Faculty Directory

Vincent Bogousslavsky

Assistant Professor

Photo of Vincent Bogousslavsky

Vincent Bogousslavsky

Contact

Fulton 410B

Telephone: 617-552-3064

Email: vincent.bogousslavsky@bc.edu

Education

  • B.S., University of Lausanne
  • M.S., University of Lausanne
  • Ph.D., Swiss Finance Institute, EPFL

Research Interests

Asset pricing and market microstructure

Expertise

  • Valuation, Asset Pricing, and Financial Statement Analysis
  • Capital Markets

Google Scholar

Citations »

Personal Website Curriculum Vitae

Department

Finance

Profile

Vincent Bogousslavsky is an Assistant Professor of Finance at Boston College. 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.

Selected Appointments & Awards

  • NASDAQ OMX - CQA Prize (Runner-up), EFA Doctoral Tutorial, 2014.

Selected Publications

  • "Liquidity, Volume, and Order Imbalance Volatility," with Pierre Collin-Dufresne. Journal of Finance, forthcoming.
  • "Slow-Moving Capital and Execution Costs: Evidence from a Major Trading Glitch," with with Pierre Collin-Dufresne and Mehmet Sağlam. Journal of Financial Economics 139(3), 922-949, 2021.
  • "The Cross-Section of Intraday and Overnight Returns." Journal of Financial Economics, 141(1), 172-194, 2021.
  • “Infrequent Rebalancing, Return Autocorrelation, and Seasonality.” Journal of Finance, Volume 71, Issue 6, December 2016, Pages 2967-3006.
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