Details about Ryan J. Davies

Access statistics for papers by Ryan J. Davies.

Last updated 2024-10-02. Update your information in the RePEc Author Service.

Short-id: pda186

Working Papers

2024

1. Nonstandard errors
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   Also in Working Papers, Lund University, Department of Economics (2021)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   Post-Print, HAL (2021)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)

2005

2. Cross Hedging with Single Stock Futures
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (4)

2003

3. Long-term Information, Short-lived Securities
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (1)
   See also Journal Article Long‐term information, short‐lived securities, Journal of Futures Markets, John Wiley & Sons, Ltd. (2006) (2006)
4. Matching and the Estimated Impact of Inter-listing (updated July 2003)
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (2)
5. Smart Fund Managers? Stupid Money?
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading
   See also Journal Article Smart fund managers? Stupid money?, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2009) View citations (8) (2009)

2000

6. Long-term Information, Short-lived Derivative Securities
   Working Paper, Economics Department, Queen's University
7. Registered Trader Participation During The Toronto Stock Exchange's Pre-opening Session
   Working Paper, Economics Department, Queen's University View citations (1)

Journal Articles

2024

1. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390
   See also Working Paper Nonstandard errors, LSE Research Online Documents on Economics (2024) (2024)

2020

2. Stay-out adjustments and multi-year regulatory rate plans
   The Quarterly Review of Economics and Finance, 2020, 76, (C), 105-114

2019

3. Trade-Time Measures of Liquidity
   The Review of Financial Studies, 2019, 32, (1), 126-179 View citations (7)

2015

4. Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?
   Journal of Corporate Finance, 2015, 34, (C), 210-234 View citations (13)

2009

5. Smart fund managers? Stupid money?
   Canadian Journal of Economics/Revue canadienne d'économique, 2009, 42, (2), 719-748 View citations (8)
   Also in Canadian Journal of Economics, 2009, 42, (2), 719-748 (2009) View citations (13)
   See also Working Paper Smart Fund Managers? Stupid Money?, ICMA Centre Discussion Papers in Finance (2003) (2003)
6. Using matched samples to test for differences in trade execution costs
   Journal of Financial Markets, 2009, 12, (2), 173-202 View citations (48)

2006

7. Long‐term information, short‐lived securities
   Journal of Futures Markets, 2006, 26, (5), 466-502
   See also Working Paper Long-term Information, Short-lived Securities, ICMA Centre Discussion Papers in Finance (2003) View citations (1) (2003)
8. The rapid formation of a large rotating disk galaxy three billion years after the Big Bang
   Nature, 2006, 442, (7104), 786-789

2005

9. Painting the tape: Aggregate evidence
   Economics Letters, 2005, 89, (3), 306-311 View citations (21)

2003

10. The Toronto Stock Exchange preopening session
    Journal of Financial Markets, 2003, 6, (4), 491-516 View citations (35)