Ruslan Goyenko

Finance · 2009–2018

A researcher in the Science corpus: 4 papers; trusts 25 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

• Finance — 89 citations into it; #2,191 of 10,518 by trust here, #1,744 by citations
• Economics and Econometrics — 44 citations into it; #15,944 of 23,481 by trust here, #15,581 by citations
• Accounting — 37 citations into it; #2,127 of 8,970 by trust here, #2,614 by citations
• Strategy and Management — 12 citations into it

Whom Ruslan Goyenko trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Y. Amihud
2. Tarun Chordia
3. Joel Hasbrouck
4. Francis A. Longstaff
5. Charles M. Jones
6. Alessandro Beber
7. Markus K. Brunnermeier
8. Michael J. Fleming
9. Eugene F. Fama
10. Arvind Krishnamurthy

Who trusts Ruslan Goyenko overall

1. Craig W. Holden
2. N. Karnaukh
3. Shane A. Corwin
4. Jayant R. Kale
5. Kingsley Y. Fong
6. Alex Edmans
7. D. Israeli
8. Searat Ali
9. Avanidhar Subrahmanyam
10. Angelo Ranaldo

Papers from Ruslan Goyenko's perspective

Ordered by how strongly the researchers Ruslan Goyenko trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
3. The Pricing of Options and Corporate Liabilities
4. Measuring Treasury Market Liquidity
5. The Persistence of Mutual Fund Performance
6. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
7. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
8. Market liquidity and funding liquidity
9. Valuation in Over-the-Counter Markets
10. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects

Their papers

• Stock and Bond Market Liquidity: A Long-Run Empirical Analysis (2009) — 276 citations
• Illiquidity Premia in the Equity Options Market (2018) — 143 citations
• The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns (2010) — 142 citations
• Do Liquidity Measures Measure Liquidity (2009) — 1,335 citations