5
H index
5
i10 index
110
Citations
Babson College | 5 H index 5 i10 index 110 Citations RESEARCH PRODUCTION: 10 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Markets | 2 |
Working Papers Series with more than one paper published | # docs |
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ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading | 4 |
Working Paper / Economics Department, Queen's University | 2 |
Year | Title of citing document |
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2022 | Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44. Full description at Econpapers || Download paper |
2020 | STOCK 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. Full description at Econpapers || Download paper |
2020 | The 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 |
2020 | Market 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. Full description at Econpapers || Download paper |
2020 | Selective 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. Full description at Econpapers || Download paper |
2021 | Liquidity 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. Full description at Econpapers || Download paper |
2020 | Risk 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. Full description at Econpapers || Download paper |
2022 | Manipulation in the bond market and the role of investment funds: Evidence from an emerging market. (2022). Kadioglu, Eyup ; Frömmel, Michael ; Frommel, Michael ; Kadiolu, Eyup. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s105752192100315x. Full description at Econpapers || Download paper |
2021 | Understanding Bitcoin liquidity. (2021). Scharnowski, Stefan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311286. Full description at Econpapers || Download paper |
2020 | In 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. Full description at Econpapers || Download paper |
2020 | Market 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. Full description at Econpapers || Download paper |
2020 | Pre-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. Full description at Econpapers || Download paper |
2020 | Limit 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. Full description at Econpapers || Download paper |
2021 | Order 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. Full description at Econpapers || Download paper |
2020 | Illiquidity and Price Informativeness. (2020). Sadka, Ronnie ; Kerr, Jon. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:334-351. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks. (2021). Park, Sukjin ; Chung, Chaeshick. In: Working Papers. RePEc:sgo:wpaper:2108. Full description at Econpapers || Download paper |
2020 | Coming early to the party. (2020). Pelizzon, Loriana ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti G ; Bellia, Mario. In: Working Papers. RePEc:ven:wpaper:2020:11. Full description at Econpapers || Download paper |
2020 | Benchmarks 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. Full description at Econpapers || Download paper |
2020 | A 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 |
Year | Title | Type | Cited |
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2009 | Smart fund managers? Stupid money? In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 12 |
2003 | Smart Fund Managers? Stupid Money?.(2003) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2009 | Smart 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: 12 | article | |
2015 | Financial 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] | article | 10 |
2005 | Painting the tape: Aggregate evidence In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
2009 | Using matched samples to test for differences in trade execution costs In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 33 |
2003 | The Toronto Stock Exchange preopening session In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 31 |
2020 | Stay-out adjustments and multi-year regulatory rate plans In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 0 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2006 | The rapid formation of a large rotating disk galaxy three billion years after the Big Bang In: Nature. [Full Text][Citation analysis] | article | 0 |
2019 | Trade-Time Measures of Liquidity In: Review of Financial Studies. [Full Text][Citation analysis] | article | 2 |
2000 | Long-term Information, Short-lived Derivative Securities In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2000 | Registered Trader Participation During The Toronto Stock Exchanges Pre-opening Session In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
2003 | Matching and the Estimated Impact of Inter-listing (updated July 2003) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 2 |
2003 | Long-term Information, Short-lived Securities In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2006 | Long?term information, short?lived securities.(2006) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2005 | Cross Hedging with Single Stock Futures In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 5 |
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