Corey Garriott : Citation Profile


Are you Corey Garriott?

Bank of Canada

3

H index

1

i10 index

25

Citations

RESEARCH PRODUCTION:

2

Articles

11

Papers

RESEARCH ACTIVITY:

   5 years (2013 - 2018). See details.
   Cites by year: 5
   Journals where Corey Garriott has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 4 (13.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga978
   Updated: 2019-10-15    RAS profile: 2019-08-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Walton, Adrian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Corey Garriott.

Is cited by:

Fontaine, Jean-Sebastien (2)

LINTON, OLIVER (2)

Walton, Adrian (2)

Kirilenko, Andrei (1)

Adrian, Tobias (1)

Lewrick, Ulf (1)

Arora, Rohan (1)

Feunou, Bruno (1)

Ouellet Leblanc, Guillaume (1)

Cimon, David (1)

Friedman, Daniel (1)

Cites to:

Foucault, Thierry (12)

Menkveld, Albert (5)

Gürkaynak, Refet (4)

Swanson, Eric (3)

Gungor, Sermin (3)

Shleifer, Andrei (3)

Svensson, Lars (3)

Pagano, Marco (2)

Pascoa, Mario (2)

Shachar, Or (2)

Boulatov, Alexei (2)

Main data


Where Corey Garriott has published?


Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada5
Discussion Papers / Bank of Canada3
Staff Analytical Notes / Bank of Canada3

Recent works citing Corey Garriott (2019 and 2018)


YearTitle of citing document
2018Government of Canada Securities in the Cash, Repo and Securities Lending Markets. (2018). Bulusu, Narayan ; Gungor, Sermin . In: Discussion Papers. RePEc:bca:bocadp:18-4.

Full description at Econpapers || Download paper

2019Non-Bank Financial Intermediation in Canada: An Update. (2019). Bedard-Page, Guillaume. In: Discussion Papers. RePEc:bca:bocadp:19-2.

Full description at Econpapers || Download paper

2019Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach. (2019). Ouellet Leblanc, Guillaume ; Shotlander, Ryan ; Bedard-Page, Guillaume ; Arora, Rohan. In: Technical Reports. RePEc:bca:bocatr:115.

Full description at Econpapers || Download paper

2018The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market. (2018). Gao, Jeffrey ; Thompson, Jacob ; Jin, Jianjian . In: Staff Working Papers. RePEc:bca:bocawp:18-35.

Full description at Econpapers || Download paper

2018Markets Look Beyond the Headline. (2018). Feunou, Bruno ; Leiderman, Raisa ; Kyeong, James. In: Staff Analytical Notes. RePEc:bca:bocsan:18-37.

Full description at Econpapers || Download paper

2019Price Caps in Canadian Bond Borrowing Markets. (2019). Walton, Adrian ; Fontaine, Jean-Sebastien ; Berger-Soucy, Leanne. In: Staff Analytical Notes. RePEc:bca:bocsan:19-2.

Full description at Econpapers || Download paper

2019Prix plafonds sur les marchés canadiens des emprunts d’obligations. (2019). Walton, Adrian ; Fontaine, Jean-Sebastien ; Berger-Soucy, Leanne. In: Staff Analytical Notes. RePEc:bca:bocsan:19-2-fr.

Full description at Econpapers || Download paper

2019Prix plafonds sur les marchés canadiens des emprunts d’obligations. (2019). Walton, Adrian ; Fontaine, Jean-Sebastien ; Berger-Soucy, Leanne. In: Staff Analytical Notes. RePEc:bca:bocsan:19-2fr.

Full description at Econpapers || Download paper

2017Repo market functioning. (2017). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:59.

Full description at Econpapers || Download paper

2017The leverage ratio and liquidity in the gilt and repo markets. (2017). Elliott, David ; Bicu, Andreea ; Chen, Louisa. In: Bank of England working papers. RePEc:boe:boeewp:0690.

Full description at Econpapers || Download paper

2018Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802.

Full description at Econpapers || Download paper

2017Risk and Return in High-Frequency Trading. (2001). Kirilenko, Andrei ; Hagstromer, Bjorn ; Baron, Matthew. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_018.

Full description at Econpapers || Download paper

2019Competition among high-frequency traders, and market quality. (2019). Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20192290.

Full description at Econpapers || Download paper

2019Information or noise: What does algorithmic trading incorporate into the stock prices?. (2019). Elliott, Robert J ; Zhou, Hao ; Kalev, Petko S. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:27-39.

Full description at Econpapers || Download paper

2017High frequency trading and the 2008 short-sale ban. (2017). Brogaard, Jonathan ; Riordan, Ryan ; Hendershott, Terrence. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:22-42.

Full description at Econpapers || Download paper

2017Customer Liquidity Provision : Implications for Corporate Bond Transaction Costs. (2017). Choi, Jae Won ; Huh, Yesol. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-116.

Full description at Econpapers || Download paper

2018Implications of high-frequency trading for security markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, Soheil. In: CeMMAP working papers. RePEc:ifs:cemmap:06/18.

Full description at Econpapers || Download paper

2019Latency in Fragmented Markets. (2019). Lee, Tomy. In: Review of Economic Dynamics. RePEc:red:issued:18-287.

Full description at Econpapers || Download paper

2018Сучасні тенденції електронної торгівлі обіговими фінансовими інструментами // Modern trends of electronic trading by negotiable fina. (2018). Kravchuk, Igor ; Кравчук, Ігор Святославови, . In: Вісник Житомирського державного технологічного університету. Серія: Економічні . RePEc:scn:000ven:127602.

Full description at Econpapers || Download paper

2017Order protection through delayed messaging. (2017). Aldrich, Eric M ; Friedman, Daniel. In: Discussion Papers, Research Professorship Market Design: Theory and Pragmatics. RePEc:zbw:wzbmdn:spii2017502.

Full description at Econpapers || Download paper

Works by Corey Garriott:


YearTitleTypeCited
2013Fragmentation in Canadian Equity Markets In: Bank of Canada Review.
[Full Text][Citation analysis]
article0
2016Canadian Repo Market Ecology In: Discussion Papers.
[Full Text][Citation analysis]
paper5
2018Government of Canada Fixed-Income Market Ecology In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Alternative Futures for Government of Canada Debt Management In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2014High-Frequency Trading Competition In: Staff Working Papers.
[Full Text][Citation analysis]
paper14
2016Retail Order Flow Segmentation In: Staff Working Papers.
[Full Text][Citation analysis]
paper0
2016Options Decimalization In: Staff Working Papers.
[Full Text][Citation analysis]
paper0
2017Banking Regulation and Market Making In: Staff Working Papers.
[Full Text][Citation analysis]
paper4
2018High-Frequency Trading and Institutional Trading Costs In: Staff Working Papers.
[Full Text][Citation analysis]
paper0
2017Do Canadian Broker-Dealers Act as Agents or Principals in Bond Trading? In: Staff Analytical Notes.
[Full Text][Citation analysis]
paper0
2017The Impacts of Monetary Policy Statements In: Staff Analytical Notes.
[Full Text][Citation analysis]
paper1
2018Customer Liquidity Provision in Canadian Bond Markets In: Staff Analytical Notes.
[Full Text][Citation analysis]
paper1
2019High-Frequency Trading Competition In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article0

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