Ruslan Goyenko

2.9k total citations · 1 hit paper
27 papers, 2.0k citations indexed

About

Ruslan Goyenko is a scholar working on Finance, Accounting and General Economics, Econometrics and Finance. According to data from OpenAlex, Ruslan Goyenko has authored 27 papers receiving a total of 2.0k indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 9 papers in Accounting and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Ruslan Goyenko's work include Financial Markets and Investment Strategies (26 papers), Corporate Finance and Governance (9 papers) and Stochastic processes and financial applications (8 papers). Ruslan Goyenko is often cited by papers focused on Financial Markets and Investment Strategies (26 papers), Corporate Finance and Governance (9 papers) and Stochastic processes and financial applications (8 papers). Ruslan Goyenko collaborates with scholars based in Canada, United States and Hungary. Ruslan Goyenko's co-authors include Craig W. Holden, Charles Trzcinka, Yakov Amihud, Andrey D. Ukhov, Andrey Ukhov, Avanidhar Subrahmanyam, Sergei Sarkissian, Peter Christoffersen, Kris Jacobs and Benjamin Golez and has published in prestigious journals such as Journal of Financial Economics, Review of Financial Studies and Journal of Financial and Quantitative Analysis.

In The Last Decade

Ruslan Goyenko

27 papers receiving 1.9k citations

Hit Papers

Do liquidity measures measure liquidity?☆ 2009 2026 2014 2020 2009 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Do liquidity measures measure liquidity?☆
    2009 971 citations Ruslan Goyenko, Craig W. Holden et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Ruslan Goyenko Canada 14 1.8k 997 813 224 185 27 2.0k
Mahendrarajah Nimalendran United States 21 2.0k 1.1× 1.4k 1.4× 909 1.1× 192 0.9× 230 1.2× 38 2.3k
Joseph P. Ogden United States 15 1.5k 0.8× 966 1.0× 730 0.9× 206 0.9× 251 1.4× 41 1.8k
Kenneth A. Kavajecz United States 18 1.9k 1.1× 665 0.7× 1.0k 1.3× 481 2.1× 98 0.5× 35 2.1k
Wenjin Kang China 13 1.1k 0.6× 585 0.6× 708 0.9× 171 0.8× 85 0.5× 26 1.3k
Simon H. Kwan United States 19 1.9k 1.0× 1.3k 1.3× 828 1.0× 173 0.8× 139 0.8× 66 2.2k
Junbo Wang United States 16 1.2k 0.6× 653 0.7× 520 0.6× 128 0.6× 167 0.9× 56 1.5k
Gerald A. Hanweck United States 13 1.3k 0.7× 873 0.9× 835 1.0× 162 0.7× 119 0.6× 33 1.6k
Stavros Peristiani United States 21 1.3k 0.7× 935 0.9× 697 0.9× 149 0.7× 112 0.6× 53 1.6k
Sunil S. Poshakwale United Kingdom 18 717 0.4× 430 0.4× 603 0.7× 241 1.1× 124 0.7× 48 1.1k
Bonnie F. Van Ness United States 20 1.1k 0.6× 817 0.8× 537 0.7× 108 0.5× 107 0.6× 100 1.3k

Countries citing papers authored by Ruslan Goyenko

Since Specialization
Citations

This map shows the geographic impact of Ruslan Goyenko's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ruslan Goyenko with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ruslan Goyenko more than expected).

Fields of papers citing papers by Ruslan Goyenko

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ruslan Goyenko. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ruslan Goyenko. The network helps show where Ruslan Goyenko may publish in the future.

Co-authorship network of co-authors of Ruslan Goyenko

This figure shows the co-authorship network connecting the top 25 collaborators of Ruslan Goyenko. A scholar is included among the top collaborators of Ruslan Goyenko based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ruslan Goyenko. Ruslan Goyenko is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Goyenko, Ruslan & Chengyu Zhang. (2022). Multi-(Horizon) Factor Investing with AI. SSRN Electronic Journal. 1 indexed citations
2.
Golez, Benjamin & Ruslan Goyenko. (2021). Disagreement in the Equity Options Market and Stock Returns. Review of Financial Studies. 35(3). 1443–1479. 14 indexed citations
3.
Goyenko, Ruslan & Paul Schultz. (2020). Volatility and the Cross-Section of Equity Returns: The Role of Short-Selling Constraints. SSRN Electronic Journal. 1 indexed citations
4.
Goyenko, Ruslan & Chengyu Zhang. (2020). The Joint Cross Section of Option and Stock Returns Predictability with Big Data and Machine Learning. SSRN Electronic Journal. 10 indexed citations
5.
Cremers, Martijn, et al.. (2019). Informed Trading of Options, Option Expiration Risk, and Stock Return Predictability. SSRN Electronic Journal. 1 indexed citations
6.
Goyenko, Ruslan & Chengyu Zhang. (2019). Option Returns: Closing Prices Are Not What You Pay. SSRN Electronic Journal. 5 indexed citations
7.
Golez, Benjamin & Ruslan Goyenko. (2019). Disagreement in the Equity Options Market and Stock Returns. SSRN Electronic Journal. 4 indexed citations
8.
Goyenko, Ruslan, et al.. (2016). When the Options Market Disagrees. SSRN Electronic Journal. 2 indexed citations
9.
Goyenko, Ruslan, et al.. (2014). Trading Cost Dynamics of Market Making in Equity Options. SSRN Electronic Journal. 5 indexed citations
10.
Goyenko, Ruslan & Sergei Sarkissian. (2014). Treasury Bond Illiquidity and Global Equity Returns. Journal of Financial and Quantitative Analysis. 49(5-6). 1227–1253. 23 indexed citations
11.
Goyenko, Ruslan, et al.. (2014). Trading Cost Dynamics of Market Making in Equity Options. SSRN Electronic Journal. 14 indexed citations
12.
Amihud, Yakov & Ruslan Goyenko. (2012). Mutual Fund's R2 as Predictor of Performance. Review of Financial Studies. 26(3). 667–694. 308 indexed citations
13.
Christoffersen, Peter, et al.. (2012). Illiquidity Premia in the Equity Options Market. SSRN Electronic Journal. 51 indexed citations
14.
Goyenko, Ruslan. (2012). Treasury Liquidity, Funding Liquidity and Mutual Fund Performance. SSRN Electronic Journal. 3 indexed citations
15.
Amihud, Yakov & Ruslan Goyenko. (2011). Mutual Fund's R2 as Predictor of Performance. SSRN Electronic Journal. 71 indexed citations
16.
Goyenko, Ruslan, Avanidhar Subrahmanyam, & Andrey Ukhov. (2010). The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns. Journal of Financial and Quantitative Analysis. 46(1). 111–139. 88 indexed citations
17.
Goyenko, Ruslan & Sergei Sarkissian. (2008). Flight-to-Liquidity and Global Equity Returns. SSRN Electronic Journal. 7 indexed citations
18.
Goyenko, Ruslan, Craig W. Holden, & Charles Trzcinka. (2008). Do Measures of Liquidity Measure Liquidity?. SSRN Electronic Journal. 140 indexed citations
19.
Goyenko, Ruslan, Andrey Ukhov, & Avanidhar Subrahmanyam. (2007). The Term Structure of Bond Market Liquidity. SSRN Electronic Journal. 3 indexed citations
20.
Goyenko, Ruslan, Craig W. Holden, & Andrey Ukhov. (2006). Do Stock Splits Improve Liquidity?. SSRN Electronic Journal. 18 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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