Vincent Bogousslavsky is an associate professor of finance and a Hillenbrand Family Faculty Fellow at Boston College. His research interests are in asset pricing and market microstructure.

Some of the data his team has constructed, available at his homepage, are: 1. Informed trading intensity (ITI) measures are at the stock by day level and are designed to study how informed trading changes in a given stock over time; 2. High-frequency order imbalance volatility data: which computes share imbalance as a proportion of shares outstanding over every five-minute interval of the trading day using the Lee and Ready (1991) algorithm. High-frequency order imbalance volatility (HFOIV ) is the standard deviation of the five-minute imbalance, computed over the trading day; 3. Auction volume and price deviation data: the sample covers common stocks listed on the NYSE and Nasdaq with a price greater than USD 5 and a market capitalization greater than USD 100 million at the beginning of a month.