受强制性开放获取政策约束的文章 - Andriy Shkilko了解详情
可在其他位置公开访问的文章：11 篇
Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs
A Shkilko, K Sokolov
Journal of Finance 75, 2899-2927, 2020
强制性开放获取政策： Natural Sciences and Engineering Research Council of Canada, Social Sciences …
Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm
B Chakrabarty, R Pascual, A Shkilko
Journal of Financial Markets 25, 52-79, 2015
强制性开放获取政策： Natural Sciences and Engineering Research Council of Canada, Social Sciences …
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
强制性开放获取政策： Austrian Science Fund, Knut and Alice Wallenberg Foundation, Marcus and …
To pay or be paid? The impact of taker fees and order flow inducements on trading costs in US options markets
R Battalio, A Shkilko, R Van Ness
Journal of Financial and Quantitative Analysis 51 (5), 1637-1662, 2016
强制性开放获取政策： Natural Sciences and Engineering Research Council of Canada, Social Sciences …
Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5
B Chakrabarty, PK Jain, A Shkilko, K Sokolov
Management Science 67, 1183–1198, 2019
强制性开放获取政策： Natural Sciences and Engineering Research Council of Canada
Do Brokers of Insiders Tip Other Clients?
WJ McNally, A Shkilko, BF Smith
Management Science 63, 317-332, 2017
强制性开放获取政策： Natural Sciences and Engineering Research Council of Canada, Social Sciences …
Insider trading under the microscope
A Shkilko
Manuscript, Wilfrid Laurier University, 2019
强制性开放获取政策： Natural Sciences and Engineering Research Council of Canada, Social Sciences …
On the effects of continuous trading
I Indriawan, R Pascual, A Shkilko
Available at SSRN 3707154, 2020
强制性开放获取政策： Natural Sciences and Engineering Research Council of Canada, Social Sciences …
The conduits of price discovery: A machine learning approach
A Kwan, R Philip, A Shkilko
EFA, 2021
强制性开放获取政策： Natural Sciences and Engineering Research Council of Canada, Social Sciences …
Cross-subsidizing liquidity
S Foley, A Liu, K Malinova, A Park, A Shkilko
Technical report, Working Paper, Macquarie University, 2020
强制性开放获取政策： Social Sciences and Humanities Research Council, Canada
Who Benefits from Securities Exchange Innovation?
K Sokolov, A Shkilko, E Yelagin
Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting, 2022
强制性开放获取政策： Natural Sciences and Engineering Research Council of Canada, Social Sciences …
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