Bruce D. Grundy

3.6k total citations · 1 hit paper
49 papers, 2.4k citations indexed

About

Bruce D. Grundy is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Bruce D. Grundy has authored 49 papers receiving a total of 2.4k indexed citations (citations by other indexed papers that have themselves been cited), including 36 papers in Finance, 23 papers in Accounting and 18 papers in Economics and Econometrics. Recurrent topics in Bruce D. Grundy's work include Financial Markets and Investment Strategies (24 papers), Corporate Finance and Governance (19 papers) and Financial Reporting and Valuation Research (9 papers). Bruce D. Grundy is often cited by papers focused on Financial Markets and Investment Strategies (24 papers), Corporate Finance and Governance (19 papers) and Financial Reporting and Valuation Research (9 papers). Bruce D. Grundy collaborates with scholars based in Australia, Netherlands and United States. Bruce D. Grundy's co-authors include J. Spencer Martin, Maureen F. McNichols, George M. Constantinides, Patrick Verwijmeren, Zvi Wiener, Yaacov Z. Bergman, Bryan Lim, Qi Zeng, Hui Li and Robert F. Stambaugh and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Bruce D. Grundy

46 papers receiving 2.2k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing

2001 716 citations Bruce D. Grundy et al. Review of Financial Studies profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Bruce D. Grundy Australia	19	2.1k	1.1k	1.1k	386	309	49	2.4k
Vikas Agarwal United States	28	3.3k 1.6×	1.8k 1.6×	1.8k 1.6×	314 0.8×	272 0.9×	89	3.7k
Jules H. van Binsbergen United States	21	2.0k 0.9×	1.2k 1.1×	1.3k 1.2×	220 0.6×	397 1.3×	75	2.5k
F. Douglas Foster Australia	16	2.3k 1.1×	996 0.9×	1.5k 1.4×	365 0.9×	114 0.4×	50	2.6k
Steven Thorley United States	22	2.1k 1.0×	780 0.7×	1.5k 1.4×	515 1.3×	153 0.5×	50	2.5k
Bing Liang United States	24	2.1k 1.0×	1.1k 1.0×	1.1k 1.0×	176 0.5×	168 0.5×	59	2.3k
Allen M. Poteshman United States	19	2.1k 1.0×	983 0.9×	1.1k 1.0×	155 0.4×	254 0.8×	29	2.3k
Bing Han Canada	24	1.8k 0.8×	915 0.8×	1.1k 1.0×	241 0.6×	170 0.6×	77	2.2k
Robert F. Dittmar United States	18	2.7k 1.3×	820 0.7×	1.5k 1.4×	227 0.6×	327 1.1×	38	3.0k
J. Spencer Martin United States	21	4.4k 2.0×	1.9k 1.6×	2.0k 1.8×	561 1.5×	445 1.4×	38	4.8k
Charles Trzcinka United States	20	2.8k 1.3×	1.8k 1.6×	1.5k 1.3×	289 0.7×	376 1.2×	47	3.3k

Countries citing papers authored by Bruce D. Grundy

Since Specialization

Citations

This map shows the geographic impact of Bruce D. Grundy's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bruce D. Grundy with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bruce D. Grundy more than expected).

Fields of papers citing papers by Bruce D. Grundy

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bruce D. Grundy. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bruce D. Grundy. The network helps show where Bruce D. Grundy may publish in the future.

Co-authorship network of co-authors of Bruce D. Grundy

This figure shows the co-authorship network connecting the top 25 collaborators of Bruce D. Grundy. A scholar is included among the top collaborators of Bruce D. Grundy based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bruce D. Grundy. Bruce D. Grundy is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Grundy, Bruce D., Sjoerd van Bekkum, & Patrick Verwijmeren. (2024). Complementarity of sovereign and corporate debt issuance: mind the gap. European Finance Review. 28(4). 1187–1213. 2 indexed citations

2.

Li, Hui & Bruce D. Grundy. (2022). The effect of investor sentiment and the structure of shareholder ownership on corporate investment. International Journal of Managerial Finance. 19(1). 155–172. 3 indexed citations

3.

Grundy, Bruce D., et al.. (2022). Intermediary Frictions and Asset Pricing. SSRN Electronic Journal. 1 indexed citations

4.

Grundy, Bruce D., et al.. (2022). Understanding Risk Disclosures and Exposures: Insights from a Novel Measure of Information Content. SSRN Electronic Journal. 1 indexed citations

5.

Grundy, Bruce D., et al.. (2020). Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market. Management Science. 66(9). 3903–3926. 41 indexed citations

6.

Bekkum, Sjoerd van, Bruce D. Grundy, & Patrick Verwijmeren. (2019). The Importance of Sovereign Reference Rates for Corporate Debt Issuance: Mind the Gap. SSRN Electronic Journal. 3 indexed citations

7.

Grundy, Bruce D. & Patrick Verwijmeren. (2017). The External Financing of Investment. SSRN Electronic Journal. 1 indexed citations

8.

Grundy, Bruce D., et al.. (2013). Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis. Journal of Financial Economics. 110(2). 347–357. 111 indexed citations

9.

Grundy, Bruce D. & Patrick Verwijmeren. (2012). Dividend-Protected Convertible Bonds and the Disappearance. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam). 1 indexed citations

10.

Brown, Stephen J., Bruce D. Grundy, Craig M. Lewis, & Patrick Verwijmeren. (2012). Convertibles and Hedge Funds as Distributors of Equity Exposure. Review of Financial Studies. 25(10). 3077–3112. 64 indexed citations

11.

Grundy, Bruce D., et al.. (2012). Stock Returns and the Miller-Modigliani Valuation Formula: Revisiting the Fama-French Analysis. SSRN Electronic Journal. 27 indexed citations

12.

Brown, Stephen J., Bruce D. Grundy, Craig M. Lewis, & Patrick Verwijmeren. (2011). Convertibles and Hedge Funds as Distributors of Equity Exposure. SSRN Electronic Journal. 15 indexed citations

13.

Wong, George, Xin Chang, & Bruce D. Grundy. (2010). Multiplicative Risk Prudence, Inflation Uncertainty and the Real Risk-Free Rate Puzzle. SSRN Electronic Journal. 1 indexed citations

14.

Grundy, Bruce D., et al.. (2009). Investor Sentiment, Executive Compensation, and Corporate Investment. SSRN Electronic Journal. 4 indexed citations

15.

Grundy, Bruce D.. (2007). So You Want To Be A Journalist?. Cambridge University Press eBooks. 1 indexed citations

16.

Beal, Diana, Sarath Delpachitra, & Bruce D. Grundy. (2005). Disclosure, Hidden Charges and Indexed Pensions. Agenda - A Journal of Policy Analysis and Reform. 12(1). 1 indexed citations

17.

Grundy, Bruce D. & Zvi Wiener. (1999). Theory of Rational Option Pricing: II. SSRN Electronic Journal.

18.

Grundy, Bruce D. & Zvi Wiener. (1996). The Analysis of VAR, Deltas and State Prices: A New Approach. SSRN Electronic Journal. 6 indexed citations

19.

Bergman, Yaacov Z., Bruce D. Grundy, & Zvi Wiener. (1996). General Properties of Option Prices. The Journal of Finance. 51(5). 1573–1573. 61 indexed citations

20.

Chen, Nai‐Fu, Bruce D. Grundy, & Robert F. Stambaugh. (1990). Changing Risk, Changing Risk Premiums, and Dividend Yield Effects. The Journal of Business. 63(S1). S51–S51. 70 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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