Konstantin Sokolov

Finance · 2018–2020

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Konstantin Sokolov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Maureen O’Hara
  2. Craig W. Holden
  3. Kee H. Chung
  4. Stacey Jacobsen
  5. Albert J. Menkveld
  6. Chairat Chuwonganant

Papers from Konstantin Sokolov's perspective

Ordered by how strongly the researchers Konstantin Sokolov trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Diversity of High-Frequency Traders
  2. Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
  3. A Dynamic Limit Order Market with Fast and Slow Traders (Social Science Research Network)
  4. Post-'87 crash fears in the S&P 500 futures option market
  5. High frequency market microstructure.
  6. Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
  7. Intraday Price Formation in U.S. Equity Index Markets
  8. Good Day Sunshine: Stock Returns and the Weather
  9. Uncertainty, Market Structure, and Liquidity
  10. The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index

Their papers