Bruce D. Grundy

16 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7438-1374

Department of Finance, University of Melbourne , Victoria 3010, Australia

Publications

• Complementarity of sovereign and corporate debt issuance: mind the gap — Review of Finance 2024
• Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market — Management Science 2020
• Can Socially Responsible Firms Survive Competition? An Analysis of Corporate Employee Matching Grant Schemes — Review of Finance 2019
• The buyers’ perspective on security design: Hedge funds and convertible bond call provisions — Journal of Financial Economics 2018
• Disappearing Call Delay and Dividend-Protected Convertible Bonds — The Journal of Finance 2016
• Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis — Journal of Financial Economics 2013
• Convertibles and Hedge Funds as Distributors of Equity Exposure — The Review of Financial Studies 2012
• Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban — Journal of Financial Economics 2012
• Stock Market Volatility in a Heterogeneous Information Economy — Journal of Financial and Quantitative Analysis 2002
• Merton H. Miller: His Contribution to Financial Economics — The Journal of Finance 2001
• Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing — The Review of Financial Studies 2001
• General Properties of Option Prices — The Journal of Finance 1996
• Option Prices and the Underlying Asset's Return Distribution — The Journal of Finance 1991
• Optimal Investment with Stock Repurchase and Financing as Signals — The Review of Financial Studies 1989
• Trade and the Revelation of Information through Prices and Direct Disclosure — The Review of Financial Studies 1989
• Opacity, signaling, and bail-ins — Review of Finance