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 |