| High frequency trading and price discovery J Brogaard, TJ Hendershott, R Riordan | 1578 | 2011 |
| Algorithmic Trading and the Market for Liquidity TJ Hendershott, R Riordan Journal of Financial and Quantitative Analysis, 2012 | 476 | 2012 |
| Algorithmic trading and information T Hendershott, R Riordan Manuscript, University of California, Berkeley, 2009 | 318 | 2009 |
| Trading fast and slow: Colocation and liquidity J Brogaard, B Hagströmer, L Nordén, R Riordan The Review of Financial Studies 28 (12), 3407-3443, 2015 | 304 | 2015 |
| Latency, liquidity and price discovery R Riordan, A Storkenmaier Journal of Financial Markets 15 (4), 416-437, 2012 | 304 | 2012 |
| High frequency trading and extreme price movements J Brogaard, A Carrion, T Moyaert, R Riordan, A Shkilko, K Sokolov Journal of Financial Economics 128 (2), 253-265, 2018 | 270 | 2018 |
| Price discovery without trading: Evidence from limit orders J Brogaard, T Hendershott, R Riordan The Journal of Finance 74 (4), 1621-1658, 2019 | 248 | 2019 |
| Carbon risk M Görgen, A Jacob, M Nerlinger, R Riordan, M Rohleder, M Wilkens Available at SSRN 2930897, 2020 | 239 | 2020 |
| Public information arrival: Price discovery and liquidity in electronic limit order markets R Riordan, A Storkenmaier, M Wagener Journal of Banking and Finance 37 (4), 1148-1159, 2013 | 163 | 2013 |
| Do retail traders suffer from high frequency traders? K Malinova, A Park, R Riordan Available at SSRN 2183806, 2013 | 156 | 2013 |
| High frequency trading and the 2008 short-sale ban J Brogaard, T Hendershott, R Riordan Journal of Financial Economics 124 (1), 22-42, 2017 | 124 | 2017 |
| The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy D Rehse, R Riordan, N Rottke, J Zietz Journal of Financial Economics 134 (2), 318-332, 2019 | 116 | 2019 |
| The impact of computerized agents on immediate emotions, overall arousal and bidding behavior in electronic auctions T Teubner, M Adam, R Riordan Journal of the Association for Information Systems 16 (10), 2, 2015 | 94 | 2015 |
| How to measure the liquidity of cryptocurrency markets? A Brauneis, R Mestel, R Riordan, E Theissen Journal of Banking & Finance 124, 106041, 2021 | 90 | 2021 |
| Do Multilateral Trading Facilities Contribute to Market Quality? R Riordan, A Storkenmaier, M Wagener | 64* | 2011 |
| High frequency trading and price discovery, European Central Bank Working Paper Series No J Brogaard, T Hendershott, R Riordan | 53* | 2013 |
| BIS Working Papers K Schlepper, H Hofer, R Riordan, A Schrimpf | 44* | 2017 |
| Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market K Schlepper, H Hofer, R Riordan, A Schrimpf | 44 | 2017 |
| Do retail investors suffer from high frequency traders? K Malinova, A Park, R Riordan Available at SSRN 2183806, 2018 | 37 | 2018 |
| TECHNOLOGY AND MARKET QUALITY: THE CASE OF HIGH FREQUENCY TRADING S Zhang, R Riordan European Conference on Information Systems, Paper 95, 2011 | 37 | 2011 |
Terrence HendershottHaas School of Business, UC Berkeley在 berkeley.edu 的电子邮件经过验证
