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
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in Total Papers Downloads

3,189

SSRN CITATIONS
Rank 30,834

SSRN RANKINGS

Top 30,834

in Total Papers Citations

14

CROSSREF CITATIONS

10

Scholarly Papers (10)

1.

Macroeconomic Attention and Announcement Risk Premia

5th ASU Sonoran Winter Finance Conference
Number of pages: 53 Posted: 15 Dec 2015 Last Revised: 24 Mar 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 729 (37,129)

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 480 (63,829)
Citation 15

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: 22 Jun 2020
Vincent Gregoire and Charles Martineau
HEC Montreal - Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 426 (73,805)
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: 90 Posted: 16 Apr 2019 Last Revised: 29 May 2020
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 384 (83,865)

Abstract:

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

5.

The Evolution of Financial Market Efficiency: Evidence from Earnings Announcements

Number of pages: 51 Posted: 06 Feb 2018 Last Revised: 20 May 2020
Charles Martineau
University of Toronto - Rotman School of Management and UTSC Management
Downloads 369 (87,843)
Citation 4

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earnings announcements, market efficiency, price discovery, price informativeness

6.

Crowded Analyst Coverage

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 46 Posted: 29 Apr 2019 Last Revised: 23 Mar 2020
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 244 (136,401)

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: 09 Jul 2020
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 233 (142,692)
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 112 (265,233)
Citation 1

Abstract:

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Cross-listing, political institutions, legal institutions

9.

The Time Series of CAPM-Implied Returns

Number of pages: 43 Posted: 02 Apr 2019 Last Revised: 16 Apr 2020
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 109 (270,433)
Citation 1

Abstract:

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Capital asset pricing model, cross-section of stock returns

10.

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 103 (281,255)
Citation 1

Abstract:

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FOMC announcements, market efficiency, price discovery, price pressure