Dmitriy Muravyev
Assistant Professor of Finance at Carroll School of Management
Schools
- Carroll School of Management
Links
Biography
Carroll School of Management
EDUCATION
Ph.D., University of Illinois at Urbana-Champaign
M.A., New Economics School (Moscow, Russia)
M.S., B.S., Lomonosov Moscow State University (Moscow, Russia)
EXPERTISE/RESEARCH INTERESTS
Professor Dmitriy Muravyev’s research interests are in the areas of empirical derivatives, market microstructure, and asset pricing. Recently, he has studied the determinants of risk-premium and trading costs in the options market, information flows between options and the underlying stocks, and the link between textual information and asset prices.
SELECTED PUBLICATIONS
- "Is There Price Discovery in Equity Options?" (with Neil Pearson and John Paul Broussard), Journal of Financial Economics, forthcoming.
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