Vyacheslav (Slava) Fos

Assistant Professor of Finance

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Publications and Accepted papers

Do Prices Reveal the Presence of Informed Trading?,” with Pierre Collin-Dufresne, NBER Working Paper No. 18452, Journal of Finance, forthcoming

Shareholder Democracy in Play: Career Consequences of Proxy Contests,” with Margarita Tsoutsoura,
Journal of Financial Economics, Volume 114, Issue 2, November 2014, Pages 316-340.

Coverage: Harvard Law School Corporate Governance Forum, IR magazine, Activism Monthly

Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings,”  with Vikas Agarwal and Wei Jiang, Management Science, Volume 59, Issue 6, June 2013, Pages 1271-1289.

Coverage: All About Alpha

Working Papers

The Real Effects of Share Repurchases,” with Heitor Almeida and Mathias Kronlund,
R&R
Journal of Financial Economics, 2nd round

Insider Trading, Stochastic Liquidity, and Equilibrium Prices,” with Pierre Collin-Dufresne, NBER Working Paper No. 18451 , R&R Econometrica

TCW Best Paper Award, 2013 CICF

Best Paper Award, 2013 Affi Spring International  Conference

Out-of-the-Money CEOs: Private Control Premium and Option Exercise by CEOs,” with Wei Jiang,
R&R
Review of Financial Studies

The Seventh Annual Academic Conference on Corporate Governance Best Paper Award

Coverage: Market Watch, The Wall Street Journal

The Disciplinary Effects of Proxy Contests

SAC Capital PhD Candidate Award for Outstanding Research, WFA, 2011

Coverage: Harvard Law School Corporate Governance Forum

Moral Hazard, Informed Trading, and Stock Prices,” with Pierre Collin-Dufresne, NBER Working Paper No. 19619

Governance through Threat of Voice and Threat of Exit: Complements or Substitutes?,” with Charlie Kahn.

Other Publications

A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Market Mean Reversion,” with Arik Kuznitz, Shmuel Kandel, European Economic Review, Volume 52, Issue 8, November 2008, Pages 1338-1352.

This paper is published in tribute and honor of Professor Shmuel Kandel, Associate Editor to the EER, who unexpectedly passed away in January 2007. The paper was submitted to the EER in January 2005 by Shmuel Kandel as a joint paper with Arik Kuznitz, who unexpectedly passed away in January 2004. The revision request was sent in 2006 and was fully completed by Vyacheslav Fos, who was a student at Tel Aviv University, following the instructions left by Shmuel Kandel and the editorial board for the EER.