Valeri Sokolovski

HEC Montreal - Department of Finance

3000 Chemin de la Cote-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

http://www.hec.ca/en/profs/valeri.sokolovski.html

SCHOLARLY PAPERS

4

DOWNLOADS

316

CITATIONS

5

Scholarly Papers (4)

1.

How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities

CFS Working Paper No. 540
Number of pages: 59 Posted: 09 Oct 2016 Last Revised: 22 Nov 2018
McGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Department of Finance and Darden School of Business
Downloads 157 (185,785)
Citation 6

Abstract:

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Credit Default Swaps, Credit Risk, Financial Intermediaries, OTC, Systemic Risk

2.

Short Selling Equity Exchange Traded Funds and its Effect on Stock Market Liquidity

Swedish House of Finance Research Paper No. 14-05
Number of pages: 55 Posted: 22 Jan 2017 Last Revised: 21 Feb 2019
Egle Karmaziene and Valeri Sokolovski
University of Groningen and HEC Montreal - Department of Finance
Downloads 110 (245,104)

Abstract:

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exchange traded funds, ETFs, short selling, ban, short-sale constraints, SEC, financial crisis, regulatory arbitrage

3.

Hedge Funds and Financial Intermediaries

Number of pages: 77 Posted: 19 Jun 2019
Magnus Dahlquist, Valeri Sokolovski and Erik Sverdrup
Stockholm School of Economics, HEC Montreal - Department of Finance and Stanford University
Downloads 49 (386,647)

Abstract:

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hedge funds, networks, prime brokers, systematic risk

4.

Beware of the Spider: Exchange Traded Funds and the 2008 Short-Sale Ban

Swedish House of Finance Research Paper No. 14-05
Posted: 26 Mar 2014 Last Revised: 10 Aug 2018
Egle Karmaziene and Valeri Sokolovski
University of Groningen and HEC Montreal - Department of Finance

Abstract:

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exchange traded funds, ETFs, short selling, ban, short-sale constraints, SEC, financial crisis, regulatory arbitrage