| Do liquidity measures measure liquidity? RY Goyenko, CW Holden, CA Trzcinka Journal of financial Economics 92 (2), 153-181, 2009 | 1877 | 2009 |
| Mutual Fund's R2 as Predictor of Performance Y Amihud, R Goyenko The Review of Financial Studies 26 (3), 667-694, 2013 | 734 | 2013 |
| Stock and bond market liquidity: A long-run empirical analysis RY Goyenko, AD Ukhov Journal of Financial and Quantitative Analysis 44 (1), 189-212, 2009 | 374 | 2009 |
| The term structure of bond market liquidity and its implications for expected bond returns R Goyenko, A Subrahmanyam, A Ukhov Journal of Financial and Quantitative Analysis 46 (1), 111-139, 2011 | 220* | 2011 |
| Illiquidity premia in the equity options market P Christoffersen, R Goyenko, K Jacobs, M Karoui The Review of Financial Studies 31 (3), 811-851, 2018 | 205 | 2018 |
| Treasury bond illiquidity and global equity returns R Goyenko, S Sarkissian Journal of Financial and Quantitative Analysis 49 (5-6), 1227-1253, 2014 | 83* | 2014 |
| Do stock splits improve liquidity? R Goyenko, CW Holden, A Ukhov EFA 2006 Zurich Meetings Paper, 2006 | 49 | 2006 |
| Disagreement in the equity options market and stock returns B Golez, R Goyenko The Review of Financial Studies 35 (3), 1443-1479, 2022 | 27 | 2022 |
| Options illiquidity: Determinants and implications for stock returns R Goyenko, C Ornthanalai, S Tang Rotman School of Management Working Paper, 2015 | 19 | 2015 |
| Do Option-Based Measures of Stock Mispricing Find Investment Opportunities or Market Frictions? M Cremers, R Goyenko, P Schultz, S Szaura Ruslan and Schultz, Paul and Szaura, Stephen, Do Option-Based Measures of …, 2019 | 8 | 2019 |
| Option returns: Closing prices are not what you pay R Goyenko, C Zhang Unpublished working paper. McGill University, 2019 | 7 | 2019 |
