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2. Nonstandard Errors

3. Non-Standard Errors

4. Nonstandard Errors

5. Nonstandard Errors

6. Non-Standard Errors

7. Non-Standard Errors

10. Non-Standard Errors

14. Non-Standard Errors

16. Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5

17. Non-Standard Errors

20. Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs

21. The Retail Execution Quality Landscape

24. Who Benefits from Securities Exchange Innovation?

25. Non-Standard Errors

26. Non-standard errors

31. On the Effects of Continuous Trading

32. The Conduits of Price Discovery: A Machine Learning Approach

33. High frequency trading and extreme price movements

36. Non-Standard Errors

39. Catering Through Nominal Share Prices Revisited

40. Do Brokers of Insiders Tip Other Clients?

41. To Pay or Be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets

42. Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm

43. High frequency trading and extreme price movements

44. Information transfers and learning in financial markets: Evidence from short selling around insider sales

45. Short sales, long sales, and the Lee–Ready trade classification algorithm revisited

46. Short Selling and Intraday Price Pressures

47. Quote Competitiveness, 100-share Quotes, and Decimalization

48. Locked and crossed markets on NASDAQ and the NYSE

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