McGill University – Desautels Faculty of Management
Ruslan received his PhD in Finance from Indiana University, Kelley School of Business. He also held faculty appointments at the University of Toronto and the University of Notre Dame. His research focuses on empirical asset pricing, liquidity, market microstructure, pricing of derivatives securities and mutual funds performance predictability.
Ruslan’s primary area of expertise is liquidity and liquidity risk in different asset classes. His most recent research is focused on the options market liquidity, trading activity and options market makers inventory risk management. He published in top finance journals such as the Review of Financial Studies, Journal of Financial Economics, and Journal of Financial and Quantitative Analysis.
Visiting Associate Professor of Finance | 09/2017 – 08/2018
Associate Professor of Finance | 2013-present
Desmarais Faculty Scholar | 06/2014 – 07/2017
Assistant Professor of Finance | 2006-2013
Assistant Professor of Finance | 2013-2014
PhD in Finance | 2006
Honors and Awards
Winner of the Fama/DFA Prize for the Best Paper in the Journal of Financial Economics in the Areas of Capital Markets and Asset Pricing (second prize)
By the Review of Asset Pricing Studies, December 2012
Awarded prize for Best paper in 2007, (the most “significant contribution to the understanding of financial markets and institutions and to knowledge in financial economics”) by Referee Finance (http://www.refereefinance.com).
Kelley School of Business, Indiana University, 2001-2005
Journal of Finance, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Review of Asset Pricing Studies, Journal of Empirical Finance, Journal of Financial Markets, Journal of Financial Intermediation, International Review of Finance, Journal of Banking and Finance, Journal of Money, Credit and Banking
NFA (Northern Finance Association), EFA (European Finance Association), SSHRC, European Research Council Consolidator Grant, Research Council – Israel; Bank of Canada financial markets working paper series