Konstantin Sokolov

University of Memphis - Fogelman College of Business and Economics

Memphis, TN 38152

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 11,359

SSRN RANKINGS

Top 11,359

in Total Papers Downloads

4,063

CITATIONS
Rank 13,170

SSRN RANKINGS

Top 13,170

in Total Papers Citations

29

Scholarly Papers (5)

1.

High-Frequency Trading and Extreme Price Movements

Number of pages: 46 Posted: 28 Nov 2014 Last Revised: 10 Feb 2017
University of Utah - David Eccles School of Business, University of Utah - Department of Finance, Louvain School of Management (UCL), Smith School of Business, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 2,333 (5,429)
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

Number of pages: 43 Posted: 06 Oct 2016 Last Revised: 01 Apr 2019
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 1,192 (16,249)

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

Western Finance Association 2014, European Finance Association 2015, 28th Australasian Finance and Banking Conference
Number of pages: 44 Posted: 21 Sep 2013 Last Revised: 16 Jan 2018
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 435 (64,495)

Abstract:

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Liquidity; Unfiltered market access; Picking off risk; Latency-sensitive trading

4.

Ransomware Activity and Blockchain Congestion

Number of pages: 43 Posted: 21 May 2018 Last Revised: 11 Jun 2019
Konstantin Sokolov
University of Memphis - Fogelman College of Business and Economics
Downloads 82 (295,213)

Abstract:

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Blockchain, Congestion, Cryptocurrency, Cybersecurity, Ransomware

5.

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 21 (506,122)

Abstract:

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