Vincent Grégoire
Vincent Grégoire
Email verificata su hec.ca - Home page
Titolo
Citata da
Citata da
Anno
Using copulas to model price dependence in energy markets
V Grégoire, C Genest, M Gendron
Energy risk 5 (5), 58-64, 2008
942008
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
33*2019
Inverted fee structures, tick size, and market quality
C Comerton-Forde, V Grégoire, Z Zhong
Journal of Financial Economics 134 (1), 141-164, 2019
27*2019
How Is Earnings News Transmitted to Stock Prices?
V Gregoire, C Martineau
Available at SSRN 3060094, 2020
72020
Retail insider trading and market price efficiency: Evidence from hacked earnings news
P Akey, V Gregoire, C Martineau
Available at SSRN. https://ssrn. com/abstract 3365024, 2019
5*2019
Do Mutual Fund Managers Adjust NAV for Stale Prices?
V Grégoire
Available at SSRN 1928321, 2013
42013
The rise of passive investing and index-linked comovement
V Grégoire
The North American Journal of Economics and Finance 51, 101059, 2020
2*2020
Price Pressure and Efficiency on FOMC Announcements
O Boguth, V Grégoire, C Martineau
Available at SSRN 3350687, 2019
12019
Online Appendix to “The Rise of Passive Investing and Index-linked Comovement”
V Grégoire
2019
Double Bonus? Implicit Incentives for Money Managers with Explicit Incentives
V Gregoire, JM Sotes-Paladino
Implicit Incentives for Money Managers with Explicit Incentives (July 2, 2019), 2019
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
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–12