Details about Ryan J. Davies

Access statistics for papers by Ryan J. Davies.

Last updated 2009-08-28. Update your information in the RePEc Author Service.

Short-id: pda186

Working Papers

2005

1. Cross Hedging with Single Stock Futures
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University

2003

2. Long-term Information, Short-lived Securities
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University
3. Matching and the Estimated Impact of Inter-listing (updated July 2003)
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University
4. Smart Fund Managers? Stupid Money?
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University View citations

2000

5. Long-term information, short-lived derivative securities
   Working Papers, Queen's University, Department of Economics
6. Registered trader participation during the Toronto Stock Exchange's pre-opening session
   Working Papers, Queen's University, Department of Economics

Journal Articles

2009

1. Using matched samples to test for differences in trade execution costs
   Journal of Financial Markets, 2009, 12, (2), 173-202

2005

2. Painting the tape: Aggregate evidence
   Economics Letters, 2005, 89, (3), 306-311

2003

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