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Carroll School of Management

Dmitriy Muravyev

assistant professor - finance department

Dmitriy Muravyev

Fulton Hall 346
617.552.0883
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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.