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
Vincent Grégoire
Associate Professor, Department of Finance
Contact information
HEC Montréal3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7
Email : vincent.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)
MENKVELD, Albert J., ...,, GRÉGOIRE, Vincent, KHAN, Saad Ali, SANFORD, Anthony, ET AL.,;
« Nonstandard Errors »,
Journal of Finance, vol. 79, no 3, 2024, p. 2339-2390.
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.
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 (2)
GRÉGOIRE, Vincent, GUAY, Kevin;
« Circular Economy: A Fintech Driven Solution for Sustainable Practices »,
Fintech and Sustainability: How Financial Technologies Can Help Address Today’s Environmental and Societal Challenges, Palgrave Macmillan, 2023, p. 149-168.
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
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
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 (12)
Modélisation du comportement de conformité fiscale des individus avec un modèle d'apprentissage machine, by Joseph Antoine Bell Jotio
October 2024
October 2024
In codirection with : VAN NORDEN, Simon, VAN NORDEN, Simon
Predicting Housing Prices in Canada Using News Sentiments, Bubble Indicators and Google Trends, by Mohammad Ebrahimi
October 2024
Predicting Housing Prices in Canada Using News Sentiments, Bubble Indicators and Google Trends, by Mohammad Ebrahimi
October 2024
In codirection with : SANFORD, Anthony
Size Distortions in Robust Estimators: Implications for Asset Pricing, by Nicolas Harvie
March 2024
Size Distortions in Robust Estimators: Implications for Asset Pricing, by Nicolas Harvie
March 2024
Conditional Pricing of Macroeconomic Risk Factors Using Attention, by Yasmin Kalhor
October 2023
October 2023
In codirection with : CENESIZOGLU, Tolga
Investigating the Effect of Climate Events on Stock Market Over Time, by Amin Moeinian
October 2023
Investigating the Effect of Climate Events on Stock Market Over Time, by Amin Moeinian
October 2023
In codirection with : CENESIZOGLU, Tolga
The Diversification Benefits of Cryptocurrencies in Asset Allocation for a US Investor, by Yutong Qin
October 2023
The Diversification Benefits of Cryptocurrencies in Asset Allocation for a US Investor, by Yutong Qin
October 2023
In codirection with : KHAN, Saad Ali
Forecast the Intraday Trading Volume of Stocks, by Alireza Fallahi
October 2023
Forecast the Intraday Trading Volume of Stocks, by Alireza Fallahi
October 2023
Evaluating Anomalies with Multiple Testing, by Yilin Zhang
March 2023
March 2023
ICOs Underpricing, by Sormeh Dolati
March 2023
March 2023
In codirection with : MEIER, Iwan
Media Attention on Climate Change and the Performance of US Firms, by Vincent Boucher
May 2022
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
November 2020
In codirection with : CENESIZOGLU, Tolga
Does Trading Volume Impact the Volatility and Returns in Cryptocurrency Markets?, by Rajat Kumar
November 2020
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 (13)
Factor Investing - Economic Performance of Long-Short Portfolios Over Time , by Nicolas Frenette
September 2024
September 2024
L'effet conjoint de l'incertitude en matière de politiques économiques et des caractéristiques de la firme sur la structure en capital : Le cas canadien , by Mathieu Haché
September 2024
September 2024
In codirection with : CENESIZOGLU, Tolga
An Explanatory Approach to the Economic Relevance of ESG Risk Exposure: The Impact of ESG Performance on Financial Performance , by Natali Yerokhina Mazer
May 2024
An Explanatory Approach to the Economic Relevance of ESG Risk Exposure: The Impact of ESG Performance on Financial Performance , by Natali Yerokhina Mazer
May 2024
Naviguer les opportunités au sein des pays émergents , by Alec Gauthier
March 2024
March 2024
Comment les données macroéconomiques aux États-Unis influencent la volatilité sur le S&P500 , by Samuel Lopez
March 2024
March 2024
In codirection with : CENESIZOGLU, Tolga
Stratégie de gestion de portefeuille basée sur la volatilité : une étude des secteurs d'activité et des cryptomonnaies , by Clément Markus
March 2024
Stratégie de gestion de portefeuille basée sur la volatilité : une étude des secteurs d'activité et des cryptomonnaies , by Clément Markus
March 2024
Circular Economy: A Fintech Driven Solution for Sustainable Practices , by Kevin Guay
August 2023
August 2023
The Effect of Data Breaches on Firms' Abnormal Return , by Yue Wu
March 2023
March 2023
Big Data in Finance - Opportunities and Challenges of Financial Digitalization: "Alternative Data" , by Noah Jepson
November 2022
November 2022
Implémentation d'une stratégie de couverture des pertes extrêmes pour le fonds d'arbitrage Améthyste , by Elliott Francoeur
March 2022
March 2022
Le rôle de l'information dans le financement par Security Token Offering , by Tarek Berrahal
March 2022
March 2022
Validation de modèles de tarification d'instruments financiers complexes , by Vincent Ouellet
November 2021
November 2021
Les symptômes du Covid-19 sur les marchés boursiers et les investisseurs , by Alexandre Claveau
November 2020
November 2020
Winter 2025
MATH 60207
MATH 60207A
Winter 2024
MATH 60207A
Fall 2023
FINA 20201A
MATH 60207