Grant Sullivan specializes in equity market structure, valuation compression dynamics, and capital flow behavior across developed and emerging markets. His research examines how interest rate cycles, liquidity regimes, and institutional asset allocation shifts influence share pricing at a structural level.

Grant focuses on mechanism-driven analysis rather than speculative forecasting. His framework integrates equity risk premium modeling, duration sensitivity analysis, and macroeconomic transmission channels to explain how systemic changes reshape valuation across sectors and capital markets.