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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


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


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

Current research

  • Forthcoming

This publication selection covers the last five years.


Journal articles (6)

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

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

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.

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.

This selection of supervision activities covers the last five years.


Master's thesis direction – MSc in Management (3)

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

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


Supervised project supervision – MSc in Management (4)

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

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