Valeri Sokolovski

University of Alberta - School of Business

2-43 Business Building

Edmonton, Alberta T6G 2C7

Canada

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 28,317

SSRN RANKINGS

Top 28,317

in Total Papers Downloads

3,417

SSRN CITATIONS
Rank 19,204

SSRN RANKINGS

Top 19,204

in Total Papers Citations

63

CROSSREF CITATIONS

8

Scholarly Papers (8)

1.

In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 29 May 2020 Last Revised: 11 Aug 2021
McGill UniversityMcGill University, Desautels Faculty of Management, University of Alberta - School of Business, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business
Downloads 955 (46,399)
Citation 49

Abstract:

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COVID-19, coronavirus, credit risk, debt, fiscal capacity, pandemic, sovereign

2.

Looking Under the Hood of Commodity Currency Predictability

UNSW Business School Research Paper Forthcoming
Number of pages: 77 Posted: 14 Sep 2023
Alexandre Jeanneret and Valeri Sokolovski
UNSW Business School and University of Alberta - School of Business
Downloads 594 (86,699)

Abstract:

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Carry trade, commodities, exchange rates, FX, information, predictability

3.

Hedge Funds and Prime Broker Risk

Swedish House of Finance Research Paper No. 19-8
Number of pages: 51 Posted: 19 Jun 2019 Last Revised: 04 Jun 2024
Magnus Dahlquist, Simon Rottke, Valeri Sokolovski and Erik Sverdrup
Stockholm School of Economics, University of Amsterdam - Finance Group, University of Alberta - School of Business and Stanford University
Downloads 561 (93,175)
Citation 4

Abstract:

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Hedge funds, financial intermediary risk, prime brokers, systematic risk, idiosyncratic risk.

4.

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

The Journal of Financial and Quantitative Analysis
Number of pages: 60 Posted: 22 Jan 2017 Last Revised: 20 Oct 2020
Egle Karmaziene and Valeri Sokolovski
VU University Amsterdam and University of Alberta - School of Business
Downloads 480 (112,791)
Citation 13

Abstract:

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Exchange traded funds, ETFs, financial crisis, liquidity, regulation, SEC, short-sale ban.

5.

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

Journal of Monetary Economics, Vol. 131, 2022, CFS Working Paper No. 540
Number of pages: 86 Posted: 09 Oct 2016 Last Revised: 23 Mar 2023
McGill UniversityMcGill University, Desautels Faculty of Management, University of Alberta - School of Business, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business
Downloads 398 (140,390)
Citation 7

Abstract:

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credit default swaps, credit risk, debt, demand and supply, OTC

6.

Benchmark Currency Stochastic Discount Factors

Number of pages: 72 Posted: 19 Oct 2021 Last Revised: 05 Nov 2021
Piotr Orłowski, Valeri Sokolovski and Erik Sverdrup
HEC Montréal, University of Alberta - School of Business and Stanford University
Downloads 260 (220,467)
Citation 2

Abstract:

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FX risk premium, FX hedge funds, leverage, machine learning, SDF.

7.

Social Premiums

Number of pages: 40 Posted: 30 Apr 2024
Hoa Briscoe-Tran, Iwan Meier, Reem Elabd and Valeri Sokolovski
University of Alberta - School of Business, HEC Montreal - Department of Finance, HEC Montreal - Department of Finance and University of Alberta - School of Business
Downloads 169 (328,686)

Abstract:

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ESG, MSCI, return predictability, risk premiums, S, social scores

8.

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: 14 Oct 2020
Egle Karmaziene and Valeri Sokolovski
VU University Amsterdam and University of Alberta - School of Business

Abstract:

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