Charles Martineau

Charles Martineau is an Associate Professor of Finance at the University of Toronto-Scarborough and holds a cross-appointment at the Rotman School of Management. He serves as Associate Director of Research at the Rotman Financial Innovation Hub (FinHub).

• University: University of Toronto
• School: University of Toronto-Scarborough
• Department: Finance
• Academic Rank: Associate Professor

Research Interests: Martineau specializes in information economics, focusing on:

• Price discovery mechanisms in financial markets
• Investor attention to macroeconomic news
• Asset pricing anomalies
• Behavioral responses to financial disclosures
• Market microstructure dynamics
• Risk premia quantification

Recent Publications: His 2017-2024 work explores:

• Conditional CAPM applications
• Earnings announcement drift
• FOMC-induced market reversals
• Social media's impact on price revelation
• Bond market excess returns
• News-driven trading behavior

Grants & Collaborations: Funded by SSHRC, Toronto-Montreal Exchange, NASDAQ Educational Fund, and Canadian Securities Institute. Collaborates with scholars like Vincent Gregoire, Adlai Fisher, and Marius Zoican. Leads data science initiatives including open-source macroeconomic attention indices.