Dr. Konstantin Sokolov
Associate Professor | Ph.D. Coordinator | Wunderlich Chair of Excellence in Finance
Konstantin Sokolov is a Wunderlich Chair of Excellence and Associate Professor of Finance at the University of Memphis, Fogelman College of Business & Economics. His research covers topics in market microstructure and fintech. He has recently published in the Journal of Finance, Journal of Financial Economics and Management Science. He has received the Dimensional Fund Advisors 1st Place Prize for the Best Paper in the Journal of Finance.
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.