À propos

Ruslan Goyenko

Professeur associé en Finance
Université McGill – Faculté de gestion Desautels

Ruslan a obtenu son doctorat en finance de la Kelley School of Business de l’Université de l’Indiana. Il a également été professeur à l’Université de Toronto et à la University of Notre Dame aux États-Unis. Ses recherches portent sur la tarification empirique des actifs, la liquidité, la microstructure des marchés, la tarification de dérivés et la prévisibilité de la performance des fonds communs de placement.

Les principaux domaines d’expertise de Ruslan sont la liquidité et le risque de liquidité dans différentes catégories d’actifs. Ses recherches les plus récentes portent sur les options de liquidité, la prise de marché et la gestion des risques dans les marchés d’options. Il a publié des articles dans des revues spécialisées telles que la Review of Financial Studies, le Journal of Financial Economics et le Journal of Financial and Quantitative Analysis.

Expérience académique

University of Notre Dame
Mendoza School of Business

Visiting Associate Professor of Finance | 09/2017 – 08/2018

McGill University
Desautels Faculty of Management

Associate Professor of Finance | 2013-present
Desmarais Faculty Scholar | 06/2014 – 07/2017
Assistant Professor of Finance | 2006-2013

University of Toronto
Roman School of Management

Assistant Professor of Finance | 2013-2014

Éducation

Indiana University
Kelley School of Business

PhD in Finance | 2006

Prix et distinctions

“Do Liquidity Measures Measure Liquidity?”

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)

Nominated for Best Referee Award

By the Review of Asset Pricing Studies, December 2012

“The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns”

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).

Fellowship

Kelley School of Business, Indiana University, 2001-2005

Services professionnels

Ad Hoc Referee

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

Reviewer

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