CV

Curriculum Vitae

  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
- Best paper award, SIX Swiss Exchange


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


Non-Standard Errors

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