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Intraday time and order execution quality dimensions

Garvey, Ryan; Wu, Fei - In: Journal of financial markets 12 (2009) 2, pp. 203-228

Persistent link: https://www.econbiz.de/10003848768

Payday effects : an examination of trader behavior within evaluation periods

Garvey, Ryan; Wu, Fei - In: The journal of behavioral finance : a publication of … 11 (2010) 2, pp. 114-128

Persistent link: https://www.econbiz.de/10003993565

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

Are informed traders reluctant to bear price risk or execution risk?

Garvey, Ryan; Wu, Fei - In: International journal of managerial finance : IJMF 8 (2012) 4, pp. 284-303

Persistent link: https://www.econbiz.de/10009664408

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

Clustering of intraday order-sizes by uninformed versus informed traders

Garvey, Ryan; Wu, Fei - In: Journal of banking & finance 41 (2014), pp. 222-235

Persistent link: https://www.econbiz.de/10010408471

What influences trader choice of electronic versus intermediated execution?

Garvey, Ryan; Wu, Fei - In: International review of finance 11 (2011) 4, pp. 445-476

Persistent link: https://www.econbiz.de/10009515650

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

Information and Order Type : Are Informed Traders Reluctant to Bear Price Risk or Execution Risk?

Garvey, Ryan - 2010

Using proprietary order-level data from a U.S. broker-dealer, we examine price changes following market and price contingent order submissions. Controlling for market conditions, time of day, and various order, stock, and trader characteristics, we find that prices rise (decline) after the...

Persistent link: https://www.econbiz.de/10013146164

Who trades quickly?

Garvey, Ryan; Huang, Tao; Wu, Fei - In: Applied economics letters 23 (2016) 13/15, pp. 953-957

Persistent link: https://www.econbiz.de/10011629295