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Goyenko, Ruslan's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
6,556 |
Total
Citations
154 |
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1.
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Goyenko, Ruslan McGill University - Desautels Faculty of Management Holden, Craig W. Indiana University Bloomington - Department of Finance Trzcinka, Charles Indiana University Bloomington - Department of Finance
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1,463
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Liquidity, transaction costs, effective spread, price impact, asset pricing.
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2.
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Goyenko, Ruslan McGill University - Desautels Faculty of Management Holden, Craig W. Indiana University Bloomington - Department of Finance Ukhov, Andrey Cornell University
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1,328
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3.
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Goyenko, Ruslan McGill University - Desautels Faculty of Management
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864
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11
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4.
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Amihud, Yakov New York University - Stern School of Business Goyenko, Ruslan McGill University - Desautels Faculty of Management
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24 Dec 08
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Last Revised:
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10 Nov 12
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833
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14
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5.
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Goyenko, Ruslan McGill University - Desautels Faculty of Management Sarkissian, Sergei McGill University
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05 Mar 08
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Last Revised:
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18 Nov 12
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748
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asset allocation, cross-market linkages, bond illiquidity premium, conditional asset pricing
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6.
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Goyenko, Ruslan McGill University - Desautels Faculty of Management Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area Ukhov, Andrey Cornell University
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532
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13
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7.
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Amihud, Yakov New York University - Stern School of Business Goyenko, Ruslan McGill University - Desautels Faculty of Management
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09 Mar 09
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Last Revised:
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10 Nov 12
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438
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15
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8.
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Christoffersen, Peter University of Toronto - Rotman School of Management Goyenko, Ruslan McGill University - Desautels Faculty of Management Jacobs, Kris University of Houston - C.T. Bauer College of Business Karoui, Mehdi McGill University
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15 Mar 11
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Last Revised:
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16 Mar 12
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274
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5
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illiquidity, equity options, cross-section, option returns, option smile
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9.
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Goyenko, Ruslan McGill University - Desautels Faculty of Management
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16 Mar 12
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Last Revised:
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05 May 13
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76
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Records 1 -
9
of 9 matches
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1
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