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Advanced Search Results For "Goyenko, Ruslan"

1 - 10 of 7 results for
 "Goyenko, Ruslan"
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Disagreement in the Equity Options Market and Stock Returns.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Mar2022, Vol. 35 Issue 3, p1443-1479, 37p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

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Illiquidity Premia in the Equity Options Market.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Mar2018, Vol. 31 Issue 3, p811-851, 41p, 9 Charts, 7 Graphs

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

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Treasury Bond Illiquidity and Global Equity Returns.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis; Dec2014, Vol. 49 Issue 5/6, p1227-1253, 27p

Abstract:Copyright of Journal of Financial & Quantitative Analysis is the property of Cambridge University Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. Ho...

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Mutual Fund's R2 as Predictor of Performance.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Mar2013, Vol. 26 Issue 3, p667-694, 28p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

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The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis; 02/01/2011, Vol. 46 Issue 1, p111-139, 29p

Abstract:Copyright of Journal of Financial & Quantitative Analysis is the property of Cambridge University Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. Ho...

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Stock and Bond Market Liquidity: A Long-Run Empirical Analysis.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Feb2009, Vol. 44 Issue 1, p189-212. 24p.

Abstract:This paper establishes liquidity linkage between stock and Treasury bond markets. There is a lead-lag relationship between illiquidity of the two markets and bidirectional Granger causality. The effect of stock illiquidity on bond illiquidity is consis...

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Do liquidity measures measure liquidity?

Publication Type:Academic Journal

Source(s):Journal of Financial Economics. May2009, Vol. 92 Issue 2, p153-181. 29p.

Abstract:Given the key role of liquidity in finance research, identifying high quality proxies based on daily (as opposed to intraday) data would permit liquidity to be studied over relatively long timeframes and across many countries. Using new measures and wi...

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