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Ruslan Y. Goyenko · Study
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Author
Ruslan Y. Goyenko
11 works
· latest 2019
· 2 institutions
cluster: provisional
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11
Citations
2,783
Works here
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Most cited in this library
Do liquidity measures measure liquidity?☆
2009 · 1,425 citations
Mutual Fund's R 2 as Predictor of Performance
2012 · 473 citations
Stock and Bond Market Liquidity: A Long-Run Empirical Analysis
2007 · 272 citations
Illiquidity Premia in the Equity Options Market
2017 · 168 citations
The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns
2010 · 141 citations
Works
11 shown
Disagreement in the Equity Options Market and Stock Returns
Review of Financial Studies
·
2019
·
2 authors
·
Open access
39
citations
Illiquidity Premia in the Equity Options Market
TSpace (University of Toronto)
·
2017
·
4 authors
·
Open access
168
citations
Treasury Bond Illiquidity and Global Equity Returns
Journal of Financial and Quantitative Analysis
·
2014
·
2 authors
35
citations
Mutual Fund's R 2 as Predictor of Performance
Review of Financial Studies
·
2012
·
2 authors
473
citations
Illiquidity Premia in the Equity Options Market
SSRN Electronic Journal
·
2012
·
4 authors
·
preprint
·
Open access
89
citations
The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns
Journal of Financial and Quantitative Analysis
·
2010
·
3 authors
141
citations
Do liquidity measures measure liquidity?☆
Journal of Financial Economics
·
2009
·
3 authors
·
Open access
1,425
citations
Mutual Fund's R2 as Predictor of Performance
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
27
citations
Mutual Fund's R2 as Predictor of Performance
SSRN Electronic Journal
·
2008
·
2 authors
·
preprint
·
Open access
88
citations
Stock and Bond Market Liquidity: A Long-Run Empirical Analysis
Journal of Financial and Quantitative Analysis
·
2007
·
2 authors
·
Open access
272
citations
Stock and Bond Pricing with Liquidity Risk
SSRN Electronic Journal
·
2005
·
1 author
·
preprint
·
Open access
26
citations