Nataliya Bershova

AllianceBernstein LP

Quantitative Trader

1345 Avenue of the Americas

New York, NY 10105

United States

SCHOLARLY PAPERS

3

DOWNLOADS
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SSRN RANKINGS

Top 20,785

in Total Papers Downloads

2,838

SSRN CITATIONS
Rank 40,126

SSRN RANKINGS

Top 40,126

in Total Papers Citations

8

CROSSREF CITATIONS

10

Scholarly Papers (3)

1.

The Non-Linear Market Impact of Large Trades: Evidence from Buy-Side Order Flow

Number of pages: 49 Posted: 08 Jan 2013 Last Revised: 14 Sep 2013
Nataliya Bershova and Dmitry Rakhlin
AllianceBernstein LP and AllianceBernstein LP
Downloads 1,370 (16,628)
Citation 12

Abstract:

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market impact, permanent impact, order size, price reversion and liquidity

2.

High-Frequency Trading and Long-Term Investors: A View from the Buy-Side

Journal of Investment Strategies, Vol. 2, No. 2, pp. 25-69, Spring 2013
Number of pages: 62 Posted: 26 May 2012 Last Revised: 25 Mar 2013
Nataliya Bershova and Dmitry Rakhlin
AllianceBernstein LP and AllianceBernstein LP
Downloads 1,164 (21,289)
Citation 7

Abstract:

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High Frequency Trading, Liquidity, Trading Costs

3.

The Impact of Visible and Dark Orders

Number of pages: 28 Posted: 24 Mar 2013 Last Revised: 04 Dec 2014
Nataliya Bershova, Christopher R. Stephens and Henri Waelbroeck
AllianceBernstein LP, Universidad Nacional Autonoma de Mexico and Baruch College MFE Lab
Downloads 304 (119,450)

Abstract:

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Order Imbalance, Displayed and Dark Liquidity, Price Impact