CV

Curriculum Vitae

  Employment


Assistant Professor (Finance), University of Memphis

2018-present

Assistant Professor (Finance), Rochester Institute of Technology

2017-2018

  EDUCATION


Ph.D. (Finance), Wilfrid Laurier University, Canada

2012-2017

M.Sc. (Finance), Saint Petersburg State University, Russia

2004-2009

  RESEARCH INTERESTS

Market Microstructure, Financial Econometrics

  PUBLICATIONS

Ransomware Activity and Blockchain Congestion

forthcoming at the Journal of Financial Economics


Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs with A. Shkilko, forthcoming at the Journal of Finance


Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5

with B. Chakrabarty, P.K. Jain and A. Shkilko, forthcoming at the Management Science


High Frequency Trading and Extreme Price Movements

with J. Brogaard, A. Carrion, T. Moyaert, R. Riordan and A. Shkilko, 2018, Journal of Financial Economics 128, 253-265


Factor Models for Binary Financial Data

with F. Perez and A. Shkilko, 2015, Journal of Banking and Finance 61, S177-S188

  WORKING PAPERS

How Do Extreme Price Movements End?

with J. Brogaard and J. Zhang

  TEACHING


Equity Analysis


Financial Management I, II


International Finance


Investments