@Unpublished{CitationKey,
author = {Riordan, Ryan and Storkenmaier, Andreas},
title = {{Latency, Liquidity and Price Discovery}},
note = {presented at 21st Australasian Finance and Banking Conference 2008, 9th Annual London Business School Transatlantic Doctoral Consortium 2009, 16th Annual Meeting of the German Finance Association 2009},
year = {2009},
url = {http://ssrn.com/abstract=1247482}}
					

@Unpublished{CitationKey,
author = {Riordan, Ryan and Hendershott, Terrence},
title = {{Algorithmic Trading and Information}},
note = {Working Paper},
year = {2009}}
					

@Inproceedings{CitationKey,
author = {Wagener, Martin and Kundisch, Dennis and Riordan, Ryan and Rabhi, Fethi and Weinhardt, Christof},
title = {{Mispricing and Exchange Market Systems: The Effect of Infrastructure Upgrades}},
booktitle = {Proceedings of the Forty-Third Annual Hawaii International Conference on System Sciences},
year = {2010},
address = {Koloa, Kauai, Hawaii},
pages = {259-269},
editor = {Ralph H. Sprague},
publisher = {IEEE Computer Society}}
					

@Inproceedings{CitationKey,
author = {Wagener, Martin and Riordan, Ryan},
title = {{System Latency in Linked Spot and Futures Markets}},
booktitle = {Value Creation in e-Business Management - 15th Americas Conference on Information Systems},
year = {2009},
pages = {231-245},
editor = {Nelson, Matthew L. and Shaw, Michael J. and Strader, Troy J.},
series = {LNBIP 36},
publisher = {Springer},
url = {http://aisel.aisnet.org/amcis2009/722},
abstract = {We examine the lead-lag effect between DAX index and DAX index futures under asymmetric latency in the exchange infrastructure. Using 1-min high frequency observations in 2006-2007, it is found that the market integration between stock index and stock index futures has significantly grown compared to prior research. While the degree of price discovery in the futures market decreased both markets react mostly contemporaneously towards new information. An event story of latency reduction on Xetra reveals that exchange latency is one important factor explaining this development. We find evidence that smaller asymmetric round-trip-times between Xetra and Eurex lead to a higher degree of market integration.}}
					

@Incollection{CitationKey,
author = {Burghardt, Matthias and Riordan, Ryan},
title = {{Know the Flow: Sentiment Extraction from Retail Order Flow Data}},
booktitle = {FinanceCom 2008, LNBIP 23},
publisher = {Springer},
year = {2009},
editor = {{D. Kundisch et al.}},
pages = {31-46}}
					

@Inproceedings{CitationKey,
author = {Storkenmaier, Andreas and Riordan, Ryan},
title = {{The Effect of Automated Trading on Market Quality: Evidence from the New York Stock Exchange}},
booktitle = {D. Kundisch et al. (Eds): FinanceCom 2008, LNBIP 23, pp. 11-30, Springer Verlag},
year = {2009},
url = {http://www.springerlink.com/content/q470h64156j21082/}}
					

@Inproceedings{CitationKey,
author = {Burghardt, Matthias and Riordan, Ryan},
title = {{A Measure of Investor Confidence: Evidence from the European Warrant Exchange}},
booktitle = {Campus For Finance Research Conference},
year = {2008}}
					

@Inproceedings{CitationKey,
author = {Riordan, Ryan and Blau, Benjamin and Weinhardt, Christof and Neumann, Dirk},
title = {{Collaborative Continuous Service Engineering - A Case Study in a Financial Service Environment}},
booktitle = {Proceedings of the 41st Hawaii International Conference on System Sciences (HICSS)},
year = {2008},
month = {January},
address = {Waikoloa, Big Island, Hawaii},
abstract = {We present a methodology to engineer services in real-time information environments. We evaluate, combine and enrich traditional techniques and methodologies such as New Product Development and Adaptive Software Development in order to support the development and continuous improvement of information services.  Our methodology is based upon the financial service environment. It is specific enough to be applicable in the field of finance and general enough to be applied broadly in information services development.}}
					

@Inproceedings{CitationKey,
author = {Burghardt, Matthias and Riordan, Ryan},
title = {{Investment Decisions and Investor Behaviour}},
booktitle = {Annual Conference of the Northern Finance Association (NFA)},
year = {2007},
address = {Toronto, Canada},
abstract = {Using the data from 4.4 million transactions in bank-issued warrants from the European Warrant Exchange, we compute an index of investor confidence and expectations. We show that retail investors are contrarian, that retail investor sentiment is an important part of the equity pricing process and that we have a good measure of the sentiment. Moreover, our measure is better than existing measures for our time period between January 2006 and March 2007. As a whole our measure of findings further supports a role for retail investor sentiment in the equity pricing process.}}
					

@Article{CitationKey,
author = {Riordan, R. and Wagener, M.},
title = {{The Battle for Milliseconds - Attracting Algorithmic Order Flow}},
journal = {Karlsruher Transfer},
year = {2009},
volume = {21},
number = {38}}