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Vincent Bogousslavsky
Vincent Bogousslavsky
Verified email at bc.edu - Homepage
Title
Cited by
Cited by
Year
Infrequent rebalancing, return autocorrelation, and seasonality
V Bogousslavsky
The Journal of Finance 71 (6), 2967-3006, 2016
1302016
The cross-section of intraday and overnight returns
V Bogousslavsky
Journal of Financial Economics 141 (1), 172-194, 2021
912021
Who trades at the close? Implications for price discovery and liquidity
V Bogousslavsky, D Muravyev
Journal of Financial Markets, 100852, 2023
58*2023
Liquidity, volume, and order imbalance volatility
V Bogousslavsky, P COLLIN‐DUFRESNE
The Journal of Finance 78 (4), 2189-2232, 2023
21*2023
Slow-moving capital and execution costs: Evidence from a major trading glitch
V Bogousslavsky, P Collin-Dufresne, M Sağlam
Journal of Financial Economics 139 (3), 922-949, 2021
152021
Informed trading intensity
V Bogousslavsky, V Fos, D Muravyev
Journal of Finance, Forthcoming, 2023
102023
What drives momentum and reversal? evidence from day and night signals
YH Barardehi, V Bogousslavsky, D Muravyev
Evidence from Day and Night Signals (February 6, 2023), 2023
32023
Seasonalities in anomalies
V Bogousslavsky
Available at SSRN 2558742, 2015
32015
An Anatomy of Retail Option Trading
V Bogousslavsky, D Muravyev
Available at SSRN, 2024
2024
Internet Appendix to “The Cross-Section of Intraday and Overnight Returns”
V Bogousslavsky
2020
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