Name
MARTINEAU, Charles
Position and Affiliated Institution
Assistant Professor of Finance, University of Toronto
Degree
Ph.D. Business Administration, specialization finance University of British Columbia
Research Topic
Empirical Asset Pricing
Fields of Research Interests
Microstructure, Information economics
Academic Publications
- Macroeconomic Attention and Announcement Risk Premia Review of Financial Studies, 35 (2022), 5057-5093 With Adlai Fisher and Jinfei Sheng [RFS] [SSRN] [Internet appendix] [MAI data]
- Price Revelation from Insider Trading: Evidence from Hacked Earnings News Journal of Financial Economics, 143 (2022), 1162-1184 With Pat Akey and Vincent Gregoire [JFE] [SSRN] [SocArXiv] Media coverage: Bloomberg, Columbia Law School Blog
- Explaining the Failure of the Unconditional CAPM with the Conditional CAPM Management Science, forthcoming With Michael Hasler [MS] [SSRN] [Internet Appendix]
- How is Earnings News Transmitted to Stock Prices? Journal of Accounting Research, 60 (2022), 261-297 With Vincent Gregoire [JAR] [SSRN] [Internet appendix] [Github]
- Rest in Peace Post-Earnings Announcement Drift Critical Finance Review, 11 (2022), 613-646 [CFR] [SSRN] [SocArXiv] [Internet appendix]
- Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences, Journal of Financial and Quantitative Analysis, 54 (2019), 2327-2353
Honors
SSHRC Insight Grants recipient Canadian Securities Institute research award recepient
Other Interests
Vintage watches, Music
