Recherche
Documents de travail
Publications
Price Revelation from Insider Trading: Evidence from Hacked Earnings News
Journal of Financial Economics, Volume 143, Issue 3, 2022
avec Pat Akey, Charles Martineau
How is Earnings News Transmitted to Stock Prices?
Journal of Accounting Research, Volume 60, Issue 1, 2022
avec Charles Martineau
Inverted Fee Structures, Tick Size, and Market Quality
Journal of Financial Economics, Volume 134, Issue 1, 2019
Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences
Journal of Financial and Quantitative Analysis, Volume 54, Issue 6, 2019
Depuis janvier 2019, le président de la Réserve fédérale tient désormais une conférence de presse après chaque réunion, qui est la principale recommandation politique de l'article.
The Rise of Passive Investing and Index-linked Comovement
North American Journal of Economics and Finance, Volume 51, 101059, 2020
Actes de conférence
Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns
Proceedings of the 6th ACM International Conference on AI in Finance, 2025
avec Yuntao Wu, Ege Mert Akin, Charles Martineau, Andreas Veneris
Mitigating Spillover Effects of Ransomware in Financial Markets: Lessons from the LockBit Attacks
International Symposium on Foundations and Practice of Security, 2025
Travaux étudiants supervisés
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, pp. 149-168, 2023
avec Kevin Guay
Chapitre de livre
HFTViz: Visualization for the exploration of high frequency trading data
Information Visualization, Volume 21, Issue 2, 2022
avec Javad Yaali, Thomas Hurtut
Alternative Data
Big Data in Finance: Opportunities and Challenges of Financial Digitalization, Palgrave Macmillan, pp. 13-33, 2022
avec Noah Jepson
Chapitre de livre
Autres contributions à la recherche
Nonstandard Errors
Journal of Finance, Volume 79, Issue 3, 2024
avec Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel
300+ co-auteurs
Documents de travail permanents
Publications pré-doctorat
Using copulas to model price dependence in energy markets
Energy risk, Volume 5, Issue 5, 2008
avec Christian Genest, Michel Gendron
Visible and infrared imagery for surveillance applications: software and hardware considerations
Quantitative InfraRed Thermography Journal, Volume 4, Issue 1, 2007
avec Amar El-Maadi, Louis St-Laurent, Hélène Torresan, Benoit Turgeon, Donald Prévost, Patrick Hébert, Denis Laurendeau, Benoit Ricard, Xavier Maldague