Faculty Directory

Vincent Bogousslavsky

Assistant Professor

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.