Prof. Dr. Ryan Riordan

Cur­riculum Vitae

Prof. Dr. Ryan Riordan heads the new Institute for Financial Innovation & Technology at the Munich School of Management since 2022. He extensively studies the use of technology in financial markets, high frequency trading and the intersection of climate risks and asset pricing.

Since 2021, Ryan is Full Professor at the Smith School of Business, Queen's University, Kanada. He leads the Institute for Sustainable Finance as Research Director and has founded the master's program in Financial Innovation & Technology. Earlier in this career, he held a position as Assistant Professor at the Institute of Technology at the University of Ontario. He earned his doctoral degree with his dissertation titled The Economics of Algorithmic Trading in 2009 at Karlsruhe Institute of Technology, Germany.

In addition to his academic positions, Ryan has gained valuable industry experience in the areas of risk and portfolio management as well as derivatives trading. He has worked on projects with the European Central Bank, Bank of Canada, NASDAQ, Toronto Markets Group, Investment Industry Organization of Canada, Deutsche Boerse and other financial and regulatory organizations.

Personal Website

Achievements & Impact

Ryan's academic work is regularly published in leading finance journals and conferences and has won awards such as the Michael J. Brennan Award for the best paper published in the Review of Financial Studies, and the Philip Brown Prize for the best paper published using SIRCA data.

Additionally, Ryan is recipient of the Bank of Canada Governor’s Award and has recently been recognized by the Globe and Mail as major Changemaker for his work on sustainable and climate finance. He has received the Smith School of Business New Researcher and Research Excellence Awards.

Selected Publications

• "How to measure the Liquidity of Cryptocurrency Markets?" (with A. Brauneis, R. Mestel & E. Theissen), Journal of Banking and Finance, 124 (12), 2021.
• "Scarcity Effects of QE: A transaction–level Analysis in the Bund Market" (with H. Hofer, K. Schlepper & A. Schrimpf), Journal of Financial and Quantitative Analysis, 55 (1), 2020.
• "Price Discovery Without Trading: The case of Limit Orders" (with J. Brogaard & T. Hendershott), Journal of Finance, 74 (4), 2019.