Dr Ruslan Tuneshev

Lecturer

Researcher profile

Phone

+44 (0)1334 46 2440

Email

rt65@st-andrews.ac.uk

 

Research areas

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.

PhD supervision

• Malek Alkshaik

Selected publications

• Open access

  Differences in options investors’ expectations and the cross-section of stock returns

  Andreou, P., Kagkadis, A., Philip, D. & Tuneshev, R., Sept 2018, In: Journal of Banking & Finance. 94, p. 315-336

  Research output: Contribution to journal › Article › peer-review

 

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