نتائج البحث - "Sokolovski, Valeri"

1

Dissertation/ Thesis

Analysis of the predictive ability and profitability of an analytically derived trading algorithm in the intra-day spot foreign exchange market

المؤلفون: Sokolovski, Valeri

Thesis Advisors: Hassan, Shakill

مصطلحات موضوعية: Economic Science

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/11427/11470

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2

Academic Journal

Short Selling Equity Exchange Traded Funds and Its Effect on Stock Market Liquidity

المؤلفون: Karmaziene, Egle, Sokolovski, Valeri

المصدر: Karmaziene , E & Sokolovski , V 2022 , ' Short Selling Equity Exchange Traded Funds and Its Effect on Stock Market Liquidity ' , Journal of Financial and Quantitative Analysis , vol. 57 , no. 3 , pp. 923-956 . https://doi.org/10.1017/S0022109021000181

مصطلحات موضوعية: ETFs, financial crisis, liquidity, regulation, short-sale ban, /dk/atira/pure/sustainabledevelopmentgoals/partnerships, name=SDG 17 - Partnerships for the Goals

وصف الملف: application/pdf

الاتاحة: https://research.vu.nl/en/publications/f1937fbe-1320-4897-a63b-52d5c8a7c31e
https://doi.org/10.1017/S0022109021000181
https://hdl.handle.net/1871.1/f1937fbe-1320-4897-a63b-52d5c8a7c31e
https://research.vu.nl/ws/files/152374424/short_selling_equity_exchange_traded_funds_and_its_effect_on_stock_market_liquidity.pdf

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3

Academic Journal

Social Premiums

المؤلفون: Briscoe-Tran, Hoa, Meier, Iwan, Elabd, Reem, Sokolovski, Valeri

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.4799612

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4

Academic Journal

Commodity Prices and Currencies

المؤلفون: Jeanneret, Alexandre, Sokolovski, Valeri

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.4564504

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5

Essays on Currency Risk and Financial Frictions

المؤلفون: Sokolovski, Valeri

وصف الملف: electronic

URL الوصول: https://research.hhs.se/esploro/outputs/doctoral/Essays-on-Currency-Risk-and-Financial/991001480400606056

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6

Academic Journal

In sickness and in debt: The COVID-19 impact on sovereign credit risk

المؤلفون: Augustin, Patrick, Sokolovski, Valeri, Subrahmanyam, Marti G., Tomio, Davide

المساهمون: Global Risk Institute

المصدر: Journal of Financial Economics ; volume 143, issue 3, page 1251-1274 ; ISSN 0304-405X

الاتاحة: http://dx.doi.org/10.1016/j.jfineco.2021.05.009
https://api.elsevier.com/content/article/PII:S0304405X21001914?httpAccept=text/xml
https://api.elsevier.com/content/article/PII:S0304405X21001914?httpAccept=text/plain

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7

Academic Journal

How sovereign is sovereign credit risk? Global prices, local quantities

المؤلفون: Augustin, Patrick, Sokolovski, Valeri, Subrahmanyam, Marti G., Tomio, Davide

المصدر: Journal of Monetary Economics ; volume 131, page 92-111 ; ISSN 0304-3932

الاتاحة: http://dx.doi.org/10.1016/j.jmoneco.2022.07.005
https://api.elsevier.com/content/article/PII:S0304393222000988?httpAccept=text/xml
https://api.elsevier.com/content/article/PII:S0304393222000988?httpAccept=text/plain

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8

Academic Journal

Beware of the Spider:Exchange Traded Funds and the Short-Sale Ban

المؤلفون: Karmaziene, Egle, Sokolovski, Valeri

المصدر: Karmaziene , E & Sokolovski , V 2021 , ' Beware of the Spider : Exchange Traded Funds and the Short-Sale Ban ' , Oxford Business Law Blog , vol. 2021 , no. January 14 . < https://www.law.ox.ac.uk/business-law-blog/blog/2021/01/beware-spider-exchange-traded-funds-and-short-sale-ban >

