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Charles Martineau

University of Toronto - Rotman School of Management

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

The Attention-Based Excess Bond Premium

Number of pages: 72 Posted: 05 Dec 2024 Last Revised: 25 Nov 2025
Kevin Benson, Ing-Haw Cheng, John C. Hull, Charles Martineau, Yoshio Nozawa, Vasily Strela, Yuntao Wu and Jun Yuan
Royal Bank of Canada, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto, Royal Bank of Canada, University of Toronto and University of Toronto
Downloads 304 (252,268)

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Excess bond premium, textual analysis, credit spreads, macroeconomy, growth, LASSO, news, politics

2.

Measuring Price Effects of Multilingual Global News with Large Language Models

Number of pages: 70 Posted: 12 Dec 2025 Last Revised: 10 Jun 2026
Kevin Benson, Ing-Haw Cheng, Maurice Granger, John C. Hull, Charles Martineau, Yoshio Nozawa, Vasily Strela, Yuntao Wu and Jun Yuan
Royal Bank of Canada, University of Toronto - Rotman School of Management, Royal Bank of Canada, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto, Royal Bank of Canada, University of Toronto and University of Toronto
Downloads 290 (274,231)

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Large Language Models, International Finance, Textual Analysis