6
H index
5
i10 index
137
Citations
Babson College | 6 H index 5 i10 index 137 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 | When is the Order to Trade Ratio fee effective?. (2022). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:11. Full description at Econpapers || Download paper |
2022 | When is the Order to Trade fee effective?. (2021). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:8. Full description at Econpapers || Download paper |
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 |
2022 | Do liquid assets lure managers? Evidence from corporate misconduct. (2022). Nadeem, Muhammad ; Atawnah, Nader ; Zaman, Rashid ; Shakri, Irfan Haider ; Bahadar, Stephen. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1425-1453. 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 |
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 |
2022 | Speed segmentation on exchanges: Competition for slow flow. (2022). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000148. Full description at Econpapers || Download paper |
2023 | When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532. Full description at Econpapers || Download paper |
2022 | Exchange introduction and market competition: The entrance of MEMX and MIAX. (2022). Woods, Donovan ; Watson, Ethan D. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000588. Full description at Econpapers || Download paper |
2023 | COVID-19 and market structure dynamics. (2023). Woods, Donovan ; Cox, Justin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621003137. Full description at Econpapers || Download paper |
2022 | The turn-of-the-month effect and trading of types of investors. (2022). Kim, Ryumi ; Lee, Yu Kyung. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001214. Full description at Econpapers || Download paper |
2023 | Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190. 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 |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2022 | Street Name Fluency and Housing Prices. (2022). Lee, Adrian ; Hu, Maggie R ; Agarwal, Sumit. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:2:d:10.1007_s11146-021-09825-5. Full description at Econpapers || Download paper |
2023 | Trade-time clustering. (2023). Sun, Wei ; Jain, Pankaj K ; Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01125-8. Full description at Econpapers || Download paper |
2022 | We Reddit in a Forum: The Influence of Message Boards on Firm Stability. (2022). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang. In: Review of Corporate Finance. RePEc:now:jnlrcf:114.00000014. Full description at Econpapers || Download paper |
2021 | Microstructure in the Machine Age. (2021). Jiang, Wei ; Zhang, Zhibai ; Ohara, Maureen ; de Prado, Marcos Lopez ; Easley, David. In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:7:p:3316-3363.. 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 |
2023 | The Impact of High-Frequency Trading on Modern Securities Markets. (2023). Zimmermann, Kai ; Haferkorn, Martin ; Clapham, Benjamin. In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:65:y:2023:i:1:d:10.1007_s12599-022-00768-6. Full description at Econpapers || Download paper |
2023 | Analysis of strategic deviance decisions considering investors’ risk aversion and the industrial earnings forecast errors. (2023). Luo, Qianlin ; Xu, Zeshui ; Feng, Yang ; Gao, Jie. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:19:y:2023:i:1:d:10.1007_s11365-022-00827-0. Full description at Econpapers || Download paper |
2021 | The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets. (2021). Bulusu, Narayan ; Gungor, Sermin. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:54:y:2021:i:2:p:557-581. Full description at Econpapers || Download paper |
2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
2022 | Drivers and effects of stock market fragmentation - Insights on SME stocks. (2022). Bender, Micha ; Gomber, Peter ; Clapham, Benjamin ; Lausen, Jens. In: SAFE Working Paper Series. RePEc:zbw:safewp:367. 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 | 14 |
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: 14 | 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: 14 | 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 | 12 |
2005 | Painting the tape: Aggregate evidence In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
2009 | Using matched samples to test for differences in trade execution costs In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 46 |
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 | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 | 8 |
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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