PhD, Finance, Kelley School of Business, Indiana University, USA
Bronfman Building, [Map]
1001 rue Sherbrooke Ouest
Ruslan Goyenko is an Associate Professor of Finance at Desautels Faculty of Management at McGill University. 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.
“Mutual Fund’s R2 as Predictor of Performance” with Yakov Amihud, Review of Financial Studies, 26 (3) (2013), 667-694
“Treasury Bond Illiquidity and Global Equity Returns” with Sergei Sarkissian, Forthcoming, Journal of Financial and Quantitative Analysis
Books and Edited Volumes
Chapters in Books
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)
2007: “The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns” awarded prize for best paper, (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).
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 University
2001-2005: Kelley School of Business, Indiana University Fellowship
Authors: Amihud, Yakov; Goyenko, Ruslan Y.
Publication: Review of Financial Studies, March 2013