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

  • HEC Montreal - Department of Finance

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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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
Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam and Davide Tomio
McGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University - Stern School of Business and Darden School of Business
Downloads 150 (188,825)

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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 92 (272,461)

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

3.

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

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