معرفی
Stephen Rush serves as an Assistant Professor in the Finance Department at Bowling Green State University's Schmidthorst College of Business. His academic expertise spans empirical asset pricing, market microstructure, and computational finance, with research focusing on information diffusion and systemic risk in financial networks.
His research interests center on information asymmetry in capital markets and how market frictions affect information aggregation. Dr. Rush specializes in computationally intensive projects involving large datasets, particularly examining systemic risk through financial network analysis and bond market liquidity dynamics. His work demonstrates strong methodological rigor in network theory and empirical finance.
Dr. Rush's publication record reveals a clear trajectory toward understanding systemic vulnerabilities in financial networks, with recent work published in the Journal of Banking and Finance and Data in Brief. His research bridges theoretical finance with practical market analysis, emphasizing computational approaches to complex financial phenomena.
- Top 2% SSRN author ranking
- 2015 & 2013 UConn Finance Department Outstanding Ph.D. Student Scholar
- 2011 UConn School of Business Ph.D. Fellowship
Dr. Rush directs BGSU's Student Managed Investment Fund through the Portfolio Management course, where students achieve market-beating returns using real capital. His military background as a Marine Corps Intelligence Chief and Platoon Sergeant informs his leadership approach in both classroom and research settings. He previously served as Finance Instructor at UConn and Bryant University.
His professional experience includes equity analysis at Amica Mutual Insurance where he managed $5 billion across portfolios, combining fundamental analysis with algorithmic trading strategies. Dr. Rush holds the Chartered Financial Analyst designation and maintains strong industry connections through his practitioner background.
