Vincent Gregoire

HEC Montreal - Department of Finance

3000 Chemin de la Cote-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 26,628

SSRN RANKINGS

Top 26,628

in Total Papers Downloads

1,742

SSRN CITATIONS
Rank 40,025

SSRN RANKINGS

Top 40,025

in Total Papers Citations

6

CROSSREF CITATIONS

7

Scholarly Papers (8)

1.

Inverted Fee Structures, Tick Size, and Market Quality

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 23 Mar 2017 Last Revised: 10 Sep 2018
Carole Comerton-Forde, Vincent Gregoire and Zhuo Zhong
UNSW Business School, HEC Montreal - Department of Finance and University of Melbourne - Department of Finance
Downloads 499 (55,464)
Citation 4

Abstract:

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exchange fees, inverted venues, dark trading

2.

Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 42 Posted: 03 Dec 2015 Last Revised: 30 Aug 2018
Oliver Boguth, Vincent Gregoire and Charles Martineau
Arizona State University (ASU) - Finance Department, HEC Montreal - Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 421 (68,365)
Citation 7

Abstract:

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Federal Reserve, Press Conferences, Transparency, Uncertainty, Attention, Risk Premium

3.

How Is Earnings News Transmitted to Stock Prices?

Number of pages: 48 Posted: 01 Nov 2017 Last Revised: 21 Jun 2019
Vincent Gregoire and Charles Martineau
HEC Montreal - Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 289 (105,320)
Citation 2

Abstract:

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after-hours trading, disclosure, earnings announcements, liquidity, price discovery

4.

Price Revelation from Insider Trading: Evidence from Hacked Earnings News

Number of pages: 55 Posted: 16 Apr 2019 Last Revised: 21 Jun 2019
Pat Akey, Vincent Gregoire and Charles Martineau
University of Toronto - Rotman School of Management, HEC Montreal - Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 176 (170,448)

Abstract:

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cyber risks, earnings announcements, insider trading, market price efficiency

5.

The Rise of Passive Investing and Index-linked Comovement

Number of pages: 46 Posted: 12 Aug 2013 Last Revised: 01 Sep 2019
Vincent Gregoire
HEC Montreal - Department of Finance
Downloads 145 (200,810)
Citation 1

Abstract:

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Indexing, Comovement, Asset Pricing, General Equilibrium

6.

Do Mutual Fund Managers Adjust NAV for Stale Prices?

Number of pages: 38 Posted: 16 Sep 2011 Last Revised: 17 Aug 2013
Vincent Gregoire
HEC Montreal - Department of Finance
Downloads 104 (257,905)

Abstract:

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Exchange traded funds, mutual funds, fair value pricing, market timing

7.

Price Pressure and Efficiency on FOMC Announcements

Number of pages: 45 Posted: 02 Apr 2019
Oliver Boguth, Vincent Gregoire and Charles Martineau
Arizona State University (ASU) - Finance Department, HEC Montreal - Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 64 (345,095)

Abstract:

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FOMC announcements, market efficiency, price discovery, price pressure

8.

Double Bonus? Implicit Incentives for Money Managers with Explicit Incentives

Number of pages: 40 Posted: 06 Jun 2017 Last Revised: 04 Jul 2019
Vincent Gregoire and Juan M. Sotes-Paladino
HEC Montreal - Department of Finance and Universidad de los Andes, Chile
Downloads 44 (409,144)

Abstract:

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money management, performance fees, fund flows, managerial incentives