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

731

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: 05 Jan 2021
Paul Borochin and Stephen Rush
University of Miami - Department of Finance and Bowling Green State University - Department of Finance
Downloads 417 (87,705)

Abstract:

Loading...

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 133 (266,239)

Abstract:

Loading...

3.

A Network Analysis of Information Diffusion in the Financial Sector

University of Miami Business School Research Paper No. 3516784
Number of pages: 38 Posted: 06 Feb 2020 Last Revised: 05 Jan 2021
Paul Borochin and Stephen Rush
University of Miami - Department of Finance and Bowling Green State University - Department of Finance
Downloads 109 (307,484)

Abstract:

Loading...

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 72 (397,122)

Abstract:

Loading...

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:

Loading...

Liquidity, Fixed Income