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Vyacheslav Fos

Boston College - Department of Finance

Carroll School of Management

140 Commonwealth Avenue

Chestnut Hill, MA 02467-3808

United States

  • Boston College - Department of Finance

SCHOLARLY PAPERS

16

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7,816

CITATIONS
Rank 10,735

SSRN RANKINGS

Top 10,735

in Total Papers Citations

39

Scholarly Papers (16)

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1.

Do Prices Reveal the Presence of Informed Trading?

Downloads 1,131 ( 14,094)
Citation 5

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 - Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 1,042 (15,687)
Citation 5

Abstract:

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 - Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 79 (258,560)
Citation 5

Abstract:

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 - Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 10 (514,271)
Citation 5

Abstract:

2.

Insider Trading, Stochastic Liquidity and Equilibrium Prices

Downloads 794 ( 23,913)
Citation 2

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 - Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 742 (25,881)
Citation 2

Abstract:

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 - Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 45 (346,053)
Citation 2

Abstract:

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 - Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 7 (530,390)
Citation 2

Abstract:

3.

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 547 (39,795)
Citation 17

Abstract:

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

4.

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 University of Chicago - Booth School of Business
Downloads 537 (28,345)
Citation 2

Abstract:

Proxy contests, Directors, Corporate governance, Agency problem

5.

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 534 (20,808)
Citation 8

Abstract:

Proxy Contests, Shareholder Activism, Agency problem

6.

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 474 (14,230)
Citation 1

Abstract:

Share repurchases, employment, investment, regression discontinuity

7.

Shareholder Activism, Informed Trading, and Stock Prices

Downloads 322 ( 75,762)
Citation 1

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 - Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 314 (77,363)
Citation 1

Abstract:

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 - Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance
Downloads 8 (525,120)
Citation 1

Abstract:

8.

Activism, Strategic Trading, and Liquidity

Downloads 194 (128,432)

Activism, Strategic Trading, and Liquidity

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 497/2017
Number of pages: 50 Posted: 23 Nov 2016 Last Revised: 07 Mar 2017
Kerry Back, Pierre Collin-Dufresne, Vyacheslav Fos, Tao Li and Alexander Ljungqvist
Rice University - Jones Graduate School of Business and Department of Economics, Ecole Polytechnique Fédérale de Lausanne - 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 183 (135,566)

Abstract:

Strategic Trading, Shareholder Activism, Stock Liquidity, Continuous Time

Activism, Strategic Trading, and Liquidity

NBER Working Paper No. w22893
Number of pages: 44 Posted: 05 Dec 2016
Kerry Back, Pierre Collin-Dufresne, Vyacheslav Fos, Tao Li and Alexander Ljungqvist
Rice University - Jones Graduate School of Business and Department of Economics, Ecole Polytechnique Fédérale de Lausanne - 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 11 (508,773)

Abstract:

9.

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 188 (73,723)

Abstract:

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

10.

Do Director Elections Matter?

Chicago Booth Research Paper No. 17-08
Number of pages: 67 Posted: 24 May 2015 Last Revised: 25 May 2017
Vyacheslav Fos, Kai Li and Margarita Tsoutsoura
Boston College - Department of Finance, University of British Columbia (UBC) - Sauder School of Business and University of Chicago - Booth School of Business
Downloads 126 (30,869)

Abstract:

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

11.

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 91 (188,271)

Abstract:

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

12.

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 87 (88,511)

Abstract:

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

13.

Debt and Human Capital: Evidence from Student Loans

Number of pages: 58 Posted: 20 Jan 2017 Last Revised: 01 May 2017
Vyacheslav Fos, Andres Liberman and Constantine Yannelis
Boston College - Department of Finance, New York University (NYU) - Department of Finance and New York University Leonard N. Stern School of Business
Downloads 0 (129,043)

Abstract:

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

14.

The Sound of Many Funds Rebalancing

Number of pages: 36 Posted: 16 Apr 2016 Last Revised: 01 Dec 2016
Alexander Chinco and Vyacheslav Fos
University of Illinois at Urbana-Champaign - College of Business and Boston College - Department of Finance
Downloads 0 (153,628)

Abstract:

Noise, Exchange-Traded Funds, Index-Linked Investing, Excess Trading Volume, Cascades and Contagion

15.

Informed Trading and Option Prices: Evidence from Activist Trading

Swiss Finance Institute Research Paper No. 15-55
Number of pages: 53 Posted: 19 Oct 2015 Last Revised: 23 Jul 2016
Pierre Collin-Dufresne, Vyacheslav Fos and Dmitriy Muravyev
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, Boston College - Department of Finance and Boston College
Downloads 0 (62,506)

Abstract:

16.

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
Arik Kuznitz, Shmuel Kandel (deceased) and Vyacheslav Fos
affiliation not provided to SSRN, Deceased and Boston College - Department of Finance

Abstract:

portfolio choice, mean reversion, anticipation

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