Biography

Konstantin Sokolov is an Assistant Professor of Finance at the University of Memphis, Fogelman College of Business. His research covers topics in high-frequency trading, fintech, and financial econometrics. He has recently published in the Journal of Financial Economics and the Journal of Banking and Finance. In addition, he has received the Dimensional Fund Advisors 1st Place Prize for the Best Paper in The Journal of Finance. The paper coauthored with Andriy Shkilko is titled “Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs.”

Dr. Sokolov's work frequently appears on the programs of highly selective conferences, such as those organized by the American Finance Association, Western Finance Association, European Finance Association, and National Bureau of Economic Research. He has received best paper awards at the Northern Finance Association Conference, Conference of the Swiss Society for Financial Market Research, and Auckland Finance Meeting. Multiple media outlets, including BBC, CNBC, and the Wall Street Journal have published articles and news videos highlighting his work.

Prior to joining the University of Memphis, Dr. Sokolov held an Assistant Professor position at the Rochester Institute of Technology. He earned a PhD in Finance from Wilfrid Laurier University and a MSc in Finance from Saint Petersburg State University.

Recent Publication

Ransomware activity and blockchain congestion, K. Sokolov, Journal of Financial Economics, 141, 771-782, 2021.

Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5, K. Sokolov, B. Chakrabarty, P.K. Jain and A. Shkilko, Management Science 67, 1183-1198, 2021.

Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs, K. Sokolov and A. Shkilko, Journal of Finance, 2020.

High Frequency Trading and Extreme Price Movements. J. Brogaard, A. Carrion, T. Moyaert, R. Riordan, A. Shkilko, and K. Sokolov, Journal of Financial Economics, 128, 253-265, 2018.

 

 

Please visit Dr. Sokolov's website to find more about his ongoing projects.