مصطلحات موضوعية: short selling, ETF

الاتاحة: https://research.vu.nl/en/publications/a4ac0e67-bd42-40d7-8eec-dd49cab8f7da
https://hdl.handle.net/1871.1/a4ac0e67-bd42-40d7-8eec-dd49cab8f7da
https://www.law.ox.ac.uk/business-law-blog/blog/2021/01/beware-spider-exchange-traded-funds-and-short-sale-ban

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9

Academic Journal

Benchmark Currency Stochastic Discount Factors

المؤلفون: Orłowski, Piotr, Sokolovski, Valeri, Sverdrup, Erik

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.3945075

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10

Academic Journal

Short-Selling Equity Exchange Traded Funds and Its Effect on Stock Market Liquidity

المؤلفون: Karmaziene, Egle, Sokolovski, Valeri

المصدر: Journal of Financial and Quantitative Analysis ; volume 57, issue 3, page 923-956 ; ISSN 0022-1090 1756-6916

الاتاحة: http://dx.doi.org/10.1017/s0022109021000181
https://www.cambridge.org/core/services/aop-cambridge-core/content/view/S0022109021000181

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11

Report

Why do investors buy sovereign default insurance?

المؤلفون: Augustin, Patrick, Sokolovski, Valeri, Subrahmanyam, Marti G.

مصطلحات موضوعية: ddc:330, C1, C5, C68, G12, G13, G15, F34, Banking Regulation, Basel III, Contagion, Credit Default Swaps, OTC, Sovereign Credit Risk, Systemic Risk

Relation: Series: CFS Working Paper Series; No. 540; gbv-ppn:86980989X; urn:nbn:de:hebis:30:3-416610; http://hdl.handle.net/10419/146921; RePEc:zbw:cfswop:540

الاتاحة: http://hdl.handle.net/10419/146921
https://doi.org/10.2139/ssrn.2848944
https://nbn-resolving.org/urn:nbn:de:hebis:30:3-416610

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12

Beware of the Spider: Exchange Traded Funds and the Short-Sale Ban

المؤلفون: Karmaziene, Egle, Sokolovski, Valeri

المساهمون: Finance, Tinbergen Institute

المصدر: Oxford Business Law Blog, 2021(January 14). University of Oxford, Faculty of law

مصطلحات موضوعية: short selling, ETF

URL الوصول: https://explore.openaire.eu/search/publication?articleId=narcis______::dd4234c9871af6c2feaee683491bfaea
https://research.vu.nl/en/publications/a4ac0e67-bd42-40d7-8eec-dd49cab8f7da

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13

Academic Journal

In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk

المؤلفون: Augustin, Patrick, Sokolovski, Valeri, Subrahmanyam, Marti G., Tomio, Davide

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.3613432

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14

Academic Journal

Hedge Funds and Financial Intermediaries

المؤلفون: Dahlquist, Magnus, Sokolovski, Valeri, Sverdrup, Erik

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.3396632

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15

Report

Short Selling Equity Exchange Traded Funds and its Effect on Stock Market Liquidity

المؤلفون: Karmaziene, Egle, Sokolovski, Valeri

المصدر: Karmaziene , E & Sokolovski , V 2019 ' Short Selling Equity Exchange Traded Funds and its Effect on Stock Market Liquidity ' Swedish House of Finance Research Paper Series , SSRN . < https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2901916 >

مصطلحات موضوعية: exchange traded funds, regulatory arbitrage, financial crisis, SEC, ETF, short selling ban, /dk/atira/pure/sustainabledevelopmentgoals/partnerships, name=SDG 17 - Partnerships for the Goals

الاتاحة: https://research.vu.nl/en/publications/049b829a-ea0e-4d68-8931-03d5ad54e3a1
https://hdl.handle.net/1871.1/049b829a-ea0e-4d68-8931-03d5ad54e3a1
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2901916

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