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Vincent Grégoire
Vincent Grégoire
Verified email at hec.ca - Homepage
Title
Cited by
Cited by
Year
Using copulas to model price dependence in energy markets
V Grégoire, C Genest, M Gendron
Energy risk 5 (5), 58-64, 2008
1012008
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
802019
Inverted fee structures, tick size, and market quality
C Comerton-Forde, V Grégoire, Z Zhong
Journal of Financial Economics 134 (1), 141-164, 2019
65*2019
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
23*2022
How Is Earnings News Transmitted to Stock Prices?
V Gregoire, C Martineau
Journal of Accounting Research 60 (1), 261-297, 2022
202022
Noisy FOMC Returns
O Boguth, V Grégoire, C Martineau
Available at SSRN, 2022
7*2022
The rise of passive investing and index-linked comovement
V Grégoire
The North American Journal of Economics and Finance 51, 101059, 2020
6*2020
Do Mutual Fund Managers Adjust NAV for Stale Prices?
V Grégoire
Available at SSRN 1928321, 2013
62013
HFTViz: Visualization for the exploration of high frequency trading data
J Yaali, V Grégoire, T Hurtut
Information Visualization 21 (2), 182-193, 2022
12022
Alternative Data
V Grégoire, N Jepson
Big Data in Finance: Opportunities and Challenges of Financial …, 2022
2022
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
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Articles 1–14