Alex Boulatov

HSE Moscow

26 Shabolovka

Moscow

Russia

University of Houston - C.T. Bauer College of Business

Assistant Professor

Houston, TX 77204-6021

United States

SCHOLARLY PAPERS

8

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1,341

SSRN CITATIONS
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Top 27,569

in Total Papers Citations

19

CROSSREF CITATIONS

10

Scholarly Papers (8)

1.

Informed Trading and Portfolio Returns

Number of pages: 42 Posted: 11 Sep 2009 Last Revised: 14 Jan 2010
Alex Boulatov, Terrence Hendershott and Dmitry Livdan
HSE Moscow, University of California, Berkeley - Haas School of Business and University of California, Berkeley
Downloads 523 (57,703)
Citation 12

Abstract:

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informed trading, portfolio autocorrelations, adverse selection

2.

Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers

Forthcoming, Review of Financial Studies
Number of pages: 56 Posted: 08 Sep 2011 Last Revised: 18 Oct 2012
Alex Boulatov and Thomas J. George
HSE Moscow and University of Houston - Department of Finance
Downloads 272 (122,639)
Citation 13

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Informed Trading, Liquidity Provision, Hidden Orders

3.

Strategic Trading with Market Closures

Number of pages: 52 Posted: 23 Dec 2005
Alex Boulatov and Dmitry Livdan
HSE Moscow and University of California, Berkeley
Downloads 200 (165,766)

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strategic informed trading, market closures, imperfect competition

4.

Pricing Prices

EFA 2007 Ljubljana Meetings Paper
Number of pages: 56 Posted: 04 Mar 2007
Alex Boulatov and Martin Dierker
HSE Moscow and University of Houston - C.T. Bauer College of Business
Downloads 164 (197,657)
Citation 6

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Real-time prices, Sale of Information, Property rights, Market efficiency, liquidity

5.

The Risk Sharing Implications of Disaster Insurance Funds

Number of pages: 48 Posted: 28 Nov 2009 Last Revised: 01 Aug 2011
Alex Boulatov and Stephan Dieckmann
HSE Moscow and University of Pennsylvania - Finance Department
Downloads 78 (336,518)

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Catastrophe Risk, Government Intervention, TRIA, Reinsurance

6.

Optimal Portfolio Trading: Adaptive Multi-period Trade Execution

Number of pages: 20 Posted: 09 Apr 2020 Last Revised: 20 Apr 2020
Alex Boulatov and Alex Ulitsky
HSE Moscow and BlackRock
Downloads 58 (393,672)

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optimal trade execution, adaptive trading

7.

Optimal and Efficient Mechanisms with Budget Constrained Buyers

Number of pages: 59 Posted: 27 Dec 2017
Alex Boulatov and Sergei Severinov
HSE Moscow and University of British Columbia
Downloads 45 (440,073)
Citation 1

Abstract:

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mechanism design, optimal mechanism, efficient mechanism, budget constraints, auctions, private values

8.

The Risk‐Sharing Implications of Disaster Insurance Funds

Journal of Risk and Insurance, Vol. 80, Issue 1, pp. 37-64, 2013
Number of pages: 28 Posted: 26 Feb 2013
Alex Boulatov and Stephan Dieckmann
HSE Moscow and University of Pennsylvania - Finance Department
Downloads 1 (706,651)
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Other Papers (1)

Total Downloads: 114
1.

Dealer Attention, the Speed of Quote Adjustment to Information, and Net Dealer Revenue

Number of pages: 55 Posted: 17 Mar 2005
HSE Moscow, Texas A&M University - Department of Finance, University of Cincinnati - Department of Finance - Real Estate and Midwestern State University
Downloads 114

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Microstructure, Market Quality, Trading Costs, Specialist Firms