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

9

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Top 26,795

in Total Papers Downloads

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CITATIONS

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Scholarly Papers (9)

1.

Macroeconomic Attention and the Stock Market

2017 Financial Intermediation Research Society Conference, 2016 ASU Sonoran Winter Finance Conference
Number of pages: 51 Posted: 15 Dec 2015 Last Revised: 06 Feb 2019
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 613 (41,308)

Abstract:

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Attention Dynamics, Macroeconomic Fundamentals, Stock Market

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 387 (73,362)

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: 49 Posted: 01 Nov 2017 Last Revised: 10 Apr 2019
Vincent Gregoire and Charles Martineau
HEC Montreal - Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 251 (118,237)

Abstract:

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after-hours trading, earnings announcements, liquidity, order flow, price discovery

4.

The Evolution of Financial Market Efficiency: Evidence from Earnings Announcements

Number of pages: 37 Posted: 06 Feb 2018 Last Revised: 02 Feb 2019
Charles Martineau
University of Toronto - Rotman School of Management and UTSC Management
Downloads 206 (143,469)

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

5.

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 108 (244,507)

Abstract:

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Cross-listing, political institutions, legal institutions

6.

The CAPM Holds

Number of pages: 40 Posted: 02 Apr 2019 Last Revised: 04 Apr 2019
Michael Hasler and Charles Martineau
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management and UTSC Management
Downloads 47 (387,528)

Abstract:

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Capital asset pricing model, cross-section of stock returns

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 37 (424,379)

Abstract:

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FOMC announcements, market efficiency, price discovery, price pressure

8.

Retail Insider Trading and Market Price Efficiency: Evidence from Hacked Earnings News

Number of pages: 46 Posted: 16 Apr 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 22 (501,214)

Abstract:

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

9.

Does the CAPM Predict Returns?

Number of pages: 40
Michael Hasler and Charles Martineau
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management and UTSC Management
Downloads 3

Abstract:

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