Alan . In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:1:d:10.1057_s41260-020-00194-x.

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2021Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks. (2021). Park, Sukjin ; Chung, Chaeshick. In: Working Papers. RePEc:sgo:wpaper:2108.

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2020Coming early to the party. (2020). Pelizzon, Loriana ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti G ; Bellia, Mario. In: Working Papers. RePEc:ven:wpaper:2020:11.

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2020Benchmarks in the spotlight: The impact on exchange traded markets. (2020). O'Neill, Peter ; Foley, Sean ; Aspris, Angelo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1691-1710.

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2020A tale of one exchange and two order books: Effects of fragmentation in the absence of competition. (2018). Bernales, Alejandro ; Westheide, Christian ; Valenzuela, Marcela ; Sagade, Satchit ; Garrido, Nicolas. In: SAFE Working Paper Series. RePEc:zbw:safewp:234.

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Works by Ryan J. Davies:

YearTitleTypeCited
2009Smart fund managers? Stupid money? In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article11
2003Smart Fund Managers? Stupid Money?.(2003) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2009Smart fund managers? Stupid money?.(2009) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2015Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave? In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article9
2005Painting the tape: Aggregate evidence In: Economics Letters.
[Full Text][Citation analysis]		article13
2009Using matched samples to test for differences in trade execution costs In: Journal of Financial Markets.
[Full Text][Citation analysis]		article33
2003The Toronto Stock Exchange preopening session In: Journal of Financial Markets.
[Full Text][Citation analysis]		article30
2020Stay-out adjustments and multi-year regulatory rate plans In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper0
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2006The rapid formation of a large rotating disk galaxy three billion years after the Big Bang In: Nature.
[Full Text][Citation analysis]		article0
2019Trade-Time Measures of Liquidity In: Review of Financial Studies.
[Full Text][Citation analysis]		article2
2000Long-term Information, Short-lived Derivative Securities In: Working Paper.
[Full Text][Citation analysis]		paper0
2000Registered Trader Participation During The Toronto Stock Exchanges Pre-opening Session In: Working Paper.
[Full Text][Citation analysis]		paper1
2003Matching and the Estimated Impact of Inter-listing (updated July 2003) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2003Long-term Information, Short-lived Securities In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2006Long‐term information, short‐lived securities.(2006) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2005Cross Hedging with Single Stock Futures In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper5

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