Ryan Riordan

Ryan Riordan is an Associate Professor at Queen's University's Smith School of Business, with a secondary affiliation at Ludwig-Maximilians-University Munich's Faculty of Business Administration. His research focuses on financial markets, particularly high-frequency trading, market microstructure, liquidity analysis, and cryptocurrency markets. He has co-authored over 30 scholarly papers, contributing to understanding price discovery mechanisms, algorithmic trading strategies, and the impact of regulatory policies on market efficiency. His work often examines extreme price movements, carbon risk in financial markets, and the dynamics of digital asset trading. Riordan's research has been widely cited, reflecting its relevance to both academic and industry stakeholders.

His affiliations include Queen's University and Ludwig-Maximilians-University Munich, where he collaborates on interdisciplinary projects. Despite no listed awards, his prolific publication record and engagement with contemporary financial issues underscore his academic standing. He has advised on policy-related matters, such as the effects of latency in trading and the implications of social media for corporate communication under Regulation FD.