معرفی
Andriy Shkilko is a Professor of Finance and Laurier Research Chair in Financial Markets at Wilfrid Laurier University's Lazaridis School of Business and Economics. His research focuses on market structure, regulation, high-frequency trading, price discovery, and insider trading dynamics. He holds a leadership role in advancing understanding of financial market mechanisms through empirical and policy-oriented studies.
Research Interests
Shkilko's work examines market microstructure, including algorithmic trading practices, liquidity provision mechanisms, and regulatory interventions. He investigates how institutional changes (e.g., exchange rules, SEC regulations) impact price discovery efficiency and market quality. Specialized areas include:
- High-frequency trading and its systemic implications
- Insider trading detection and regulatory enforcement
- Seasonal liquidity patterns and market volatility
- Machine learning applications in financial analysis
Research Trends
Recent work emphasizes algorithmic execution quality (2025), nocturnal trading behavior (2025), and the regulatory impact of stock splits (2025). His 2020-2024 studies analyze liquidity cross-subsidizing, microwave connectivity advantages, and seasonal price discovery dynamics. Earlier research (2017-2019) explored insider trading networks, SEC Rule 15c3-5 effects, and HF trading's role in extreme price movements.
Awards & Grants
No specific awards or grants are listed in the provided materials.
Advising & Labs
No advising records or affiliated research teams are explicitly mentioned. His office (LH4050) is available by appointment.
