名前
MARTINEAU, Charles
所属機関・職
Assistant Professor of Finance, University of Toronto
取得学位
Ph.D. Business Administration, specialization finance University of British Columbia
研究テーマ
Empirical Asset Pricing
研究項目
Microstructure, Information economics
主な研究業績
- 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
受賞歴
SSHRC Insight Grants recipient Canadian Securities Institute research award recepient
趣味 関心
Vintage watches, Music
