Charles Martineau

University of Toronto - Rotman School of Management and UTSC Management

Assistant Professor of Finance

105 St-George

Toronto, Ontario M5S3E6

Canada

http://charlesmartineau.com

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 18,542

SSRN RANKINGS

Top 18,542

in Total Papers Downloads

2,666

SSRN CITATIONS
Rank 33,289

SSRN RANKINGS

Top 33,289

in Total Papers Citations

10

CROSSREF CITATIONS

9

Scholarly Papers (10)

1.

Macroeconomic Attention: A State Variable for Announcement Risk Premia?

2017 Financial Intermediation Research Society Conference, 2016 ASU Sonoran Winter Finance Conference
Number of pages: 49 Posted: 15 Dec 2015 Last Revised: 13 Jan 2020
Adlai J. Fisher, Charles Martineau and Jinfei Sheng
University of British Columbia (UBC) - Sauder School of Business, University of Toronto - Rotman School of Management and UTSC Management and University of California, Irvine - Paul Merage School of Business
Downloads 684 (38,100)

Abstract:

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macroeconomic attention, announcement risk premia, endogenous attention, macroeconomic fundamentals

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 456 (64,280)
Citation 11

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: 54 Posted: 01 Nov 2017 Last Revised: 15 Dec 2019
Vincent Gregoire and Charles Martineau
HEC Montreal - Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 349 (88,369)
Citation 1

Abstract:

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

4.

The Evolution of Financial Market Efficiency: Evidence from Earnings Announcements

Number of pages: 48 Posted: 06 Feb 2018 Last Revised: 25 Nov 2019
Charles Martineau
University of Toronto - Rotman School of Management and UTSC Management
Downloads 313 (99,454)
Citation 2

Abstract:

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disclosure, earnings announcements, market efficiency, price discovery, price informativeness

5.

Price Revelation from Insider Trading: Evidence from Hacked Earnings News

Number of pages: 57 Posted: 16 Apr 2019 Last Revised: 28 Oct 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 291 (108,023)

Abstract:

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

6.

Crowded Analyst Coverage

Paris December 2019 Finance Meeting
Number of pages: 44 Posted: 29 Apr 2019 Last Revised: 21 Oct 2019
Charles Martineau and Marius Zoican
University of Toronto - Rotman School of Management and UTSC Management and University of Toronto at Mississauga - Department of Management
Downloads 188 (165,749)

Abstract:

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analyst coverage, rational inattention, career concerns, information processing, learning

7.

Does the CAPM Predict Returns?

Number of pages: 52 Posted: 22 Apr 2019 Last Revised: 26 Dec 2019
Michael Hasler and Charles Martineau
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 157 (194,031)
Citation 3

Abstract:

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capital asset pricing model, predictability, cross-section of stock returns

8.

Do Political Institutions Affect the Choice of the U.S. Cross-Listing Venue?

Journal of Multinational Financial Management, Vol. 27, 2014
Number of pages: 44 Posted: 15 Feb 2012 Last Revised: 08 Feb 2016
Jean-Claude Cosset, Charles Martineau and Anis Samet
HEC Montreal, University of Toronto - Rotman School of Management and UTSC Management and American University of Sharjah - School of Business and Management
Downloads 109 (257,518)
Citation 1

Abstract:

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Cross-listing, political institutions, legal institutions

9.

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 90 (292,576)
Citation 1

Abstract:

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FOMC announcements, market efficiency, price discovery, price pressure

10.

Does the CAPM Hold? A Time-Series Perspective

Number of pages: 46 Posted: 02 Apr 2019 Last Revised: 04 Dec 2019
Michael Hasler and Charles Martineau
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 29 (492,035)
Citation 1

Abstract:

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Capital asset pricing model, cross-section of stock returns