Working Papers

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

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

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

Grégoire, V., & Sotes-Paladino, J. (2017). Double bonus? Implicit incentives for money managers with explicit incentives . SSRN working paper.

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