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Andrei Nikiforov
Andrei Nikiforov
Verified email at rutgers.edu
Title
Cited by
Cited by
Year
Improved bounds in stochastic matching and optimization
A Baveja, A Chavan, A Nikiforov, A Srinivasan, P Xu
Algorithmica 80, 3225-3252, 2018
452018
Finance methodology of free cash flow
U Yaari, A Nikiforov, E Kahya, Y Shachmurove
Global Finance Journal 29, 1-11, 2016
262016
Intraday periodicity in algorithmic trading
JP Broussard, A Nikiforov
Journal of International Financial Markets, Institutions and Money 30, 196-204, 2014
172014
Fear and greed: a returns-based trading strategy around earnings announcements
IP Jansen, AL Nikiforov
Journal of Portfolio Management 42 (4), 88, 2016
122016
Macroeconomic Announcements and the Distribution of Price‐Endings in the US Treasury Market
A Nikiforov, E Pilotte
Financial Review 52 (1), 69-100, 2017
72017
How much do investors trade because of name/ticker confusion?
VS Balashov, A Nikiforov
Journal of Financial Markets 46, 100499, 2019
52019
Security design, market risk and round quotes in the treasury bond market
A Nikiforov, E Pilotte
Applied Economics Letters 26 (12), 971-977, 2019
42019
Quote activity and round quotes in a voice-brokered bond market
A Nikiforov, E Pilotte
Applied Economics Letters 24 (4), 214-218, 2017
42017
Investor Distraction and Information Overload: Evidence to Help Managers Strategically Time Earnings Announcements
I Jansen, A Nikiforov, WS Lee
Journal of Business and Accounting 13 (1), 124-135, 2020
22020
Do earnings announcements affect trading volume? The role of speculators
IP Jansen, AL Nikiforov
The Role of Speculators (October 31, 2015), 2015
22015
Consistent Valuation Cash Flow
U Yaari, AL Nikiforov, E Kahya, Y Shachmurove
Available at SSRN 2020017, 2013
22013
Human bias in algorithmic trading
JP Broussard, AL Nikiforov
Available at SSRN 2375739, 2013
12013
Practice Summaries: An Optimization Mathematical Model for Concentrated Solar Power Financing Decisions at Lockheed Martin
A Taber, A Nikiforov, A Baveja
Interfaces 42 (6), 591-594, 2012
12012
Improved Sample-Complexity Bounds in Stochastic Optimization
A Baveja, A Chavan, A Nikiforov, A Srinivasan, P Xu
Operations Research, 2023
2023
The Market Ecosystem in the Age of Algorithms: An Analysis of Trading Dynamics and Market Quality
A Nikiforov, JP Broussard, S Osmekhin
Available at SSRN 4476487, 2023
2023
Intertemporal variation in abnormal volume around earnings announcements:“Distraction” or “flocking-and-dispersing”?
IP Jansen, AL Nikiforov
Economics Letters 218, 110722, 2022
2022
INVESTOR DISTRACTION AND INTERTEMPORAL VARIATION IN THE NUMBER OF EARNINGS ANNOUNCEMENTS: A TRADING VOLUME ANALYSIS
IP Jansen, AL Nikiforov, LW Sanning
Journal of Business and Accounting 14 (1), 82-91, 2021
2021
Algorithmic trading and market quality
JP Broussard, AL Nikiforov, S Osmekhin
Available at SSRN 3673881, 2020
2020
How Much Do Investors Trade out of Confusion? Intraday Evidence
VS Balashov, A Nikiforov
work 856, 225-6706, 2017
2017
Practical Applications of Fear and Greed: A Returns-Based Trading Strategy around Earnings Announcements
I Jansen, A Nikiforov, K Saklatvala
Practical Applications 4 (3), 1-4, 2017
2017
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