معرفی
Ruslan Goyenko is an Associate Professor of Finance at McGill University's Desautels Faculty of Management. He holds a PhD from Indiana University's Kelley School of Business. His research focuses on empirical asset pricing, liquidity dynamics, market microstructure, and mutual fund performance predictability. He has held tenured faculty positions and received prestigious awards for his contributions to financial economics.
Education: PhD in Finance, Kelley School of Business, Indiana University (USA). Notable academic contributions include seminal work on bond market liquidity, equity options mispricing, and the role of R² metrics in fund performance evaluation.
Research Interests:
- Quantifying liquidity effects in financial markets
- Options market inefficiencies and pricing anomalies
- Macro-financial linkages between bond and equity markets
- Evaluation metrics for mutual fund performance
Awards: Recipient of the Fama/DFA Prize and Referee Finance Best Paper Award. Active in academic grants including SSHRC and IFM2 funding programs.
Professional Activities: Advisor to doctoral candidates, frequent contributor to top-tier finance journals, and active participant in academic conferences through Western Finance Association and other professional networks.
