Zobrazeno 1 - 9
of 9
pro vyhledávání: '"BOGOUSSLAVSKY, VINCENT"'
Autor:
BOGOUSSLAVSKY, VINCENT (AUTHOR) bogoussl@bc.edu, FOS, VYACHESLAV (AUTHOR), MURAVYEV, DMITRIY (AUTHOR)
Publikováno v:
Journal of Finance (John Wiley & Sons, Inc.). Apr2024, Vol. 79 Issue 2, p903-948. 46p.
Publikováno v:
In Journal of Financial Markets November 2023 66
Autor:
Bogousslavsky, Vincent
Publikováno v:
In Journal of Financial Economics July 2021 141(1):172-194
Publikováno v:
In Journal of Financial Economics March 2021 139(3):922-949
Autor:
BOGOUSSLAVSKY, VINCENT (AUTHOR) bogoussl@bc.edu, COLLIN‐DUFRESNE, PIERRE (AUTHOR)
Publikováno v:
Journal of Finance (John Wiley & Sons, Inc.). Aug2023, Vol. 78 Issue 4, p2189-2232. 44p.
Autor:
BOGOUSSLAVSKY, VINCENT
Publikováno v:
The Journal of Finance, 2016 Dec 01. 71(6), 2967-3006.
Externí odkaz:
http://www.jstor.org/stable/44155410
Autor:
Bogousslavsky, Vincent Jean
This thesis examines predictability and seasonality in the cross-section of stock returns. The first chapter, titled ``Infrequent Rebalancing, Return Autocorrelation, and Seasonality,'' shows that a model of infrequent rebalancing can explain specifi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3590567078795c983e8b4fb2f8cb05b1
https://infoscience.epfl.ch/record/229415
https://infoscience.epfl.ch/record/229415
We investigate the impact of an exogenous trading glitch at a high-frequency market-making firm on standard measures of stock liquidity (spreads, price impact, turnover, and depth) and institutional trading costs (implementation shortfall and VWAP sl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______185::b2a649eea1841f1f06524e5239529d96
https://infoscience.epfl.ch/record/280697
https://infoscience.epfl.ch/record/280697
Autor:
Bogousslavsky, Vincent
A model of infrequent rebalancing can explain specific predictability patterns in the time series and cross-section of stock returns. First, infrequent rebalancing produces return autocorrelations that are consistent with empirical evidence from intr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______185::52089bfd61e268997318491d332690a1
https://infoscience.epfl.ch/record/224981
https://infoscience.epfl.ch/record/224981