Vyacheslav Fos

Boston College - Department of Finance

Carroll School of Management

140 Commonwealth Avenue

Chestnut Hill, MA 02467-3808

United States

European Corporate Governance Institute (ECGI)

c/o ECARES ULB CP 114

B-1050 Brussels

Belgium

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

18

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CITATIONS
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42

Scholarly Papers (18)

1.

The Real Effects of Share Repurchases

Forthcoming, Journal of Financial Economics (JFE)
Number of pages: 58 Posted: 08 Jun 2013 Last Revised: 19 Jun 2015
Heitor Almeida, Vyacheslav Fos and Mathias Kronlund
University of Illinois at Urbana-Champaign, Boston College - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 1,706 (8,892)
Citation 1

Abstract:

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Share repurchases, employment, investment, regression discontinuity

2.
Downloads 1,261 ( 14,411)
Citation 7

Do Prices Reveal the Presence of Informed Trading?

Journal of Finance, Volume 70, Issue 4, August 2015, Pages 1555-1582
Number of pages: 45 Posted: 16 Mar 2012 Last Revised: 08 Sep 2015
Pierre Collin-Dufresne and Vyacheslav Fos
Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 1,160 (16,098)
Citation 7

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informed trading, liquidity, transaction costs, selection bias, activist shareholders

Do Prices Reveal the Presence of Informed Trading?

Netspar Discussion Paper No. 08/2012-037
Number of pages: 50 Posted: 25 Nov 2012 Last Revised: 21 Feb 2013
Pierre Collin-Dufresne and Vyacheslav Fos
Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 87 (280,367)
Citation 7

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Informed trading, liquidity, transaction costs, selection bias, activist shareholders

Do Prices Reveal the Presence of Informed Trading?

NBER Working Paper No. w18452
Number of pages: 50 Posted: 13 Oct 2012
Pierre Collin-Dufresne and Vyacheslav Fos
Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 14 (554,685)
Citation 7

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3.

The Disciplinary Effects of Proxy Contests

Management Science, Forthcoming
Number of pages: 45 Posted: 08 Nov 2010 Last Revised: 31 Jul 2015
Vyacheslav Fos
Boston College - Department of Finance
Downloads 1,015 (20,028)
Citation 6

Abstract:

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Proxy Contests, Shareholder Activism, Agency problem

4.

Do Director Elections Matter?

Chicago Booth Research Paper No. 17-08
Number of pages: 67 Posted: 24 May 2015 Last Revised: 06 Jul 2017
Vyacheslav Fos, Kai Li and Margarita Tsoutsoura
Boston College - Department of Finance, University of British Columbia (UBC) - Sauder School of Business and Cornell University
Downloads 938 (22,566)

Abstract:

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director elections; director nominations; staggered boards; CEO turnover–performance sensitivity; agency problems; corporate governance

Insider Trading, Stochastic Liquidity and Equilibrium Prices

Econometrica, Forthcoming
Number of pages: 51 Posted: 17 Mar 2012 Last Revised: 24 Feb 2016
Pierre Collin-Dufresne and Vyacheslav Fos
Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 882 (24,326)
Citation 3

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Kyle model, insider trading, asymmetric information, liquidity, price impact, market depth, stochastic volatility, volume, subordinate process, execution costs, continuous time

Insider Trading, Stochastic Liquidity and Equilibrium Prices

Netspar Discussion Paper No. 05/2012-038
Number of pages: 53 Posted: 24 Nov 2012 Last Revised: 05 Feb 2015
Pierre Collin-Dufresne and Vyacheslav Fos
Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 49 (382,166)
Citation 3

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Kyle model, insider trading, asymmetric information, liquidity, price impact, market depth, stochastic volatility, execution costs, continuous time

Insider Trading, Stochastic Liquidity and Equilibrium Prices

NBER Working Paper No. w18451
Number of pages: 49 Posted: 13 Oct 2012
Pierre Collin-Dufresne and Vyacheslav Fos
Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 7 (598,708)
Citation 3

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6.

Shareholder Democracy in Play: Career Consequences of Proxy Contests

Journal of Financial Economics (JFE), Volume 114, Issue 2
Number of pages: 65 Posted: 18 Jul 2013 Last Revised: 28 Jan 2015
Vyacheslav Fos and Margarita Tsoutsoura
Boston College - Department of Finance and Cornell University
Downloads 776 (29,512)
Citation 2

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Proxy contests, Directors, Corporate governance, Agency problem

7.

Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings

Management Science, Forthcoming
Number of pages: 33 Posted: 18 Jan 2010 Last Revised: 13 Jul 2014
Vikas Agarwal, Vyacheslav Fos and Wei Jiang
Georgia State University, Boston College - Department of Finance and Columbia Business School - Finance and Economics
Downloads 579 (43,739)
Citation 18

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hedge funds, mandatory and voluntary disclosure, selection and reporting biases

8.

