University of Western Ontario
Grigori Erenburg is Associate Professor of Finance at King’s University College at the University of Western Ontario. Dr. Erenburg’s original and primary specialization is Market Microstructure. His current research interests span an array of topics from various disciplines: finance, marketing, legal studies, accounting, economics and psychology. The unifying theme to all his research projects is the role of market and market participants in information processing. In efficient markets, prices reflect all information relevant to the value of underlying asset and quickly adjust to the new information.
In his research, Dr. Erenburg investigates what makes markets efficient, and how the property of efficient markets to react to new information can be applied to solving problems in different disciplines. Dr. Erenburg published in a number of journals including Journal of Financial Intermediation, Review of Financial Economics, Journal of Empirical Legal Studies, Journal of Marketing, and Quarterly Journal of Finance.