Aleksey Kolokolov

Aleksey Kolokolov

University of Manchester - Manchester / United Kingdom
Economics & Econometrics / Economics
AD Scientific Index ID: 5186536
person_outline Aleksey Kolokolov's MOST POPULAR ARTICLES
1-) Systemic co-jumpsM Caporin, A Kolokolov, R RenòJournal of Financial Economics 126 (3), 563-591, 2017772017
2-) Non-Standard ErrorsE Kazak, A Kolokolov, L Mu, L Rognone, KR Schenk-Hoppé, S ZhangJournal of Finance, 202348*2023
3-) Do Designated Market Makers Provide Liquidity During Extreme Price Movements?M Bellia, K Christensen, A Kolokolov, L Pelizzon, R RenoAvailable at SSRN 4705101, 202346*2023
4-) ZerosFM Bandi, A Kolokolov, D Pirino, R RenòManagement Science 66 (8), 3466-3479, 2020502020
5-) Statistical inferences for price stalenessA Kolokolov, G Livieri, D PirinoJournal of Econometrics 218 (1), 32-81, 2020202020