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Vincent Grégoire

Associate Professor,  Department of Finance


Vincent Grégoire

Contact information

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

Email : vincent.3.gregoire@hec.ca
Phone : 514 340-6595
Secretary: 514 340-6823
Fax : n/a
Office : 4.232

Personal page

Education

  • Ph. D. (finance), University of British Columbia
  • M. Sc. (ingénierie financière), Université Laval
  • M. Sc. (génie électrique), Université Laval
  • Chartered Financial Analyst (CFA)

Expertise

  • Information economics
  • Market microstructure
  • Financial big data analytics
  • Cybersecurity and finance
  • Machine learning applications in finance

Current research

  • Forthcoming

This publication selection covers the last five years.


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Journal articles (7)

GRÉGOIRE, Vincent, SANFORD, Anthony, KHAN, Saad Ali et al.; « Non-Standard Errors », Journal of Finance, 2023 (status : in press).

AKEY, Pat, GRÉGOIRE, Vincent, MARTINEAU, Charles; « Price revelation from insider trading: Evidence from hacked earnings news », Journal of Financial Economics, vol. 143, no 3, 2022, p. 1162-1184.

YAALI, Javad, GRÉGOIRE, Vincent, HURTUT, Thomas; « HFTViz: Visualization for the exploration of high frequency trading data », Information Visualization, vol. 21, no 2, 2022, p. 182-193.

GRÉGOIRE, Vincent, MARTINEAU, Charles; « How is Earnings News Transmitted to Stock Prices? », Journal of Accounting Research, vol. 60, no 1, 2022, p. 261-297.

GRÉGOIRE, Vincent; « The Rise of Passive Investing and Index-linked Comovement », The North American Journal of Economics and Finance, vol. 51, 2020, p. 1-16.

BOGUTH, Oliver, GRÉGOIRE, Vincent, MARTINEAU, Charles; « Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences », Journal of Financial and Quantitative Analysis, vol. 54, no 6, 2019, p. 2327-2353.

COMERTON-FORDE, Carole, GRÉGOIRE, Vincent, ZHONG, Zhuo; « Inverted fee structures, tick size, and market quality », Journal of Financial Economics, vol. 134, no 1, 2019, p. 141-164.

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Book chapters (1)

GRÉGOIRE, Vincent, JEPSON, Noah; « Alternative Data », Big Data in Finance : Opportunities and Challenges of Financial Digitalization, Palgrave Macmillan, 2022, p. 13-33.



This award and honor selection covers the last five years.


BOGUTH, Oliver, GRÉGOIRE, Vincent, MARTINEAU, Charles
Best Paper Award in Asset Pricing, Boguth, Oliver and Gregoire, Vincent and Martineau, Charles, Noisy FOMC Returns , Northern Finance Association, 2022

GRÉGOIRE, Vincent
Prix de recherche Chenelière Éducation/Gaëtan Morin 2022, Ce prix souligne l’excellence en ce qui a trait aux publications scientifiques et professionnelles d’un professeur agrégé de HEC Montréal, au cours des trois dernières années., HEC Montréal, 2022


This selection of supervision activities covers the last five years.

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Master's thesis direction – MSc in Management (5)
ICOs Underpricing, by Sormeh Dolati
March 2023

Evaluating Anomalies with Multiple Testing , by Yilin Zhang
March 2023

In codirection with : MEIER, Iwan
Media Attention on Climate Change and the Performance of US Firms, by Vincent Boucher
May 2022

Retail Investors and Moving Averages: What is There to Learn?, by Philip Marceau
November 2020

In codirection with : CENESIZOGLU, Tolga
Does Trading Volume Impact the Volatility and Returns in Cryptocurrency Markets?, by Rajat Kumar
November 2020

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Supervised project supervision – MSc in Management (6)
The Effect of Data Breaches on Firms' Abnormal Return , by Yue Wu
March 2023

Big Data in Finance - Opportunities and Challenges of Financial Digitalization: "Alternative Data" , by Noah Jepson
November 2022

Implémentation d'une stratégie de couverture des pertes extrêmes pour le fonds d'arbitrage Améthyste , by Elliott Francoeur
March 2022

Le rôle de l'information dans le financement par Security Token Offering , by Tarek Berrahal
March 2022

Validation de modèles de tarification d'instruments financiers complexes , by Vincent Ouellet
November 2021

Les symptômes du Covid-19 sur les marchés boursiers et les investisseurs , by Alexandre Claveau
November 2020


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