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

  • HSE Moscow

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

    • Email
    • Tel: 713-743-4618
SCHOLARLY PAPERS

10

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3,311

TOTAL CITATIONS
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Top 19,764

in Total Papers Citations

44

Scholarly Papers (10)

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1.

Limited Attention and Option Prices

Swiss Finance Institute Research Paper No. 20-64
Number of pages: 76 Posted: 06 Aug 2020 Last Revised: 10 May 2022
Alex Boulatov, Alex Boulatov, Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov
University of Houston - C.T. Bauer College of BusinessHSE Moscow, University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Downloads 1,274 (34,864)
Citation 2

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Option Returns, Investor Inattention

2.

Informed Trading and Portfolio Returns

Number of pages: 42 Posted: 11 Sep 2009 Last Revised: 14 Jan 2010
Alex Boulatov, Alex Boulatov, Terrence Hendershott and Dmitry Livdan
University of Houston - C.T. Bauer College of BusinessHSE Moscow, University of California, Berkeley - Haas School of Business and University of California, Berkeley
Downloads 602 (96,899)
Citation 14

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informed trading, portfolio autocorrelations, adverse selection

3.

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, Alex Boulatov and Thomas J. George
University of Houston - C.T. Bauer College of BusinessHSE Moscow and University of Houston - Department of Finance
Downloads 343 (188,426)
Citation 18

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Informed Trading, Liquidity Provision, Hidden Orders

4.

Strategic Trading with Market Closures

Number of pages: 52 Posted: 23 Dec 2005
Alex Boulatov, Alex Boulatov and Dmitry Livdan
University of Houston - C.T. Bauer College of BusinessHSE Moscow and University of California, Berkeley
Downloads 248 (264,692)

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strategic informed trading, market closures, imperfect competition

5.

Optimal Portfolio Trading: Adaptive Multi-period Trade Execution

Number of pages: 20 Posted: 09 Apr 2020 Last Revised: 20 Apr 2020
Alex Boulatov, Alex Boulatov and Alex Ulitsky
University of Houston - C.T. Bauer College of BusinessHSE Moscow and BlackRock
Downloads 230 (285,002)

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optimal trade execution, adaptive trading

6.

Pricing Prices

EFA 2007 Ljubljana Meetings Paper
Number of pages: 56 Posted: 04 Mar 2007
Alex Boulatov, Alex Boulatov and Martin Dierker
University of Houston - C.T. Bauer College of BusinessHSE Moscow and University of Houston - C.T. Bauer College of Business
Downloads 215 (304,009)
Citation 8

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

7.

Optimal and Efficient Mechanisms with Budget Constrained Buyers

Number of pages: 59 Posted: 27 Dec 2017
Alex Boulatov, Alex Boulatov and Sergei Severinov
University of Houston - C.T. Bauer College of BusinessHSE Moscow and University of British Columbia
Downloads 155 (408,238)
Citation 1

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

8.

The Risk Sharing Implications of Disaster Insurance Funds

Number of pages: 48 Posted: 28 Nov 2009 Last Revised: 01 Aug 2011
Alex Boulatov, Alex Boulatov and Stephan Dieckmann
University of Houston - C.T. Bauer College of BusinessHSE Moscow and University of Pennsylvania - Finance Department
Downloads 113 (524,340)

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Catastrophe Risk, Government Intervention, TRIA, Reinsurance

9.

Short Interest and Investment

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 81 Posted: 29 Nov 2023 Last Revised: 13 Jan 2025
Alex Boulatov, Alex Boulatov, Gustavo Grullon, Yelena Larkin and Alexei Zhdanov
University of Houston - C.T. Bauer College of BusinessHSE Moscow, Rice University - Jesse H. Jones Graduate School of Business, York University - Schulich School of Business and Pennsylvania State University
Downloads 76 (677,796)
Citation 1

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managerial learning, market feedback, short interest, short sellers, investment

10.

Reg SHO and Mispricing: The Role of Firm Characteristics

Number of pages: 49 Posted: 27 Aug 2024
Alexei Zhdanov, Alex Boulatov, Alex Boulatov and David Gempesaw
Pennsylvania State University, University of Houston - C.T. Bauer College of BusinessHSE Moscow and Miami University
Downloads 55 (802,990)

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Regulation SHO, Mispricing, Limits to arbitrage, Short sale constraints, Dispersion of opinion

Other Papers (1)

Total Downloads: 138
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1.

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

Number of pages: 55 Posted: 17 Mar 2005
Alex Boulatov, Alex Boulatov, Shane A. Johnson, Brian C. Hatch and Adam Y.C. Lei
University of Houston - C.T. Bauer College of BusinessHSE Moscow, Texas A&M University - Department of Finance, University of Cincinnati - Department of Finance - Real Estate and Midwestern State University
Downloads 138

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Microstructure, Market Quality, Trading Costs, Specialist Firms

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