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

5

DOWNLOADS

653

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (5)

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1.

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

CFS Working Paper No. 540
Number of pages: 81 Posted: 09 Oct 2016 Last Revised: 07 Apr 2020
Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam and Davide Tomio
McGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Department of Finance and Darden School of Business
Downloads 204 (162,989)
Citation 5

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

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
VU University Amsterdam and HEC Montreal - Department of Finance
Downloads 159 (203,243)

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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

Swedish House of Finance Research Paper No. 19-8
Number of pages: 73 Posted: 19 Jun 2019 Last Revised: 16 Jun 2020
Magnus Dahlquist, Valeri Sokolovski and Erik Sverdrup
Stockholm School of Economics, HEC Montreal - Department of Finance and Stanford University
Downloads 147 (216,917)
Citation 3

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Hedge funds, prime brokers, systematic risk, idiosyncratic risk

4.

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

Number of pages: 58 Posted: 29 May 2020 Last Revised: 20 Jul 2020
Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam and Davide Tomio
McGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Department of Finance and Darden School of Business
Downloads 143 (223,058)

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

5.

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
VU University Amsterdam 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