• KY16 9AL

    United Kingdom

Accepting Postgraduate Research Students

PhD projects

1. Exploring new dimensions of informed trading in the options market and exploiting their profitability through various trading strategies.
2. Establishing additional short-term predictability channels between stock and options markets.
3. Developing novel measures of sentiment and dispersion of beliefs in the options markets and examining their predictability power for crash risk premia.
4. Investigating the trading patterns of hedge and mutual funds and identifying their contribution to existing asset pricing anomalies.

Personal profile

Research overview

Ruslan’s research interests are tightly related to derivative markets and empirical asset pricing. His recent work contributes to the understanding of how various measures of options investors’ beliefs affect future firm and stock market performance. Currently, Ruslan is examining the interdependency between crash risk premia embedded in options prices and momentum profits. Overall, a key area of Ruslan’s expertise lies in establishing novel predictability links between different markets, with a special emphasis on the development of profitable trading strategies based on observed anomalies.

Research interests

Empirical Asset Pricing, Options Market, Behavioural Finance, Active Investing, Asset Management.


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