Dmitry Rakhlin

AllianceBernstein LP

SVP, Global Head of Quantitative Trading,

1345 Avenue of the Americas

New York, NY 10105

United States

SCHOLARLY PAPERS

2

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CITATIONS
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Top 45,207

in Total Papers Citations

3

Scholarly Papers (2)

1.

High-Frequency Trading and Long-Term Investors: A View from the Buy-Side

Journal of Investment Strategies, Vol. 2, No. 2, pp. 25-69, Spring 2013
Number of pages: 62 Posted: 26 May 2012 Last Revised: 25 Mar 2013
Nataliya Bershova and Dmitry Rakhlin
AllianceBernstein LP and AllianceBernstein LP
Downloads 774 (17,779)
Citation 2

Abstract:

High Frequency Trading, Liquidity, Trading Costs

2.

The Non-Linear Market Impact of Large Trades: Evidence from Buy-Side Order Flow

Number of pages: 49 Posted: 08 Jan 2013 Last Revised: 14 Sep 2013
Nataliya Bershova and Dmitry Rakhlin
AllianceBernstein LP and AllianceBernstein LP
Downloads 495 (27,686)
Citation 1

Abstract:

market impact, permanent impact, order size, price reversion and liquidity