Ruslan Goyenko - Concepedia

Concepedia

Author

Ruslan Goyenko

McGill University

Also Known As

Ruslan Goyenko, Ruslan Y. Goyenko

38

Publications

2.9K

Citations

16

H-Index

25

Concepts

All Affiliations

McGill University Cornell University Indiana University University of Notre Dame University of California, Los Angeles

RG

About

Ruslan Goyenko is an author at McGill University specializing in business, finance, and financial economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	6	6	2.3K
2	Finance	6	6	2.3K
3	Accounting	3	3	555
4	Economics	3	3	448
5	Management	2	2	751

Ruslan Goyenko

×

18

Publications

2.9K

Citations

16

H-Index

	Year	Citations
Do liquidity measures measure liquidity?☆ Ruslan Goyenko, Craig W. Holden, Charles Trzcinka Journal of Financial Economics Liquidity RiskMeasurementLiquidityBusinessDo Liquidity	2009	1.4K
Mutual Fund's <i>R</i>2 as Predictor of Performance Yakov Amihud, Ruslan Goyenko Review of Financial Studies Investment StrategyLower R2Fund ManagementHedge FundAccounting	2012	484
Stock and Bond Market Liquidity: A Long-Run Empirical Analysis Ruslan Goyenko, Andrey D. Ukhov Journal of Financial and Quantitative Analysis Empirical FinanceMarket MicrostructureEconomicsFinancial EconomicsAsset Pricing	2009	267
Do Measures of Liquidity Measure Liquidity? Ruslan Goyenko, Craig W. Holden, Charles Trzcinka SSRN Electronic Journal	2008	168
The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns Ruslan Goyenko, Avanidhar Subrahmanyam, Andrey Ukhov Journal of Financial and Quantitative Analysis Empirical FinanceTerm Structure ModelLiquidityTerm StructureBond Market Liquidity	2010	143
Mutual Fund's R2 as Predictor of Performance Yakov Amihud, Ruslan Goyenko SSRN Electronic Journal	2011	104
Illiquidity Premia in the Equity Options Market Peter Christoffersen, Ruslan Goyenko, Kris Jacobs, SSRN Electronic Journal	2012	94
Treasury Bond Illiquidity and Global Equity Returns Ruslan Goyenko, Sergei Sarkissian Journal of Financial and Quantitative Analysis Emerging MarketEconomicsFinancial EconomicsAsset PricingInternational Finance	2014	38
Disagreement in the Equity Options Market and Stock Returns Benjamin Golez, Ruslan Goyenko Review of Financial Studies Empirical FinanceMarket MicrostructureOption PricingFinancial EconomicsAsset Pricing	2021	33
Mutual Fund's R2 as Predictor of Performance Yakov Amihud, Ruslan Goyenko SSRN Electronic Journal	2009	31

Page 1