Employment | |
Assistant Professor (Finance), George Johnson Research Fellow, University of Memphis | 2022-present |
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 - Journal of Finance Dimensional Fund Advisors First Prize - 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 - Preparing for the second round submission at the Management Science Do Stock Exchanges Specialize? Evidence from the New Jersey Transaction Tax Proposal? with R. Irtisam - Preparing for the second round submission at the Journal of Banking and Finance Who Benefits from Securities Exchange Innovation? with A. Shkilko and E. Yelagin with A. Menkveld and a large team of coauthors |
SELECT PRESENTATIONS |
Keynote speaker, 37th International Conference of the French Finance Association, 2021 |
Invited speaker at the UCLA Anderson School of Business |
Invited speaker at the Centre for Responsible Banking and Finance, Univ. of St. Andrews |
PHD MENTORING |
Rasheek Irtisam, 6/2022 - Texas Tech University, visiting, USA |
Jianning Huang, 4/2020 - University of Manitoba, tenure track, Canada |
Jiang Zhang, 4/2020 - University of St. Thomas, tenure track, USA |
Jonathan Miller, 2/2020 - University of Tennessee at Martin, visiting, USA |
TEACHING |
Equity Analysis |
Financial Management I, II |
International Finance |
Investments |