Konstantin Sokolov

University of Memphis - Fogelman College of Business and Economics

Memphis, TN 38152

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 9,882

SSRN RANKINGS

Top 9,882

in Total Papers Downloads

5,815

SSRN CITATIONS
Rank 19,116

SSRN RANKINGS

Top 19,116

in Total Papers Citations

25

CROSSREF CITATIONS

29

Scholarly Papers (7)

1.

High-Frequency Trading and Extreme Price Movements

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46 Posted: 28 Nov 2014 Last Revised: 19 Jun 2020
University of Utah - David Eccles School of Business, University of Memphis - Fogelman College of Business and Economics, Louvain School of Management (UCL), Queen's University - Smith School of Business, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 3,267 (4,091)
Citation 29

Abstract:

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Extreme price movements, jumps, high-frequency trading

2.

Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs

Journal of Finance, Forthcoming
Number of pages: 58 Posted: 06 Oct 2016 Last Revised: 07 Oct 2020
Andriy Shkilko and Konstantin Sokolov
Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 1,546 (13,930)
Citation 23

Abstract:

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Liquidity, Gains from Trade, Speed Differentials, Microwave Connectivity

3.

Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5

Management Science, Forthcoming
Number of pages: 38 Posted: 21 Sep 2013 Last Revised: 31 Jul 2019
Saint Louis University - Richard A. Chaifetz School of Business, University of Memphis - Fogelman College of Business and Economics, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 491 (69,532)
Citation 4

Abstract:

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Liquidity; Unfiltered Market Access; Picking Off Risk; Latency-Sensitive Trading

4.

How do Extreme Price Movements End?

Number of pages: 50 Posted: 14 Nov 2020 Last Revised: 09 Feb 2021
Jonathan Brogaard, Konstantin Sokolov and Jiang Zhang
University of Utah - David Eccles School of Business, University of Memphis - Fogelman College of Business and Economics and University of Virginia - Darden School of Business
Downloads 243 (151,734)

Abstract:

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extreme price movements, price pressures, strategic liquidity provision

5.

Ransomware Activity and Blockchain Congestion

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 40 Posted: 21 May 2018 Last Revised: 06 May 2021
Konstantin Sokolov
University of Memphis - Fogelman College of Business and Economics
Downloads 205 (178,322)
Citation 2

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Blockchain, Congestion, Cryptocurrency, Cybersecurity, Ransomware

6.

Who Benefits from Securities Exchange Innovation?

Number of pages: 41 Posted: 04 May 2021 Last Revised: 05 May 2021
Andriy Shkilko, Konstantin Sokolov and Eduard Yelagin
Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 32 (541,550)

Abstract:

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liquidity, market quality, equity trading, innovation

7.

Factor Models for Binary Financial Data

Number of pages: 45 Posted: 30 Jan 2018
Marcos Fabricio Perez, Andriy Shkilko and Konstantin Sokolov
Wilfrid Laurier University - School of Business & Economics, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 31 (546,827)

Abstract:

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Factor Analysis, Discrete Data; Principal Components; Stock Splits; Catering; Commonality; Common Factors