Shaping expectations and coordinating attention: The unintended consequences of FOMC press conferences O Boguth, V Grégoire, C Martineau Journal of Financial and Quantitative Analysis 54 (6), 2327-2353, 2019 | 114 | 2019 |
Using copulas to model price dependence in energy markets V Grégoire, C Genest, M Gendron Energy risk 5 (5), 58-64, 2008 | 107 | 2008 |
Inverted fee structures, tick size, and market quality C Comerton-Forde, V Grégoire, Z Zhong Journal of Financial Economics 134 (1), 141-164, 2019 | 82* | 2019 |
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 52 | 2024 |
Price revelation from insider trading: Evidence from hacked earnings news P Akey, V Grégoire, C Martineau Journal of Financial Economics 143 (3), 1162-1184, 2022 | 39* | 2022 |
How is earnings news transmitted to stock prices? V Gregoire, C Martineau Journal of Accounting Research 60 (1), 261-297, 2022 | 39 | 2022 |
Noisy FOMC Returns? Information, Price Pressure, and Post-Announcement Reversals O Boguth, AJ Fisher, V Gregoire, C Martineau Information, Price Pressure, and Post-Announcement Reversals (October 5, 2023), 2023 | 13* | 2023 |
The rise of passive investing and index-linked comovement V Grégoire The North American Journal of Economics and Finance 51, 101059, 2020 | 8* | 2020 |
Do Mutual Fund Managers Adjust NAV for Stale Prices? V Grégoire Available at SSRN 1928321, 2013 | 6 | 2013 |
HFTViz: Visualization for the exploration of high frequency trading data J Yaali, V Grégoire, T Hurtut Information Visualization 21 (2), 182-193, 2022 | 3 | 2022 |
Circular Economy: A Fintech Driven Solution for Sustainable Practices V Grégoire, K Guay Fintech and Sustainability: How Financial Technologies Can Help Address …, 2023 | | 2023 |
Size distortions in robust estimators: implications for asset pricing N Harvie, V Gregoire, A Sanford Available at SSRN 4640678, 2023 | | 2023 |
The Diversification Benefits of Cryptocurrencies in Asset Allocation for a US Investor Y Qin, V Grégoire, T Cenesizoglu HEC Montréal, 2022 | | 2022 |
Assessing the Credibility of Anomalies in Asset Pricing Research Y Zhang, V Grégoire, C Martineau HEC Montréal, 2022 | | 2022 |
Alternative Data V Grégoire, N Jepson Big Data in Finance: Opportunities and Challenges of Financial …, 2022 | | 2022 |
Double Bonus? Implicit Incentives for Money Managers with Explicit Incentives V Gregoire, JM Sotes-Paladino Implicit Incentives for Money Managers with Explicit Incentives (June 3, 2021), 2021 | | 2021 |
Online Appendix to “The Rise of Passive Investing and Index-linked Comovement” V Grégoire | | 2019 |
Internet Appendix to Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences O Boguth, V Grégoire, C Martineau | | 2018 |
Essays on passive investing V Grégoire University of British Columbia, 2013 | | 2013 |