Corey Garriott

Professional Experience
Publications

Supervisory Researcher, 2024 - Present
Office of Financial Research

Head of Research, 2021 - 2024
Montréal Exchange

Principal Researcher, 2014 - 2020
Bank of Canada

Senior Economist, 2011 - 2014
Bank of Canada

How the Treasury Clearing Rule for Repo Might Affect SOFR with Ashlyn Cenicola
Office of Financial Research Blog (April 22, 2025).
COVID-19 crisis: Lessons learned for future policy research (2021) with J.S. Fontaine, Jesse Johal, Jessica Lee and Andreas Uthemann.
Bank of Canada Staff Discussion Papers 2021-2.
High-frequency trading and institutional trading costs (2020) with Marie Chen.
Journal of Empirical Finance 56, 74-93.
Will exchange-traded funds shape the future of bond dealing? (2020) with Rohan Arora, J.S. Fontaine, and Guillaume Ouellet-Leblanc.
Bank of Canada Staff Analytical Notes 2020-16.
Alternative futures for Government of Canada debt management (2020) with Sophie Lefebvre, Guillaume Nolin, Francisco Rivadeneyra, and Adrian Walton.
Journal of Financial Economic Policy 12 (5), 659-685.
Banking regulation and market making (2019) with David Cimon
Journal of Banking and Finance 109, 105653.
High-frequency trading competition (2019) with Jonathan Brogaard
Journal of Financial and Quantitative Analysis 54 (4).
Retail order flow segmentation (2018) with Adrian Walton
Journal of Trading 13 (3), 13-23.
Customer liquidity provision in Canadian bond markets (2018) with Jesse Johal.
Bank of Canada Staff Analytical Notes 2018-12.
Government of Canada fixed-income ecology (2018) with Leanne Berger-Soucy and Andre Usche.
Bank of Canada Staff Discussion Papers 2018-10.
The impacts of monetary-policy statements (2017) Bruno Feunou, James Kyeong and Raisa Leiderman.
Bank of Canada Staff Analytical Notes 2017-22.
Do Canadian broker-dealers act as agents or principals in bond trading? (2017) with Daniel Hyun and Jesse Johal
Bank of Canada Staff Analytical Notes 2017-11.
Options decimalization (2016) with Faith Chin
Journal of Derivatives 25 (1), 88-103.
Securities financing and bond market liquidity. (2016) with J.S. Fontaine and Kyle Gray.
Bank of Canada Financial System Review 2016 (June), 39-45.
Canadian repo market ecology (2016) with Kyle Gray.
Bank of Canada Staff Discussion Papers 2016-8.
Fragmentation in Canadian equity markets (2013) with Anna Pomeranets, Joshua Slive and Thomas Thorn
Bank of Canada Review 2013 (Autumn), 20-29.

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