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Fos, Vyacheslav's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,151 |
Total
Citations
26 |
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1.
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Do Prices Reveal the Presence of Informed Trading?
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Fos, Vyacheslav
University of Illinois at Urbana-Champaign
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Posted:
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16 Mar 12
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Last Revised:
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14 May 13
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376
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Fos, Vyacheslav
University of Illinois at Urbana-Champaign
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25 Nov 12
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21 Feb 13
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30
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Informed trading, liquidity, transaction costs, selection bias, activist shareholders
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Fos, Vyacheslav
University of Illinois at Urbana-Champaign
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Fos, Vyacheslav
University of Illinois at Urbana-Champaign
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16 Mar 12
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14 May 13
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345
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informed trading, liquidity, transaction costs, selection bias, activist shareholders
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2.
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Agarwal, Vikas
Georgia State University Fos, Vyacheslav
University of Illinois at Urbana-Champaign Jiang, Wei
Columbia Business School - Finance and Economics
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18 Jan 10
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Last Revised:
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03 Sep 12
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374
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3.
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Fos, Vyacheslav
University of Illinois at Urbana-Champaign
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08 Nov 10
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Last Revised:
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06 Mar 13
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175
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4.
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Insider Trading, Stochastic Liquidity and Equilibrium Prices
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Versions (3)
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Fos, Vyacheslav
University of Illinois at Urbana-Champaign
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Posted:
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17 Mar 12
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Last Revised:
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24 Nov 12
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156
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Fos, Vyacheslav
University of Illinois at Urbana-Champaign
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15
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Kyle model, insider trading, asymmetric information, liquidity, price impact, market depth, stochastic volatility, execution costs, continuous time
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Fos, Vyacheslav
University of Illinois at Urbana-Champaign
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Fos, Vyacheslav
University of Illinois at Urbana-Champaign
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17 Mar 12
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Last Revised:
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09 Sep 12
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139
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Kyle model, insider trading, asymmetric information, liquidity, price impact, market depth, stochastic volatility, execution costs, continuous time, Brownian bridge
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5.
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Fos, Vyacheslav
University of Illinois at Urbana-Champaign Kim, Brian G
University of Illinois at Urbana-Champaign - Department of Finance Kronlund, Mathias
University of Illinois at Urbana-Champaign - Department of Finance
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70
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Fiscal cliff, Insider ownership, Dividend payout policy, Agency Costs
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6.
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Kuznitz, Arik
affiliation not provided to SSRN Kandel (deceased), Shmuel
Deceased Fos, Vyacheslav
University of Illinois at Urbana-Champaign
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0
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3
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portfolio choice, mean reversion, anticipation
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