Charles Martineau

University of Toronto - Rotman School of Management and UTSC Management

Assistant Professor of Finance

105 St-George

Toronto, Ontario M5S3E6

Canada

http://charlesmartineau.com

SCHOLARLY PAPERS

10

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4,127

SSRN CITATIONS
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SSRN RANKINGS

Top 28,771

in Total Papers Citations

20

CROSSREF CITATIONS

10

Scholarly Papers (10)

1.

Macroeconomic Attention and Announcement Risk Premia

5th ASU Sonoran Winter Finance Conference
Number of pages: 53 Posted: 15 Dec 2015 Last Revised: 24 Mar 2020
Adlai J. Fisher, Charles Martineau and Jinfei Sheng
University of British Columbia (UBC) - Sauder School of Business, University of Toronto - Rotman School of Management and UTSC Management and University of California, Irvine - Paul Merage School of Business
Downloads 834 (34,266)
Citation 1

Abstract:

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macroeconomic attention, announcement risk premia, endogenous attention, macroeconomic fundamentals

2.

Are There (Still) Post-Earnings Announcement Drifts?

Number of pages: 56 Posted: 06 Feb 2018 Last Revised: 27 Mar 2021
Charles Martineau
University of Toronto - Rotman School of Management and UTSC Management
Downloads 540 (60,984)
Citation 5

Abstract:

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earnings announcements, market efficiency, price discovery, price informativeness

3.

Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 42 Posted: 03 Dec 2015 Last Revised: 30 Aug 2018
Oliver Boguth, Vincent Gregoire and Charles Martineau
Arizona State University (ASU) - Finance Department, HEC Montreal - Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 536 (61,386)
Citation 16

Abstract:

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Federal Reserve, Press Conferences, Transparency, Uncertainty, Attention, Risk Premium

4.

Price Revelation from Insider Trading: Evidence from Hacked Earnings News

Number of pages: 88 Posted: 16 Apr 2019 Last Revised: 03 Nov 2020
Pat Akey, Vincent Gregoire and Charles Martineau
University of Toronto - Rotman School of Management, HEC Montreal - Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 506 (66,316)

Abstract:

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cyber risks, earnings announcements, insider trading, market price efficiency

5.

Does the CAPM Predict Returns?

Number of pages: 54 Posted: 22 Apr 2019 Last Revised: 04 Feb 2021
Michael Hasler and Charles Martineau
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 419 (82,950)
Citation 4

Abstract:

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capital asset pricing model, predictability, cross-section of stock returns

6.

Investor attention and the cross-section of analyst coverage

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 29 Apr 2019 Last Revised: 02 Oct 2020
Charles Martineau and Marius Zoican
University of Toronto - Rotman School of Management and UTSC Management and University of Toronto at Mississauga - Department of Management
Downloads 323 (111,554)
Citation 1

Abstract:

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analyst coverage, rational inattention, career concerns, information processing, learning

7.

Explaining the Failure of the Unconditional CAPM with the Conditional CAPM

Number of pages: 56 Posted: 02 Apr 2019 Last Revised: 09 Jan 2021
Michael Hasler and Charles Martineau
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 180 (198,133)
Citation 1

Abstract:

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Capital asset pricing model, cross-section of stock returns

8.

Price Pressure and Efficiency on FOMC Announcements

Number of pages: 45 Posted: 02 Apr 2019
Oliver Boguth, Vincent Gregoire and Charles Martineau
Arizona State University (ASU) - Finance Department, HEC Montreal - Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 140 (244,471)
Citation 1

Abstract:

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FOMC announcements, market efficiency, price discovery, price pressure

9.

Do Political Institutions Affect the Choice of the U.S. Cross-Listing Venue?

Journal of Multinational Financial Management, Vol. 27, 2014
Number of pages: 44 Posted: 15 Feb 2012 Last Revised: 08 Feb 2016
Jean-Claude Cosset, Charles Martineau and Anis Samet
HEC Montreal, University of Toronto - Rotman School of Management and UTSC Management and American University of Sharjah - School of Business and Management
Downloads 114 (285,239)
Citation 1

Abstract:

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Cross-listing, political institutions, legal institutions

10.

How Is Earnings News Transmitted to Stock Prices?

Number of pages: 60 Posted: 01 Nov 2017
Vincent Gregoire and Charles Martineau
HEC Montreal - Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 535

Abstract:

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after-hours trading, disclosure, earnings announcements, liquidity, price discovery