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, FinTech |
PUBLICATIONS |
Ransomware Activity and Blockchain Congestion single-authored, 2021, Journal of Financial Economics 141, 771-782 Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5 with B. Chakrabarty, P.K. Jain and A. Shkilko, 2021, Management Science 67, 1183-1198 - Best paper award, Auckland Finance Meeting Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs with A. Shkilko, 2020, Journal of Finance 75, 2899-2927 - Best paper award, Northern Finance Association 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 Who Benefits from Securities Exchange Innovation? with A. Shkilko and E. Yelagin |
SELECT PRESENTATIONS |
Keynote speaker, 37th International Conference of the French Finance Association, 2021 |
PHD MENTORING |
Jianning Huang, 4/2020, current affiliation - St. Francis Xavier University, Canada |
Jiang Zhang, 4/2020, current affiliation - University of Virginia |
Jonathan Miller, 2/2020, current affiliation - University of Tennessee at Martin |
TEACHING |
Equity Analysis |
Financial Management I, II |
International Finance |
Investments |