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Wilfrid Laurier University School of Business & Economics
February 9, 2010
 
 
Canadian Excellence
Andriy Shkilko

Dr. Andriy Shkilko

Assistant Professor (Finance)

Contact Information
Email: ashkilko@wlu.ca
Phone: 519.884.0710 ext.2462
Fax: 518.884.0201
Office Location: SBE 3255
Office Hours: Winter 2010: by appointment
Biography

Andriy Shkilko joined Laurier in July 2007.  His research interests include corporate finance, financial institutions, market structure, securities trading, short selling, and regulation.  Andriy's studies of locked and crossed markets and of intermarket competition on NASDAQ and the NYSE have been published at the Journal of Financial Markets, the Financial Review, and the Review of Quantitative Finance and Accounting.

SELECT PUBLICATIONS:

·          Competition in the market for NASDAQ securities, with M. Goldstein, B. Van Ness, and R. Van Ness, 2008, Journal of Financial Markets 11, 113-143 (lead article)

·          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

      WORKING PAPERS: 

·          Information leakages in financial markets: Evidence from shorting around insider sales, with B. Chakrabarty, 2010

·          Aggressive short selling and price reversals, with B. Van Ness and R. Van Ness, 2010, revise and resubmit at Financial Management

      Stock splits, credible signals, and short squeezes, with F. Perez and N. Tang, 2010

·          IPO pricing and wealth allocation, with F. Perez and N. Tang, 2010

·          Commonality in stock splits, with F. Perez , 2010

·          Exploiting anomalies: Shorting the monthly and the weekend effects, with B. Blau, 2009 

      WINTER 2010 TEACHING SCHEDULE:

      BU802/MS603: Research Methodology

      BU743: Empirical Market Microstructure