Andriy Shkilko

Optimizing Execution of Individual Investor Orders

Principal investigators: Shkilko, Andriy

Keywords: Individual (retail) investors; Market participation; Trading; Order handling

Human behaviour and financial market liquidity

Principal investigators: Kramer, Lisa A.

Keywords: financial markets; market microstructure; liquidity providers; risk preferences; risk aversion; impatience; bid-ask spread; trading costs; market stability; volatility; seasonality

Financial Markets

Principal investigators: Shkilko, Andriy

Financial Markets

Principal investigators: Shkilko, Andriy

Keywords: Financial market liquidity; market fairness; price discovery and efficiency; order flow incentives and segmentation; trading cost measurement.

Wilfrid Laurier University - Bank of Canada market structure workshop

Principal investigators: Shkilko, Andriy

Keywords: financial market structure; market liquidity and stability; price discovery and efficiency; regulation; technological disruption via blockchain technology; algorithmic and high-frequency trading; big data

Price discovery and market fragmentation

Principal investigators: Perez, Marcos Fabricio

Keywords: price discovery; factor models; information shares; fragmentation

Are faster financial markets better

Principal investigators: Riordan, Ryan

Keywords: short-term speculation; investor welfare; high frequency trading; market microstructure; capital markets; price discovery; speed

Financial Markets

Principal investigators: Shkilko, Andriy

Keywords: securities markets, market structure and regulation, evidence-based policymaking, high-frequency trading, algorithmic trading, inter-exchange competition, information dissemination

The curious role of short selling in IPOs

Principal investigators: Tang, Ning

Keywords: initial public offerings; underpricing; aftermarket trading; short sales; short interest; price discovery

Equity volatility measures and corporate bond prices

Principal investigators: Shkilko, Andriy

Keywords: asset pricing; corporate bond yield spreads; high-frequency volatility; idiosyncratic volatility