| High-frequency trading and extreme price movements J Brogaard, A Carrion, T Moyaert, R Riordan, A Shkilko, K Sokolov Journal of Financial Economics 128, 253-265, 2018 | 236 | 2018 |
| Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs A Shkilko, K Sokolov Journal of Finance 75, 2899-2927, 2020 | 124* | 2020 |
| Short Selling and Intraday Price Pressures AV Shkilko, BF Van Ness, RA Van Ness Financial Management 41, 345-370, 2012 | 119* | 2012 |
| Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm Revisited B Chakrabarty, PC Moulton, A Shkilko Journal of Financial Markets 15, 467-491, 2012 | 104 | 2012 |
| Competition in the market for NASDAQ securities MA Goldstein, AV Shkilko, BF Van Ness, RA Van Ness Journal of Financial Markets 11, 113-143, 2008 | 90* | 2008 |
| 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 | 88* | 2015 |
| Information transfers and learning in financial markets: Evidence from short selling around insider sales B Chakrabarty, A Shkilko Journal of Banking & Finance 37 (5), 1560-1572, 2013 | 61 | 2013 |
| 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 | 54* | 2016 |
| Locked and crossed markets on NASDAQ and the NYSE AV Shkilko, BF Van Ness, RA Van Ness Journal of Financial Markets 11, 308-337, 2008 | 51 | 2008 |
| 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 | 48* | 2019 |
| Do Brokers of Insiders Tip Other Clients? WJ McNally, A Shkilko, BF Smith Management Science 63, 317-332, 2017 | 35 | 2017 |
| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... | 29 | 2022 |
| Insider trading under the microscope A Shkilko Manuscript, Wilfrid Laurier University, 2019 | 18 | 2019 |
| On the effects of continuous trading I Indriawan, R Pascual, A Shkilko Available at SSRN 3707154, 2020 | 15 | 2020 |
| Competition in the market for the NYSE-listed securities after decimals MA Goldstein, AV Shkilko, BF Van Ness, RA Van Ness Review of Quantitative Finance and Accounting 35 (4), 371-391, 2010 | 11* | 2010 |
| Signaling Via Stock Splits: Evidence from Short Interest F Perez, A Shkilko, T Tang Working Paper, Wilfrid Laurier University, 2016 | 9* | 2016 |
| Information leakages in financial markets: evidence from shorting around insider sales B Chakrabarty, A Shkilko SSRN eLibrary, 2008 | 9 | 2008 |
| The conduits of price discovery: A machine learning approach A Kwan, R Philip, A Shkilko EFA, 2021 | 8 | 2021 |
| Cross-subsidizing liquidity S Foley, A Liu, K Malinova, A Park, A Shkilko Working Paper, Macquarie University, 2020 | 4 | 2020 |
| Catering through nominal share prices revisited MF Perez, A Shkilko Critical Finance Review 6, 43-75, 2015 | 4 | 2015 |
Robert Van NessUniversity of MississippiVerified email at bus.olemiss.edu
