I recently completed my Ph.D. in Finance at the MIT Sloan School of Management. I am pursuing my career in the finance industry. My academic research interests lie in asset pricing and market microstructure.

Prior to Ph.D., I obtained a Diploma in Mathematics from Moscow State University and earned a master's degree in economics from New Economic School. Preceding my graduate studies, I worked as a research professional at University of Chicago Booth School of Business.

Working Papers

Stock Explosiveness and Silent "Squeezes"
Market Events and Variation in Factor Structure (with Roman Sigalov)
Oligopolistic Market Making and Inventory Heterogeneity

Work in Progress

Option Market Making: Market Concentration and Inventory Risk (with Hui Chen)
Silent "Squeezes", Speaking Delta?
Social Interaction and Financial Decisions: a Network Approach (joint with Misha Galashin)
Belief Generators in Economic Models, 2020
Allocation of Capital in a Limited Participation Model, 2020

Old Working Papers

The Optimal Frequency of Trading with Continuous Information Flows, 2018