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 捆绑SM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
