4
H index
2
i10 index
86
Citations
Corey Garriott : Citation Profile
Government of the United States | RESEARCH PRODUCTION: 5 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2013 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Corey Garriott. | Is cited by:
| Cites to:
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Main data
Where Corey Garriott has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Working Papers / Bank of Canada | 6 |
| Staff Analytical Notes / Bank of Canada | 4 |
| Discussion Papers / Bank of Canada | 4 |
Recent works citing Corey Garriott (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Algorithmic trading and block ownership initiation: An information perspective. (2023). Zhu, Yushu ; Zheng, Jiayi. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000828. Full description at Econpapers || Download paper |
| 2023 | US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320. Full description at Econpapers || Download paper |
| 2023 | The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Ibikunle, Gbenga ; Zhang, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533. Full description at Econpapers || Download paper |
| 2023 | International high-frequency arbitrage for cross-listed stocks. (2023). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002934. Full description at Econpapers || Download paper |
| 2023 | Sequential entry in illiquid markets. (2023). Fardeau, Vincent. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000162. Full description at Econpapers || Download paper |
| 2024 | Central bank liquidity facilities and market making. (2024). Walton, Adrian ; Cimon, David A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724. Full description at Econpapers || Download paper |
| 2023 | Arbitrage bots in experimental asset markets. (2023). Shachat, Jason ; Neugebauer, Tibor ; Angerer, Martin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:262-278. Full description at Econpapers || Download paper |
| 2024 | Arbitrage with financial constraints and market power. (2024). Fardeau, Vincent. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000310. Full description at Econpapers || Download paper |
| 2024 | Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Yueshen, Bart Zhou ; Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308. Full description at Econpapers || Download paper |
| 2023 | Trader positions and aggregate portfolio demand. (2023). Tuzun, Tugkan ; Roberts, John S ; Onur, Esen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482. Full description at Econpapers || Download paper |
| 2023 | High-frequency traders’ evolving role as market makers. (2023). Roy, Prince ; Banerjee, Anirban. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x2300255x. Full description at Econpapers || Download paper |
| 2023 | Who benefits more? Shanghai-Hong Kong stock Connect—“Through Train”. (2023). Ohk, Ki Yool ; Wu, Ming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:409-427. Full description at Econpapers || Download paper |
| 2024 | The optimal strategies of competitive high-frequency traders and effects on market liquidity. (2024). Doukas, John A ; Yang, Haijun ; Ge, Hengshun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679. Full description at Econpapers || Download paper |
| 2023 | Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263. Full description at Econpapers || Download paper |
| 2023 | Order Protection Through Delayed Messaging. (2023). Friedman, Daniel ; Aldrich, Eric M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:774-790. Full description at Econpapers || Download paper |
| 2023 | Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9. Full description at Econpapers || Download paper |
Works by Corey Garriott:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Fragmentation in Canadian Equity Markets In: Bank of Canada Review. [Full Text][Citation analysis] | article | 2 |
| 2016 | Canadian Repo Market Ecology In: Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Government of Canada Fixed-Income Market Ecology In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Alternative Futures for Government of Canada Debt Management In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Alternative futures for Government of Canada debt management.(2020) In: Journal of Financial Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | COVID-19 Crisis: Lessons Learned for Future Policy Research In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | High-Frequency Trading Competition In: Staff Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 2019 | High-Frequency Trading Competition.(2019) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
| 2016 | Retail Order Flow Segmentation In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Options Decimalization In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Banking Regulation and Market Making In: Staff Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2019 | Banking regulation and market making.(2019) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2018 | High-Frequency Trading and Institutional Trading Costs In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2020 | High-frequency trading and institutional trading costs.(2020) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2020 | Trading on Long-term Information In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Do Canadian Broker-Dealers Act as Agents or Principals in Bond Trading? In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 3 |
| 2017 | The Impacts of Monetary Policy Statements In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Customer Liquidity Provision in Canadian Bond Markets In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Will exchange-traded funds shape the future of bond dealing? In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
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