معرفی
Stephen Rush holds academic roles as an Associate Professor at Vietnam National University - Ho Chi Minh City and an Assistant Professor at Bowling Green State University's Department of Finance. He is also the Principal of Liminal Markets. His research focuses on financial markets, systemic risk, and liquidity analysis. Key areas include the impact of information networks on systemic risk, tactical asset allocation strategies for pension funds, and adverse selection risk pricing. Recent work explores currency risk dynamics and bond market liquidity.
His scholarly papers analyze financial market microstructures, econometric models, and systemic risk assessment. Notable contributions include studies on VPIN (Volume-Synchronized Probability of Informed Trading) and the implications of bond coupon structures on liquidity.
