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Grundy , Bruce D.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,131 |
Total
Citations
217 |
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1.
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Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing
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Grundy , Bruce D.
University of Melbourne Martin, J. Spencer
University of Melbourne - Faculty of Business and Economics
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Posted:
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02 Jun 98
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Last Revised:
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24 Jul 01
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1,798
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185
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Grundy , Bruce D.
University of Melbourne Martin, J. Spencer
University of Melbourne - Faculty of Business and Economics
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Factor loadings, hedging, momentum
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Grundy , Bruce D.
University of Melbourne Martin, J. Spencer
University of Melbourne - Faculty of Business and Economics
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1,798
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185
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Factor loadings, hedging, momentum
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2.
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Gorton, Gary B.
Yale School of Management Grundy , Bruce D.
University of Melbourne
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467
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3.
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Grundy , Bruce D.
University of Melbourne Lim, Bryan
University of Melbourne - Department of Finance Verwijmeren, Patrick
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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22 Nov 09
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Last Revised:
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22 Dec 11
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374
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18
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short-sale restrictions, option markets, put-call parity
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4.
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Grundy , Bruce D.
University of Melbourne Raaballe, Johannes
University of Aarhus - Department of Management
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349
(40,242)
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Asymmetric Information, Signaling, Real Options, Options
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5.
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Brown, Stephen J.
New York University - Stern School of Business Grundy , Bruce D.
University of Melbourne Lewis, Craig M.
Vanderbilt University - Finance Verwijmeren, Patrick
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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11 Mar 10
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Last Revised:
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23 Nov 12
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263
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Convertible securities, convertible arbitrage, hedge funds
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6.
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Heaney, Richard A.
University of Western Australia Grundy , Bruce D.
University of Melbourne
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186
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crude oil pricing, Hotelling model, Adelman model
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7.
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Grundy , Bruce D.
University of Melbourne Verwijmeren, Patrick
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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29 Feb 12
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Last Revised:
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30 Sep 12
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152
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call policy, dividend protection, convertible securities, security design
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8.
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Aharoni, Gil
University of Melbourne Grundy , Bruce D.
University of Melbourne Zeng, Qi
The University of Melbourne
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06 Apr 11
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Last Revised:
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27 Jun 12
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130
(110,560)
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Book to market, profitability, investment, expected return
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9.
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Grundy , Bruce D.
University of Melbourne Gong, Ning
University of Melbourne
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10 Mar 08
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Last Revised:
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02 Jun 11
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114
(122,817)
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Charitable fundraising, matching grants, public goods
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10.
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Wong, George
The Hong Kong Polytechnic University Chang, Xin
Nanyang Business School Grundy , Bruce D.
University of Melbourne
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95
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Multiplicative risk, Risk prudence, Background risk, Inflation Uncertainty, Risk-free Rate Puzzle, Precautionary savings.
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11.
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Gong, Ning
University of Melbourne Grundy , Bruce D.
University of Melbourne
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19 Feb 12
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Last Revised:
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23 Jan 13
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84
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Employee matching grants, corporate social responsibility, stakeholder society
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12.
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Heaney, Richard A.
University of Western Australia Grundy , Bruce D.
University of Melbourne
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76
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Crude oil price, information efficiency, storage, OPEC, Wall Street Journal
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13.
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Executive Compensation and the Optimality of Managerial Entrenchment
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Versions (2)
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Gorton, Gary B.
Yale School of Management Grundy , Bruce D.
University of Melbourne
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Posted:
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07 Oct 96
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Last Revised:
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25 Mar 08
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43
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6
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Gorton, Gary B.
Yale School of Management Grundy , Bruce D.
University of Melbourne
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43
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Gorton, Gary B.
Yale School of Management Grundy , Bruce D.
University of Melbourne
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14.
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Li, (Michael) Hui
La Trobe University Grundy , Bruce D.
University of Melbourne
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04 Aug 09
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Last Revised:
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15 Aug 10
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15.
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Li, (Michael) Hui
La Trobe University Grundy , Bruce D.
University of Melbourne
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30 Jun 09
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Last Revised:
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31 Jul 09
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Investor Sentiment, Institutional Ownership, Corporate investment, Corporate Governance
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16.
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Grundy , Bruce D.
University of Melbourne Wiener, Zvi
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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17.
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Grundy , Bruce D.
University of Melbourne Wiener, Zvi
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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18.
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General Properties of Option Prices
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Bergman, Yaacov Z.
Hebrew University of Jerusalem - Jerusalem School of Business Administration Grundy , Bruce D.
University of Melbourne Wiener, Zvi
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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Posted:
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26 Jan 96
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Last Revised:
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22 Jun 12
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Bergman, Yaacov Z.
Hebrew University of Jerusalem - Jerusalem School of Business Administration Grundy , Bruce D.
University of Melbourne Wiener, Zvi
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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Bergman, Yaacov Z.
Hebrew University of Jerusalem - Jerusalem School of Business Administration Grundy , Bruce D.
University of Melbourne Wiener, Zvi
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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