Product
Help
Pricing
About
Jobs
Log in
Get started
Author
Add to collection
Ruslan Y. Goyenko
Observed names:
Goyenko, Ruslan,
Ruslan Goyenko
Institution:
McGill University
Observed institutions:
University of Toronto,
McGill University
OpenAlex ID:
A5000317559
Do liquidity measures measure liquidity?☆
2009
·
Ruslan Y. Goyenko
, Craig W. Holden
, et al.
·
Journal of Financial Economics
·
1,424
Mutual Fund's R 2 as Predictor of Performance
2012
·
Yakov Amihud
, Ruslan Goyenko
·
Review of Financial Studies
·
473
Stock and Bond Market Liquidity: A Long-Run Empirical Analysis
2007
·
Ruslan Y. Goyenko
, Andrey D. Ukhov
·
Journal of Financial and Quantitative Analysis
·
271
Illiquidity Premia in the Equity Options Market
2017
·
Christoffersen, Peter
, Goyenko, Ruslan
, et al.
·
TSpace (University of Toronto)
·
168
PDF
The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns
2010
·
Ruslan Goyenko
, Avanidhar Subrahmanyam
, et al.
·
Journal of Financial and Quantitative Analysis
·
141
Illiquidity Premia in the Equity Options Market
2012
·
Peter Christoffersen
, Ruslan Goyenko
, et al.
·
SSRN Electronic Journal
·
89
Mutual Fund's R2 as Predictor of Performance
2008
·
Yakov Amihud
, Ruslan Goyenko
·
SSRN Electronic Journal
·
88
Disagreement in the Equity Options Market and Stock Returns
2019
·
Benjamin Golez
, Ruslan Goyenko
·
Review of Financial Studies
·
39
Treasury Bond Illiquidity and Global Equity Returns
2014
·
Ruslan Goyenko
, Sergei Sarkissian
·
Journal of Financial and Quantitative Analysis
·
35
Mutual Fund's R2 as Predictor of Performance
2009
·
Yakov Amihud
, Ruslan Goyenko
·
SSRN Electronic Journal
·
27
Stock and Bond Pricing with Liquidity Risk
2005
·
Ruslan Goyenko
·
SSRN Electronic Journal
·
26
Do Stock Splits Improve Liquidity?
2005
·
Ruslan Goyenko
, Craig W. Holden
, et al.
·
SSRN Electronic Journal
·
24
Trading Cost Dynamics of Market Making in Equity Options
2014
·
Ruslan Goyenko
, Chayawat Ornthanalai
, et al.
·
SSRN Electronic Journal
·
19
The Joint Cross Section of Option and Stock Returns Predictability with Big Data and Machine Learning
2020
·
Ruslan Goyenko
, Chengyu Zhang
·
SSRN Electronic Journal
·
18
The Term Structure of Bond Market Liquidity
2008
·
Ruslan Goyenko
, Avanidhar Subrahmanyam
, et al.
·
SSRN Electronic Journal
·
17
Flight-to-Liquidity and Global Equity Returns
2008
·
Ruslan Goyenko
, Sergei Sarkissian
·
SSRN Electronic Journal
·
16
Trading Volume Alpha
2024
·
Ruslan Goyenko
, Bryan Kelly
, et al.
·
National Bureau of Economic Research
·
6
PDF
Asset Pricing with Attention Guided Deep Learning
2022
·
Philippe Chatigny
, Ruslan Goyenko
, et al.
·
SSRN Electronic Journal
·
4
The Term Structure of Bond Market Liquidity
2007
·
Ruslan Goyenko
, Andrey Ukhov
, et al.
·
SSRN Electronic Journal
·
4
Volatility and the Cross-Section of Equity Returns: The Role of Short-Selling Constraints
2020
·
Ruslan Goyenko
, Paul Schultz
·
SSRN Electronic Journal
·
3
Demand Pressures and Option Returns
2019
·
Ruslan Goyenko
, Chengyu Zhang
·
SSRN Electronic Journal
·
3
Illiquidity Premia in the Equity Options Market
2017
·
Peter Christoffersen
, Ruslan Goyenko
, et al.
·
Review of Financial Studies
·
3
Multi-(Horizon) Factor Investing with AI
2022
·
Ruslan Goyenko
, Chengyu Zhang
·
SSRN Electronic Journal
·
2
Informed Trading of Options, Option Expiration Risk, and Stock Return Predictability
2019
·
K. J. Martijn Cremers
, Ruslan Goyenko
, et al.
·
SSRN Electronic Journal
·
2
When the Options Market Disagrees
2016
·
Mathieu Fournier
, Ruslan Goyenko
, et al.
·
SSRN Electronic Journal
·
2
Show more works
View as search
Works count:
39
Citation count:
2,908
H-index:
16
I10-index:
16
Year
Topic
Type
