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
- MalekÌýAlkshaik
- GlebÌýKalinin
Selected publications
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Open access
Andreou, P., Lambertides, N., Trigeorgis, L. & Tuneshev, R., 1 Jul 2025, In: Journal of Corporate Finance. 93, 25 p., 102780.
Research output: Contribution to journal › Article › peer-review
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Open access
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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