| High frequency trading and extreme price movements J Brogaard, A Carrion, T Moyaert, R Riordan, A Shkilko, K Sokolov Journal of Financial Economics 128 (2), 253-265, 2018 | 295 | 2018 |
| Every cloud has a silver lining: Fast trading, microwave connectivity, and trading costs A Shkilko, K Sokolov The Journal of Finance 75 (6), 2899-2927, 2020 | 171 | 2020 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 93 | 2024 |
| Ransomware activity and blockchain congestion K Sokolov Journal of Financial Economics 141 (2), 771-782, 2021 | 64 | 2021 |
| Unfiltered market access and liquidity: evidence from the SEC Rule 15c3-5 B Chakrabarty, PK Jain, A Shkilko, K Sokolov Management Science 67 (2), 1183-1198, 2021 | 52* | 2021 |
| Reproducibility in Management Science M Fišar, B Greiner, C Huber, E Katok, AI Ozkes, ... Management Science 70 (3), 1343-1356, 2024 | 33 | 2024 |
| Strategic liquidity provision and extreme volatility spikes J Brogaard, K Sokolov, J Zhang Management Science, 2025 | 4* | 2025 |
| Factor models for binary financial data MF Perez, A Shkilko, K Sokolov Journal of Banking & Finance 61, S177-S188, 2015 | 4 | 2015 |
| Does Vote Trading Improve Voting Outcome? NC Das, SP Mishra, K Sokolov Available at SSRN 4592674, 2023 | 1 | 2023 |
| Do stock exchanges specialize? Evidence from the New Jersey transaction tax proposal R Irtisam, K Sokolov Journal of Banking & Finance 154, 106942, 2023 | 1 | 2023 |
| Who Benefits from Securities Exchange Innovation? K Sokolov, A Shkilko, E Yelagin Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting, 2022 | 1 | 2022 |
| 𝕏 Bots and Earnings Announcements J Hanousek Jr, J Hanousek, K Sokolov Available at SSRN 4595101, 2024 | | 2024 |
| Cybersecurity Investment Externality J Huang, PK Jain, K Sokolov Available at SSRN 4678481, 2023 | | 2023 |
| THREE ESSAYS ON LIQUIDITY IN MODERN MARKETS K Sokolov Wilfrid Laurier University, 2017 | | 2017 |
Andriy ShkilkoWilfrid Laurier UniversityZweryfikowany adres z wlu.ca