| Infrequent rebalancing, return autocorrelation, and seasonality V Bogousslavsky The Journal of Finance 71 (6), 2967-3006, 2016 | 132 | 2016 |
| The cross-section of intraday and overnight returns V Bogousslavsky Journal of Financial Economics 141 (1), 172-194, 2021 | 95 | 2021 |
| Who trades at the close? Implications for price discovery and liquidity V Bogousslavsky, D Muravyev Journal of Financial Markets 66, 100852, 2023 | 62* | 2023 |
| Liquidity, volume, and order imbalance volatility V Bogousslavsky, P COLLIN‐DUFRESNE The Journal of Finance 78 (4), 2189-2232, 2023 | 23* | 2023 |
| Informed trading intensity V Bogousslavsky, V Fos, D Muravyev The Journal of Finance, 2022 | 14 | 2022 |
| Slow-moving capital and execution costs: Evidence from a major trading glitch V Bogousslavsky, P Collin-Dufresne, M Sağlam Journal of Financial Economics 139 (3), 922-949, 2021 | 14 | 2021 |
| The cross-section of intraday and overnight returns V Bogousslavsky Browser Download This Paper, 2016 | 9 | 2016 |
| What drives momentum and reversal? evidence from day and night signals YH Barardehi, V Bogousslavsky, D Muravyev Evidence from Day and Night Signals (February 6, 2023), 2023 | 6 | 2023 |
| Seasonalities in anomalies V Bogousslavsky Available at SSRN 2558742, 2015 | 4 | 2015 |
| An Anatomy of Retail Option Trading V Bogousslavsky, D Muravyev Available at SSRN, 2024 | | 2024 |
| Internet Appendix to “The Cross-Section of Intraday and Overnight Returns” V Bogousslavsky | | 2020 |
Dmitriy MuravyevMichigan State UniversityVerified email at msu.edu
