Professor Bruce Grundy received his PhD in Finance from the University of Chicago.
Before moving to the University of Melbourne, he was a faculty member in the Graduate School of Business at Stanford University and the Wharton School of the University of Pennsylvania. He has been a visiting faculty member at the University of Chicago, Goethe University Frankfurt, Singapore Management University, and London Business School.
He is a past Managing Editor of the International Review of Finance and a past Associate Editor of the Journal of Finance, Review of Financial Studies, Journal of Financial Research, Journal of Financial and Quantitative Analysis and Accounting and Finance.
He has published extensively on momentum trading strategies, option pricing, dividend policy, convertible bond pricing and design, hedge funds, rational expectations models, and corporate governance. His current research interests include the information content of option prices and charitable fund raising.
He has consulted for investment banks, corporations, mutual funds and regulators in Australasia, Europe and the US. Professor Grundy has won many teaching and research awards including a Geewax-Terker Prize, Batterymarch Fellowship, Hauck Award, and FIRN Policy Paper Prize.
Presentation Title: Option Prices Contain Information about Temporary Stock Price Pressure