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Bruce D. Grundy
ORCID
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 1
Top Topics
Stock Returns
Cross Sectional
Text Classification
Market Data
Top Venues
Manag. Sci.
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Publications
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Luis Goncalves-Pinto
,
Bruce D. Grundy
,
Allaudeen Hameed
,
Thijs van der Heijden
,
Yichao Zhu
Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market.
Manag. Sci.
66 (9) (2020)