Documents de travail

Boguth, O., Fisher, A., Grégoire, V., & Martineau, C. (2025). Noisy FOMC returns? Information, price pressure, and post-announcement reversals. Document de travail SSRN.

Grégoire, V., & Sotes-Paladino, J. (2025). Relative performance evaluation for asset managers: A quantitative assessment. Document de travail SSRN.

Grégoire, V., Harvie, N., & Sanford, A. (2023). Size distortions in robust estimators: Implications for asset pricing. Document de travail SSRN.

Grégoire, V., & Martineau, C. (2025). MeatPy: A Python framework for limit order book reconstruction and analysis. Document de travail.