Konstantin Sokolov

University of Memphis - Fogelman College of Business and Economics

Memphis, TN 38152

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 10,323

SSRN RANKINGS

Top 10,323

in Total Papers Downloads

4,910

SSRN CITATIONS
Rank 21,441

SSRN RANKINGS

Top 21,441

in Total Papers Citations

14

CROSSREF CITATIONS

27

Scholarly Papers (5)

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 2,941 (4,220)
Citation 21

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: 10 Mar 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 1,357 (15,043)
Citation 18

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 468 (65,806)
Citation 4

Abstract:

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

4.

Ransomware Activity and Blockchain Congestion

Number of pages: 49 Posted: 21 May 2018 Last Revised: 08 Apr 2020
Konstantin Sokolov
University of Memphis - Fogelman College of Business and Economics
Downloads 118 (255,371)

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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 26 (525,925)

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