MS1 en-us
MS2 Associate Professor (m)
MS3 Associate Professor (m)
MS4 Associate Professor
MS2 Associate Professor (m)
MS3 Associate Professor (m)
MS4 Associate Professor
Gunnar Grass
Associate Professor, Department of Finance
![Gunnar Grass Gunnar Grass](https://www.hec.ca/en/profs/gunnar.grass.jpg)
Contact information
HEC Montréal3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7
Email : gunnar.grass@hec.ca
Phone : 514 340-1540
Secretary: 514 340-6823
Fax : 514 340-5632
Office : 4.222
Personal page
Education
- Dr. rer. pol. (Ph.D. equivalent postgraduate studies in Finance), European Business School – Germany
- Diplom-Kaufman (Master-level degree in business administration and finance), European Business School – Germany
This publication selection covers the last five years.
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Journal articles (2)
CENESIZOGLU, Tolga, JENA, Sanjay Dominik, GRASS, Gunnar, AHABCHANE, Chahid;
« Reducing transaction costs using intraday forecasts of limit order book slopes »,
Journal of Forecasting, 2025, p. 1-27 (status : online).
AUGUSTIN, Patrick, BRENNER, Menachem, GRASS, Gunnar, ORLOWSKI, Piotr, SUBRAHMANYAM, Marti G.;
« Informed options strategies before corporate events »,
Journal of Financial Markets, vol. 63, 2023, p. 1-34.
This selection of supervision activities covers the last five years.
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Supervised project supervision – MSc in Management (2)
The use of real options in aircraft purchase projects at Air Canada - A proof of concept using the 737 Max business case , by Virgilio B. Pasin
September 2020
September 2020
L'estimation du risque de liquidité avec l'identification par hétéroscédasticité , by Alexis Perth
September 2018
September 2018
Winter 2024
FINA 10200A
FINA 60201A
FINA 60201