Publications
Articles dans des revues avec comité de lecture
Akey, P., Grégoire, V., & Martineau, C. (2022). Price revelation from insider trading: Evidence from hacked earnings news. Journal of Financial Economics, 143(3), 1162–1184.
Grégoire, V., & Martineau, C. (2022). How is earnings news transmitted to stock prices?. Journal of Accounting Research, 60(1), 261–297.
Grégoire, V. (2020). The rise of passive investing and index-linked comovement. North American Journal of Economics and Finance, 51, 101059.
Boguth, O., Grégoire, V., & Martineau, C. (2019). Shaping expectations and coordinating attention: The unintended consequences of FOMC press conferences. Journal of Financial and Quantitative Analysis, 54(6), 2327–2353.
Comerton-Forde, C., Grégoire, V., & Zhong, Z. (2019). Inverted fee structures, tick size, and market quality. Journal of Financial Economics, 134(1), 141–164.
Actes de conférence
Wu, Y., Akin, E. M., Grégoire, V., Martineau, C., & Veneris, A. (2025). Extracting the structure of press releases for predicting earnings announcement returns. Proceedings of the 6th ACM International Conference on AI in Finance.
Schlackl, F., Grégoire, V., & Dulipovici, A. (2025). Mitigating spillover effects of ransomware in financial markets: Lessons from the LockBit attacks. International Symposium on Foundations and Practice of Security.
Travaux menés par des étudiants
Guay, K., & Grégoire, V. (2023). Circular economy: A fintech driven solution for sustainable practices. Dans Fintech and sustainability: How financial technologies can help address today’s environmental and societal challenges (pp. 149–168). Palgrave Macmillan.
Yaali, J., Grégoire, V., & Hurtut, T. (2022). HFTViz: Visualization for the exploration of high frequency trading data. Information Visualization, 21(2), 154–170.
Jepson, N., & Grégoire, V. (2022). Alternative data. Dans Big data in finance: Opportunities and challenges of financial digitalization (pp. 13–33). Palgrave Macmillan.