Fulton 410B
Telephone: 617-552-3064
Email: vincent.bogousslavsky@bc.edu
Asset Pricing; and Market Microstructure
Vincent Bogousslavsky is an associate professor in the Seidner Department of Finance at the Boston College Carroll School of Management. His research interests span asset pricing and market microstructure with a focus on liquidity, mispricing, and slow-moving capital. His work has been published in the Journal of Finance and the Journal of Financial Economics. He holds a Ph.D. in finance from the Swiss Finance Institute at EPFL, Lausanne, Switzerland, and was a Visiting Assistant Professor at the University of Chicago's Booth School of Business from 2021 to 2022.
"Informed Trading Intensity." (With Vyacheslav Fos and Dmitriy Muravyev.) Journal of Finance, forthcoming.
"Liquidity, Volume, and Order Imbalance Volatility." (With Pierre Collin-Dufresne.) Journal of Finance, 78 (4), 2189-2322. July, 2023.
"Slow-Moving Capital and Execution Costs: Evidence from a Major Trading Glitch." (With Pierre Collin-Dufresne and Mehmet Sağlam.) Journal of Financial Economics, 139 (3), 922-949. March, 2021.
"The Cross-Section of Intraday and Overnight Returns." Journal of Financial Economics, 141 (1), 172-194. July, 2021.