Anthony Sanford

Assistant Professor,  Department of Finance

Anthony Sanford

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email : anthony.sanford@hec.ca
Phone : 514 340-6421
Secretary: 514 340-6823
Fax : n/a
Office : 4.220

Personal page

Other title(s)

  • Forthcoming

Education

  • PhD (Economics), University of Washington
  • M.A. (Economics), University of Washington
  • MSc (Finance), Seattle University
  • BComm (Finance and Economics), Concordia University

Current research

  • Forthcoming

This publication selection covers the last five years.


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Journal articles (6)


GRÉGOIRE, Vincent, SANFORD, Anthony, KHAN, Saad Ali et al.; « Non-Standard Errors », Journal of Finance, 2024 (status : in press).

SANFORD, Anthony; « State price density estimation with an application to the recovery theorem », Studies in Nonlinear Dynamics and Econometrics, vol. 27, no 1, 2023, p. 97-115.

SANFORD, Anthony, TREMBLAY-BOIRE, Joannie; « Investor reactions to board changes: does gender matter? », Applied Economics Letters, 2023 (status : online).

SANFORD, Anthony; « Optimized portfolio using a forward-looking expected tail loss », Finance Research Letters, vol. 46, no Part B, 2022, p. 1-6.

SANFORD, Anthony; « Does Perception Matter in Asset Pricing? Modeling Volatility Jumps Using Twitter-Based Sentiment Indices », Journal of Behavioral Finance, vol. 23, no 3, 2022, p. 262-280.

SANFORD, Anthony, YANG, Mu-Jeung; « Corporate investment and growth opportunities: The role of R&D-capital complementarity », Journal of Corporate Finance, vol. 72, 2022, p. 1-18.


This selection of supervision activities covers the last five years.

Winter 2024

Fall 2023

Winter 2023

Fall 2022

FINA 80223A

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