91丝瓜视频

In-person class cancellation and work-from-home / Annulation des cours en pr茅sentiel et t茅l茅travail

Updated: Tue, 03/10/2026 - 17:14
In-person class cancellation and work-from-home / Annulation des cours en pr茅sentiel et t茅l茅travail. McGILL ALERT! Due to freezing rain all in-person classes and activities on Wednesday, March 11, will be cancelled. Staff are asked not to come to campus tomorrow unless they are required on site by their supervisor to perform necessary functions and activities. See your 91丝瓜视频 email for more information.
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ALERTE McGILL! En raison de la pluie vergla莽ante, tous les cours et activit茅s en pr茅sentiel pr茅vus pour le mercredi 11 mars sont annul茅s. Nous demandons au personnel de ne pas se pr茅senter sur le campus demain, 脿 moins que leur superviseur ne leur demande d鈥櫭猼re sur place pour accomplir des fonctions ou activit茅s n茅cessaires au fonctionnement du campus. Pour plus d鈥檌nformations, veuillez consulter vos courriels de 91丝瓜视频.
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Ruslan Goyenko

Title: 
Associate Professor, Finance
Ruslan Goyenko
Contact Information
Email address: 
ruslan.goyenko [at] mcgill.ca
Alternate email address: 
christine.nguli [at] mcgill.ca
Address: 

Bronfman Building []
1001 rue Sherbrooke Ouest
Montreal, Quebec
Canada
H3A 1G5

Degree(s): 

PhD, Finance, Kelley School of Business, Indiana University, USA

Area(s): 
Finance
Link(s): 
Office: 
510
Biography: 

Ruslan Goyenko is an聽Associate Professor of Finance at Desautels Faculty of Management at 91丝瓜视频. He holds a Ph.D. in Finance from Indiana University's Kelley School of Business. Ruslan's research focuses on empirical asset pricing, liquidity, market microstructure, and mutual funds performance predictability.

Curriculum vitae: 
PDF icon russgoyenko_cv-_may_2021.pdf
Group: 
Faculty
Tenured & Tenure Track
Research areas: 
Asset Pricing
Mutual & Hedge Funds
Risk Management
Selected publications: 

Papers in Peer-Reviewed Journals

Disagreement in the Equity Options Market and Stock Returns, with Benjamin Golez, (2021),聽Forthcoming, Review of Financial Studies

鈥淚lliquidity Premium in Equity Option Markets鈥� with Peter Christoffersen, Kris Jacobs and Mehdi Karoui, 聽聽Review of Financial Studies, 31 (3) (2018), 811-851,聽Editor鈥檚 Choice, lead article

鈥淭reasury Bond Illiquidity and Global Equity Returns鈥� with Sergei Sarkissian, Journal of Financial and Quantitative Analysis, 49 (2014), 1227 - 1253

鈥淢utual Fund鈥檚 R2聽as Predictor of Performance鈥� with Yakov Amihud, Review of Financial Studies, 26 (3) (2013), 667-694

鈥淭he Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns鈥� (with Avanidhar Subrahmanyam and Andrey Ukhov ), Journal of Financial and Quantitative Analysis, 46 (2011), 111-139.

鈥淪tock and Bond Market Liquidity: A Long-Run Empirical Analysis鈥� (with Andrey Ukhov), Journal of Financial and Quantitative Analysis, 44 (2009), 189-212.

鈥淒o Liquidity Measures Measure Liquidity?鈥� (with Craig Holden, and Charles Trzcinka), Journal of Financial Economics, 92 (2009), 153-181. Lead article. Winner of the Fama/DFA Prize for the best paper in the Journal of Financial聽Economics in the Areas of Capital Markets and Asset Pricing (second prize)

Awards, honours, and fellowships: 

Awards


Winner of the Fama/DFA Prize for the best paper in the Journal of Financial聽Economics in the Areas of Capital Markets and Asset Pricing (second prize)

2007: 鈥淭he Term Structure of Bond Market Liquidity and Its Implications for聽Expected Bond Returns鈥� awarded prize for best paper, (the most聽鈥渟ignificant contribution to the understanding of financial markets and institutions and to knowledge in financial economics鈥�) by Referee Finance聽().

2006: Western Finance Association meeting 2006, recipient of a student travel award

2004-2005: Nominated for Associate Instructor Teaching Award, Kelley School of Business, Indiana聽University

Fellowships

2001-2005: Kelley School of Business, Indiana University Fellowship

Grants

2010-2013:IFM2

2009-2012: SSHRC

2007-2010: IFM2

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