Ruslan Goyenko
Regular biography
Ruslan Goyenko is an Associate Professor of Finance at the Desautels Faculty of Management, McGill University. His research focuses on empirical asset pricing, liquidity, market microstructure, and mutual funds performance predictability. His work has been published in leading finance journals, including the Review of Financial Studies and the Journal of Financial and Quantitative Analysis. Goyenko holds a Ph.D. in Finance from Indiana University's Kelley School of Business. His research areas include Asset Pricing, Mutual & Hedge Funds, and Risk Management.
Scholar-generated biography
Ruslan Goyenko is a researcher at McGill University with a focus on financial markets, particularly liquidity and its implications for asset pricing. His work explores the measurement and impact of liquidity in equity and bond markets, including the role of options and mutual funds. Goyenko's research investigates how liquidity affects market returns, mispricing, and investment opportunities. His studies often analyze long-term trends and empirical patterns in financial data, contributing to the understanding of market efficiency and frictions. His publications highlight the importance of liquidity measures in assessing market behavior and performance.