Research

Some of my papers are posted on the Social Science Research Network (SSRN) and I am on ResearchGate as well.

Albert Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Sebastian Neususs, Michael Razen, Utz Weitzel, Stephen Rush, et al (2023). Non-Standard Errors. Journal of Finance. Forthcoming.

Paul Borochin, Stephen Rush (2022). Conditional Correlation Network Data from the Financial Sector. Data in Brief. 41.

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Paul Borochin, Stephen Rush (2022). Information Networks in the Financial Sector and Systemic Risk. Journal of Banking and Finance. 134.

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Elias Haddad, Stephen Rush (2021). Asset Pricing and the Merton Model.

Hervin Singh, Stephen Rush (2021). Value Regimes.

Stephen Rush (2021). Pandemic Effects on Robinhood Trading.

Paul Borochin, Stephen Rush (2019). Identifying and Pricing Adverse Selection Risk with VPIN.

Stephen Rush (2019). Currency Risk and Information Diffusion.

Stephen Rush (2018). The Bond Coupon’s Impact on Liquidity. The Journal of Fixed Income. 27 (4), 34-39.

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David Louton, Joseph McCarthy, Stephen Rush, Hakan Saraoglu, Ognjen Sosa (2012). Tactical asset allocation for US pension investors: How tactical should the plan be?. Journal of Asset Management. 16, 427-436.

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Sam Mirmirani, Stephen Rush (2009). Can Increased Trade Prevent Conflict with China?. International Business & Economics Research Journal. 8 (2).

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