Dmitriy Muravyev B
Eli Broad College of Business
Michigan State University
Dmitriy Muravyev

Dmitriy Muravyev
CV
Google Scholar, SSRN

Associate Professor of Finance, Pasant Research Fellow
Associate Fellow, Canadian Derivatives Institute
Co-organizer: Virtual Derivatives Workshop

Research Interests
Asset Pricing, Derivatives, High-Frequency Data, Applied Machine Learning

Contact Information
Email: muravyev@msu.edu

Eli Broad Graduate School of Management,
Michigan State University
Finance Department, 341 Eppley Center
East Lansing, MI, 48824


Published Papers
Working Papers
  • Informed Trading Intensity, with Vincent Bogousslavsky and Slava Fos
    R&R at Journal of Finance
    Video
    We introduce a new measure of informed trading ('ITI') that uses ML to learn from the data by comparing days with and without informed trading.
    Conferences & Seminars: Boston College, Michigan State, Florida State, SAFE Microstructure Conference, NBER Big Data for Financial Economics 2021