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Non-conflicted trader "maker-taker" decisions and execution quality
Garvey, Ryan; Huang, Tao; Wu, Fei - In: The quarterly journal of finance 11 (2021) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10012819458
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Information, speed vs. cost trade-offs, and order routing decisions in US equity markets
Garvey, Ryan; Wu, Fei - In: Journal of empirical finance 18 (2011) 3, pp. 408-422
Persistent link: https://www.econbiz.de/10009302095
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Concentrated trading and order execution costs
Garvey, Ryan; Huang, Tao; Wu, Fei - In: Asia-Pacific journal of financial studies 43 (2014) 6, pp. 895-917
Persistent link: https://www.econbiz.de/10010476861
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Why do traders split orders?
Garvey, Ryan; Huang, Tao; Wu, Fei - In: The financial review : the official publication of the … 52 (2017) 2, pp. 233-258
Persistent link: https://www.econbiz.de/10011690707
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Why do traders choose dark markets?
Garvey, Ryan; Huang, Tao; Wu, Fei - In: Journal of banking & finance 68 (2016), pp. 12-28
Persistent link: https://www.econbiz.de/10011634726
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Non-positive spreads and trading venue halts : are investors harmed?
Favreau, Charles; Garvey, Ryan - In: Finance research letters 46 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013341514
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The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun; Hizmeri, Rodrigo; Izzeldin, Marwan; Murphy, … - In: Journal of empirical finance 70 (2023), pp. 144-164
Persistent link: https://www.econbiz.de/10014423623