Ryan J. Davies : Citation Profile

Are you Ryan J. Davies?

Babson College

5

H index

2

i10 index

84

Citations

RESEARCH PRODUCTION:

6

Articles

6

Papers

RESEARCH ACTIVITY:

   15 years (2000 - 2015). See details.
   Cites by year: 5
   Journals where Ryan J. Davies has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 3 (3.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda186
   Updated: 2019-10-15    RAS profile: 2016-02-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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 (3)

Luttmer, Erzo (3)

Rindi, Barbara (3)

Biais, Bruno (3)

BISIÈRE, Christophe (3)

Daures Lescourret, Laurence (3)

Cumming, Douglas (3)

Aitken, Michael (2)

Bernhardt, Dan (2)

Duchesne, Pierre (2)

Cites to:

Madhavan, Ananth (6)

Bessembinder, Hendrik (6)

Shleifer, Andrei (6)

Heckman, James (6)

Foster, Frederick (5)

Waldmann, Robert (4)

Karolyi, G. (4)

Christie, William (4)

Biais, Bruno (4)

Ichimura, Hidehiko (4)

Viswanathan, S (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, Reading University4
Working Paper / Economics Department, Queen's University2

Recent works citing Ryan J. Davies (2018 and 2017)

YearTitle of citing document
2018Speed Segmentation on Exchanges: Competition for Slow Flow. (2018). Anderson, Lisa ; Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad. In: Staff Working Papers. RePEc:bca:bocawp:18-3.

Full description at Econpapers || Download paper

2017Effect of the ban on short selling on market prices and volatility. (2017). Helmes, Uwe ; Smith, Tom ; Henker, Thomas . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:727-757.

Full description at Econpapers || Download paper

2017Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ. (2017). Lescourret, Laurence . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:761-806.

Full description at Econpapers || Download paper

2018The Role of Pre-Opening Mechanisms in Fragmented Markets. (2018). Boussetta, Selma ; Moinas, Sophie ; Lescourret, Laurance. In: EconPol Working Paper. RePEc:ces:econwp:_12.

Full description at Econpapers || Download paper

2018The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ. (2018). Dang, Viet Anh ; Pham, Thu Phuong ; Michayluk, David . In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:17-35.

Full description at Econpapers || Download paper

2017Starting on the wrong foot: Seasonality in mutual fund performance. (2017). Brown, Stephen ; Yao, Yaqiong ; Wang, Jiaguo ; Sotes-Paladino, Juan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:133-150.

Full description at Econpapers || Download paper

2017Pre-trade transparency in over-the-counter bond markets. (2017). Chen, Fan ; Zhong, Zhuo . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:14-33.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2018Fragmentation and Market Quality: The Case of European Markets. (2018). Silva, Paulo Pereira. In: De Economist. RePEc:kap:decono:v:166:y:2018:i:2:d:10.1007_s10645-018-9316-0.

Full description at Econpapers || Download paper

2018An empirical investigation of large trader market manipulation in derivatives markets. (2018). Jarrow, Robert ; Tsai, Shih-Chuan ; Fung, Scott. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:3:d:10.1007_s11147-018-9143-0.

Full description at Econpapers || Download paper

2017Setting the futures margin with price limits: the case for single-stock futures. (2017). Fung, Hung-Gay ; Tse, Yiuman ; Chou, Jian-Hsin ; Chen, Chen-Yu . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0548-7.

Full description at Econpapers || Download paper

2017Information systems, agency problems, and fraud. (2017). Cumming, Douglas ; Schweizer, Denis ; Johan, Sofia. In: Information Systems Frontiers. RePEc:spr:infosf:v:19:y:2017:i:3:d:10.1007_s10796-017-9761-3.

Full description at Econpapers || Download paper

2017High-Frequency Trading around Large Institutional Orders. (2017). van Kervel, Vincent ; Menkveld, Albert. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170092.

Full description at Econpapers || Download paper

2018The effect of settlement rules on the incentive to Bang the Close. (2018). Onur, Esen ; Reiffen, David . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:8:p:841-864.

Full description at Econpapers || Download paper

2017Coming early to the party. (2017). Pelizzon, Loriana ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti ; Bellia, Mario. In: SAFE Working Paper Series. RePEc:zbw:safewp:182.

Full description at Econpapers || Download paper

2018A 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.

Full description at Econpapers || Download paper

Works by Ryan J. Davies:

YearTitleTypeCited
2009Smart fund managers? Stupid money? In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article9
2003Smart Fund Managers? Stupid Money?.(2003) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
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]		article5
2005Painting the tape: Aggregate evidence In: Economics Letters.
[Full Text][Citation analysis]		article8
2009Using matched samples to test for differences in trade execution costs In: Journal of Financial Markets.
[Full Text][Citation analysis]		article27
2003The Toronto Stock Exchange preopening session In: Journal of Financial Markets.
[Full Text][Citation analysis]		article29
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]		paper0
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]		paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team