Informed Trading in the Stock Market and Option Price Discovery

Swiss Finance Institute Research Paper No. 15-55
Number of pages: 59 Posted: 19 Oct 2015 Last Revised: 15 Nov 2017
Ecole Polytechnique Fédérale de Lausanne, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 550 (46,712)

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Activism, Strategic Trading, and Liquidity

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 497/2017, Swiss Finance Institute Research Paper No. 18-42
Number of pages: 56 Posted: 23 Nov 2016 Last Revised: 24 May 2018
Rice University - Jesse H. Jones Graduate School of Business, Ecole Polytechnique Fédérale de Lausanne, Boston College - Department of Finance, City University of Hong Kong (CityUHK) - Department of Economics & Finance and New York University (NYU) - Department of Finance
Downloads 492 (53,300)

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Kyle model, insider trading, strategic trading, asymmetric information, liquidity, price impact, market depth, activism, unobservable effort, economic efficiency, continuous time

Activism, Strategic Trading, and Liquidity

NBER Working Paper No. w22893
Number of pages: 48 Posted: 05 Dec 2016 Last Revised: 20 Dec 2016
Rice University - Jesse H. Jones Graduate School of Business, Ecole Polytechnique Fédérale de Lausanne, Boston College - Department of Finance, City University of Hong Kong (CityUHK) - Department of Economics & Finance and New York University (NYU) - Department of Finance
Downloads 15 (548,324)

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Activism, Strategic Trading, and Liquidity

CEPR Discussion Paper No. DP12372
Number of pages: 51 Posted: 16 Oct 2017
Rice University - Jesse H. Jones Graduate School of Business, Ecole Polytechnique Fédérale de Lausanne, Boston College - Department of Finance, City University of Hong Kong (CityUHK) - Department of Economics & Finance and New York University (NYU) - Department of Finance
Downloads 1 (650,394)
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activism, continuous time, economic efficiency, Kyle model, liquidity, market depth, price impact, strategic trading

10.

Debt and Human Capital: Evidence from Student Loans

Number of pages: 58 Posted: 20 Jan 2017 Last Revised: 01 May 2017
Boston College - Department of Finance, New York University (NYU) - Department of Finance and New York University Leonard N. Stern School of Business
Downloads 414 (66,555)

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Student Debt, Human Capital, Postgraduate Education, Credit Constraints, Debt Overhang

Shareholder Activism, Informed Trading, and Stock Prices

Swiss Finance Institute Research Paper No. 13-70
Number of pages: 56 Posted: 26 Sep 2013 Last Revised: 21 Feb 2015
Pierre Collin-Dufresne and Vyacheslav Fos
Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 365 (76,508)
Citation 2

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Informed trading, asymmetric information, liquidity, moral hazard, shareholder activism, price eciency, continuous time

Moral Hazard, Informed Trading, and Stock Prices

NBER Working Paper No. w19619
Number of pages: 63 Posted: 09 Nov 2013
Pierre Collin-Dufresne and Vyacheslav Fos
Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 12 (567,272)
Citation 2

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12.

Out-of-the-Money CEOs: Private Control Premium and Option Exercises

Review of Financial Studies, Forthcoming
Number of pages: 59 Posted: 17 Nov 2013 Last Revised: 08 Sep 2015
Vyacheslav Fos and Wei Jiang
Boston College - Department of Finance and Columbia Business School - Finance and Economics
Downloads 366 (76,930)

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private benefits of control; proxy contests; insider trading; early option exercise

13.

Governance through Threats of Intervention and Exit

Number of pages: 55 Posted: 20 Nov 2014 Last Revised: 14 Jul 2016
Vyacheslav Fos and Charles M. Kahn
Boston College - Department of Finance and University of Illinois, Urbana-Champaign
Downloads 340 (83,838)

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corporate governance; stock liquidity; disciplinary effects; Wall Street walk

14.

Public Short Selling by Activist Hedge Funds

Number of pages: 55 Posted: 12 Sep 2018 Last Revised: 03 Feb 2019
Ian Appel, Jordan Bulka and Vyacheslav Fos
Boston College - Carroll School of Management, Boston College - Carroll School of Management and Boston College - Department of Finance
Downloads 268 (109,975)

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Activist Hedge Funds, Short Selling

15.

The Sound of Many Funds Rebalancing

Number of pages: 36 Posted: 16 Apr 2016 Last Revised: 11 Nov 2017
Alexander Chinco and Vyacheslav Fos
University of Illinois at Urbana-Champaign - College of Business and Boston College - Department of Finance
Downloads 266 (109,975)

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Noise, Exchange-Traded Funds, Index-Linked Investing, Trading Volume

16.

What Happens 'Before the Birth' and 'After the Death' of a Hedge Fund?

Bankers, Markets & Investors, Forthcoming
Number of pages: 18 Posted: 14 Jul 2014
Vikas Agarwal, Vyacheslav Fos and Wei Jiang
Georgia State University, Boston College - Department of Finance and Columbia Business School - Finance and Economics
Downloads 140 (197,997)

Abstract:

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database biases, self-selection bias, reporting bias, timing bias, hedge funds, mandatory and voluntary disclosure

17.

The Threat of Intervention

Number of pages: 46 Posted: 21 Apr 2018
Vyacheslav Fos and Charles M. Kahn
Boston College - Department of Finance and University of Illinois, Urbana-Champaign
Downloads 57 (350,734)

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18.

A Portfolio Choice Model With Utility from Anticipation of Future Consumption and Stock Market Mean Reversion

European Economic Review, Vol. 52, No. 8, 2008
Posted: 19 Mar 2012
affiliation not provided to SSRN, Deceased and Boston College - Department of Finance

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portfolio choice, mean reversion, anticipation