Dr. Grigori Erenburg

Department Chair / Associate Professor

Office: FB312

Phone: 4569

E-mail: gerenbur@uwo.ca / EBMChair@kings.uwo.ca

Website: http://publish.uwo.ca/~gerenbur/

Research Interests:

Market Microstructure, Investments, Derivatives

Education:

BA - Economics and Mathematics - Novosibirsk State University
MA  - Economics and Finance - State University of New York (SUNY) at Binghamton
PhD  - Finance - State University of New York (SUNY) at Binghamton

Courses Taught:
  • MOS 3310 - Finance for Management and Organizational Studies
  • MOS 3312 - Derivative Securities Markets
Selected Publications:

“Do Marketing Media Have Life Cycles? The Case of Product Placement in Movies,” Journal of Marketing (with Ekaterina V. Karniouchina and Can Uslay), 2011.

“Electronic Limit Order Book And Order Submission Choice Around Macroeconomic News,” Review of Financial Economics (with Dennis Lasser), 2009.

 “Trading around macroeconomic announcements: Are all traders created equal?” Journal of Financial Intermediation (with Alexander Kurov and Dennis Lasser), 2006.

“Competition for Order Flow, Market Quality, and Price Discovery in the Nasdaq 100 Index Tracking Stock,” Journal of Financial Research (with Yiuman Tse), 2003.