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

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2,135

CITATIONS
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SSRN RANKINGS

Top 37,778

in Total Papers Citations

9

Scholarly Papers (10)

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 634 (40,177)
Citation 1

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 407 (70,386)
Citation 8

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 273 (110,121)
Citation 2

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: 40 Posted: 06 Feb 2018 Last Revised: 17 May 2019
Charles Martineau
University of Toronto - Rotman School of Management and UTSC Management
Downloads 236 (129,023)
Citation 1

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: 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 145 (198,458)

Abstract:

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

6.

Crowded Analyst Coverage

Number of pages: 43 Posted: 29 Apr 2019 Last Revised: 02 Jun 2019
Charles Martineau and Marius Zoican
University of Toronto - Rotman School of Management and UTSC Management and University of Toronto - Rotman School of Management
Downloads 112 (241,937)

Abstract:

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

7.

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 (248,292)

Abstract:

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Cross-listing, political institutions, legal institutions

8.

The Dynamic CAPM

Number of pages: 42 Posted: 02 Apr 2019 Last Revised: 05 Jun 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 85 (292,504)
Citation 1

Abstract:

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Capital asset pricing model, cross-section of stock returns

9.

Does the CAPM Predict Returns?

Number of pages: 46 Posted: 22 Apr 2019 Last Revised: 15 Jun 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 78 (308,068)

Abstract:

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capital asset pricing model, predictability, 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 57 (361,042)

Abstract:

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FOMC announcements, market efficiency, price discovery, price pressure