Ruslan Goyenko
PhD, Finance, Kelley School of Business, Indiana University, USA
Ruslan Goyenko is an聽Associate Professor of Finance at Desautels Faculty of Management at 海角社区. He holds a Ph.D. in Finance from Indiana University's Kelley School of Business. Ruslan's research focuses on empirical asset pricing, liquidity, market microstructure, and mutual funds performance predictability.
Papers in Peer-Reviewed Journals
Disagreement in the Equity Options Market and Stock Returns, with Benjamin Golez, (2021),聽Forthcoming, Review of Financial Studies
鈥淚lliquidity Premium in Equity Option Markets鈥 with Peter Christoffersen, Kris Jacobs and Mehdi Karoui, 聽聽Review of Financial Studies, 31 (3) (2018), 811-851,聽Editor鈥檚 Choice, lead article
鈥淭reasury Bond Illiquidity and Global Equity Returns鈥 with Sergei Sarkissian, Journal of Financial and Quantitative Analysis, 49 (2014), 1227 - 1253
鈥淢utual Fund鈥檚 R2聽as Predictor of Performance鈥 with Yakov Amihud, Review of Financial Studies, 26 (3) (2013), 667-694
鈥淭he Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns鈥 (with Avanidhar Subrahmanyam and Andrey Ukhov ), Journal of Financial and Quantitative Analysis, 46 (2011), 111-139.
鈥淪tock and Bond Market Liquidity: A Long-Run Empirical Analysis鈥 (with Andrey Ukhov), Journal of Financial and Quantitative Analysis, 44 (2009), 189-212.
鈥淒o Liquidity Measures Measure Liquidity?鈥 (with Craig Holden, and Charles Trzcinka), Journal of Financial Economics, 92 (2009), 153-181. Lead article. Winner of the Fama/DFA Prize for the best paper in the Journal of Financial聽Economics in the Areas of Capital Markets and Asset Pricing (second prize)
Awards
Winner of the Fama/DFA Prize for the best paper in the Journal of Financial聽Economics in the Areas of Capital Markets and Asset Pricing (second prize)
2007: 鈥淭he Term Structure of Bond Market Liquidity and Its Implications for聽Expected Bond Returns鈥 awarded prize for best paper, (the most聽鈥渟ignificant contribution to the understanding of financial markets and institutions and to knowledge in financial economics鈥) by Referee Finance聽().
2006: Western Finance Association meeting 2006, recipient of a student travel award
2004-2005: Nominated for Associate Instructor Teaching Award, Kelley School of Business, Indiana聽University
Fellowships
2001-2005: Kelley School of Business, Indiana University Fellowship
Grants
2010-2013:IFM2
2009-2012: SSHRC
2007-2010: IFM2