assistant professor - finance department
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)
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.
- "Is There Price Discovery in Equity Options?" (with Neil Pearson and John Paul Broussard), Journal of Financial Economics, forthcoming.