Ryan J. Davies is an assistant professor of finance at Babson College. He currently teaches courses in security valuation, options and futures, fixed income, and capital markets. He is the faculty advisor for the successful undergraduate business case competition and trading competition teams. Prior to joining Babson College, he taught at the ICMA Centre, University of Reading in England. He has also taught for the International Capital Market Association's International Fixed Income and Derivatives program and for the HSE Executive MBA program in Seoul, Korea.

Dr. Davies has made over 60 invited paper presentations, including presentations at the Western Finance Association and Financial Management Association meetings. He is also an active invited participant at the NBER Market Microstructure Working Group meetings. His research has been published in journals such as the Journal of Financial Markets, Journal of Derivatives and Hedge Funds, Canadian Journal of Economics, Journal of Futures Markets, Assurances et Gestion des Risques, and Economics Letters. His current research is focused on the role of stale prices on intraday portfolio return cross-autocorrelation patterns. Additional areas of interest include: market microstructure; high frequency algorithmic trading; trade cost prediction and measurement; European investment services regulation; and fund of hedge funds portfolio selection and risk management.