Ruslan Goyenko, McGill University

Research

equity options informed trading information asymmetry stock return predictability private information intra-day option prices and volumes

Latest funding

Intraday Option Return: A Tale of Two Momentum
SSHRC · 2025 · Principal investigator
$88,104
Identifying Informed Trading in the Equity Options Market
SSHRC · 2019 · Principal investigator
$111,262
Illiquidity Premia in the equity options market
SSHRC · 2013 · Principal investigator
$211,618

All 4 grants and awards

Intraday Option Return: A Tale of Two Momentum

Principal investigatorSSHRC2025Insight Grants

Principal investigators: Goyenko, Ruslan

$88,104

Identifying Informed Trading in the Equity Options Market

Principal investigatorSSHRC2019Insight Grants

Principal investigators: Goyenko, Ruslan

Keywords: equity options; informed trading; information asymmetry; stock return predictability; private information; intra-day option prices and volumes

$111,262

Illiquidity Premia in the equity options market

Principal investigatorSSHRC2013Insight Grants

Principal investigators: Goyenko, Ruslan

Keywords: equity options market; transaction costs; illiquidity; illiquidity premium; illiquidity risk

$211,618

Flight-to-liquidity and global equity returns

Principal investigatorSSHRC2009Standard Research Grants

Principal investigators: Goyenko, Ruslan

Keywords: flight-to-liquidity; flight-to-quality; world price; liquidity risk; treasury bonds

$64,500

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Mention their SSHRC grant from 2025

Subject: Prospective PhD student: equity options Dear Professor Goyenko, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on equity options connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your SSHRC-funded project "Intraday Option Return: A Tale of Two Momentum" (2025), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]