Contact

ICEF, Prokrovsky Blvd 11, S-715

109028 Moscow, Russia

Research Interests

Asset Pricing with Frictions, Market Microstructure

I  study imperfection competition in financial markets: its origins, persistence, implications for prices and market quality, and interactions with other frictions. 

Recent/Upcoming 

Apr 2, 2026: updated paper - Asymmetric Thin Markets

Aug 21-23, 2025: Discussion of 'Mixology: Order Flow Segmentation Design', by J. Mollner, EFA meetings