Dr. Andriy Shkilko
Assistant Professor (Finance)
Contact InformationEmail: ashkilko
Phone: 519.884.0710 ext.2462
Office Location: SBE3255
Office Hours: Winter 2013: by appointment
Professor Shkilko's research mainly focuses on trading and financial markets. He studies competition among equity and options exchanges, information dissemination, price pressures, institutional trading, insider trading. In the area of corporate finance, Professor Shkilko has worked on issues of signalling and catering.
His research has received awards from the Toronto CFA Society and Hillsdale Investment Management, the RS-DeGroote Conference on Market Structure and Market Integrity, from the Mid-Atlantic Research Conference in Finance, and two best paper awards from the Eastern Finance Association. Professor Shkilko holds two research grants from the Social Sciences and Humanities Research Council of Canada and has held a grant from the NASDAQ Educational Foundation.
Professor Shkilko’s service to the profession includes acting as an editor of a special issue on short selling for the International Journal of Managerial Finance and acting as a reviewer for a number of academic journals. In addition, he has twice co-chaired the Investments track for the Eastern Finance Association annual meetings.
Professor Shkilko’s service engagements outside the university include consulting work on high frequency trading for the governments of the United Kingdom and the province of British Columbia. Professor Shkilko is a faculty coach for the WLU JDCC finance team.
Information transfers and learning in financial markets: Evidence from short selling around insider sales, with B. Chakrabarty, 2013, Journal of Banking and Finance 37,1560-1572
Short sales, long sales, and the Lee-Ready trade classification algorithm revisited, with B. Chakrabarty and P. Moulton, 2012, Journal of Financial Markets 15, 467-491.
Short selling and intraday price pressures, with B. Van Ness and R. Van Ness, 2012, Financial Management 41, 345-370.
Locked and crossed markets on NASDAQ and the NYSE, with B. Van Ness and R. Van Ness, 2008, Journal of Financial Markets 11, 308-337.
Competition in the market for NASDAQ securities, with M. Goldstein, B. Van Ness, and R. Van Ness, Journal of Financial Markets 11, 113-143.
SPRING 2013 TEACHING:
BU393: Financial Management II
BU463/663: Advanced Corporate Finance