Stephen Rush

Bowling Green State University - Department of Finance

Assistant Professor

212 Business Administration

Bowling Green, OH 43403

United States

http://bgsu.edu

Vietnam National University - Ho Chi Minh City (VNU-HCM) - University of Economics and Law

Associate Professor

Vietnam National University - Ho Chi Minh City

Linh Xuan Ward, Thu Duc

Ho Chi Minh City

Vietnam

http://uel.edu.vn

SCHOLARLY PAPERS

5

DOWNLOADS

637

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Identifying and Pricing Adverse Selection Risk with VPIN

Number of pages: 36 Posted: 29 Apr 2015 Last Revised: 20 Jan 2020
Paul Borochin and Stephen Rush
University of Miami - Department of Finance and Bowling Green State University - Department of Finance
Downloads 379 (88,214)

Abstract:

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Asset Pricing, VPIN, Adverse Selection, Informed Trading, Market Microstructure

2.

Tactical Asset Allocation for U.S. Pension Investors: How Tactical Should the Plan Be?

Number of pages: 24 Posted: 27 Jul 2015
Bryant University - Department of Finance, Bryant University, Bowling Green State University - Department of Finance, Bryant University - Department of Finance and Fidelity Investments
Downloads 97 (303,454)

Abstract:

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3.

A Network Analysis of Information Diffusion in the Financial Sector

University of Miami Business School Research Paper No. 3516784
Number of pages: 35 Posted: 06 Feb 2020
Paul Borochin and Stephen Rush
University of Miami - Department of Finance and Bowling Green State University - Department of Finance
Downloads 90 (318,368)

Abstract:

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Asset Pricing, Network Analysis, VPIN, Systemic Risk

4.

Currency Risk and Information Diffusion

Number of pages: 16 Posted: 27 Jul 2015
Stephen Rush
Bowling Green State University - Department of Finance
Downloads 71 (366,023)

Abstract:

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Asset Pricing, International CAPM, VPIN, Market Microstructure

5.

The Bond Coupon's Impact on Liquidity

Posted: 30 Apr 2015
Stephen Rush
Bowling Green State University - Department of Finance

Abstract:

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Liquidity, Fixed Income