Corey Garriott
Papers
Codes
Media
CV
Lists of things
2026
February
The price impacts of informed investors
January
U.S. Treasury CUSIP panel metadata
2025
September
Queueing and inventories on the limit order book
April
How the Treasury clearing rule for repo might affect SOFR
2021
February
COVID-19 crisis: Lessons learned for future policy research
2020
July
Will exchange-traded funds shape the future of bond dealing?
March
High-frequency trading and institutional trading costs
January
Alternative futures for Government of Canada debt management
2019
December
Banking regulation and market making
2018
September
High-frequency trading competition
Government of Canada fixed income market ecology
June
Retail order flow segmentation
Securities financing and bond-market liquidity
May
Customer liquidity provision in Canadian bond markets
2017
November
Do Canadian broker-dealers act as agents or principals in bond trading?
The impacts of monetary policy statements
2016
December
Options market decimalization
March
Canadian repo market ecology
2013
October
Fragmentation in Canadian equity markets