Freshmen Faculty
Dmitriy Muravyev
Assistant Professor, Finance
Ph.D. in Finance, University of Illinois at Urbana-Champaign
Representative publication: “Is There Price Discovery in Equity Options?” (with Neil Pearson and John Paul Broussard), Journal of Financial Economics, forthcoming
My research interests are in the areas of empirical derivatives, market microstructure, and asset pricing. Recently, I have studied causes of risk-premium and trading costs in the options market, the flow of information between options and the underlying stocks, and the link between textual information and asset prices.