Université Laval
Faculté des sciences
de l'administration
Photo de Marie-Hélène Gagnon

Marie-Hélène
Gagnon

Professeure titulaire

Département de finance, assurance et immobilier
FSA ULaval
Pavillon Palasis-Prince
Local 3644

Champs d'intérêt et recherche

  • Économie internationale et finance internationale
  • Économétrie

Formation

  • Doctorat en finance empirique (Ph. D.), Université Laval
  • Maîtrise en économie (M.A.), Université Laval
  • Baccalauréat en économique et finance (B.A.), Université McGill

Publications

Articles

  • Beaulieu, M.-C., Gagnon, M.-H., & Gimet, C. (2026). Does financial and social fragmentation matter for European gravity models?. Review of World Economics. DOI : 10.1007/s10290-025-00627-y
  • Aka, C., Gagnon, M.-H., & Power, G. (2025). Commodity Option Return Predictability. Journal of Futures Markets, 45(10), 1544-1578. DOI : 10.1002/fut.22614
  • Boucher, S.-P., Gagnon, M.-H., & Power, G. (2025). Speculative trading in energy markets: Evidence from macroeconomic surprises. The Energy Journal. DOI : 10.1177/01956574251369707
  • Cartapanis, A., Gagnon, M.-H., & Gimet, C. (2023). Financially sustainable optimal currency areas. Finance Research Letters, 58(Part A), 104059. DOI : 10.1016/j.frl.2023.104059
  • Gagnon, M.-H., & Gimet, C. (2023). One size may not fit all: Financial fragmentation and European monetary policies. Review of International Economics, 31(1), 305-340. DOI : 10.1111/roie.12627
  • Gagnon, M.-H., Power, G., & Toupin, D. (2023). The sum of all fears: Forecasting international returns using option-implied risk measures. Journal of Banking and Finance, 146, 106701. DOI : 10.1016/j.jbankfin.2022.106701
  • Aka, C., Gagnon, M.-H., & Power, G. (2023). The performance of jump models to price commodity options. Journal of Derivatives, 31(2), 101-127. DOI : 10.3905/jod.2023.1.189
  • Boucher, S. P., Gagnon, M.-H., & Power, G. (2022). Has Financialization Changed the Impact of Macro Announcements on Us Commodity Markets?. SSRN Electronic Journal. DOI : 10.2139/ssrn.4009292
  • Gagnon, M.-H., Power, G., & Toupin, D. (2022). Forecasting market index volatility using Ross-recovered distributions. Quantitative Finance, 22(2), 255-271. DOI : 10.1080/14697688.2021.1939407
  • Gagnon, M.-H., Power, G., & Toupin, D. (2021). Ross Recovery and the Contemporaneous Pricing Kernel. SSRN Electronic Journal. DOI : 10.2139/ssrn.3873322
  • Gagnon, M.-H., & Philippot, A. (2020). Are Incentive Contract Settlements Nonevents?. International Review of Finance, 20(4), 983-992. DOI : 10.1111/irfi.12247
  • Gagnon, M.-H., Manseau, G., & Power, G. (2020). They're back! Post-financialization diversification benefits of commodities. International Review of Financial Analysis, 71, 101515. DOI : 10.1016/j.irfa.2020.101515
  • Gagnon, M.-H., & Gimet, C. (2020). Unconventional economic policies and sentiment: An international assessment. World Economy, 43(6), 1544-1591. DOI : 10.1111/twec.12916
  • Gagnon, M.-H., & Power, G. (2020). International oil market risk anticipations and the cushing bottleneck: Option-implied evidence. The Energy Journal, 41(6). DOI : 10.5547/01956574.41.6.mgag
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2016). Less Is More: Testing Financial Integration Using Identification-Robust Asset Pricing Models. Journal of International Financial Markets, Institutions & Money, 45, 171-190. DOI : 10.1016/j.intfin.2016.07.007
  • Gagnon, M.-H., Power, G., & Toupin, D. (2016). International Stock Market Cointegration under the Risk-Neutral Measure. International Review of Financial Analysis, 47, 243-255. DOI : 10.1016/j.irfa.2016.08.002
  • Gagnon, M.-H., & Power, G. (2016). Testing for Changes in Option-Implied Risk Aversion. Review of Behavioral Finance, 8(1), 58-79. DOI : 10.1108/RBF-02-2014-0011
  • Gagnon, M.-H., Power, G., & Toupin, D. (2015). Dynamics Between Crude Oil and Equity Markets Under the Risk-Neutral Measure. Applied Economics Letters, 22(5), 370-377. DOI : 10.1080/13504851.2014.943880
  • Gagnon, M.-H., & Gimet, C. (2013). The Impacts of Standard Monetary and Budgetary Policies on Liquidity and Financial Markets: International Evidence From the Credit Freeze Crisis. Journal of Banking and Finance, 37(11), 4599-4614. DOI : 10.1016/j.jbankfin.2013.04.003
  • Gagnon, M.-H., & Power, G. (2012). Rare Events and Investor Risk Aversion: Evidence from Crude Oil Options. SSRN Electronic Journal, 8(1), 58-79. DOI : 10.2139/ssrn.2126343
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2009). A Cross-Section Analysis of Financial Market Integration in North America Using a Four Factor Model. International Journal of Managerial Finance, 5(3), 248-267. DOI : 10.1108/17439130910969710

Communications dans une conférence avec actes

  • Gagnon, M.-H. (2018). Measuring distress risk in the euro-area sovereign CDS market. Canadian Economics Association 52nd Annual Conference, McGill University, Montréal, Canada.
  • Gagnon, M.-H. (2018). Discussion of "General Aggregation of Misspecified Asset Pricing Models". CIREQ Econometrics Conference: Recent Advances in the Method of Moments, Montréal, Canada.
  • Gagnon, M.-H. (2018). Exact inference in predictive quantile regressions with an application to stock returns. Journée du CRREP, Université Laval, Québec, Canada.
  • Gagnon, M.-H. (2017). Dynamic interaction between sovereign credit rating events and credit default swaps. 11th International Conference on Computational and Financial Econometrics (CFE 2017), University of London, Londres, Royaume-Uni.

Communications dans une conférence sans actes

  • Gagnon, M.-H., Aka, C., & Power, G. (2025). Volatility transmission between commodity option and futures markets. Huture of Finance conference, Edinbourg, Royaume-Uni.
  • Gagnon, M.-H., Aka, C., & Power, G. (2025). Volatility transmission between commodity option and futures markets. Oxford IFABS meeting, Oxford, Royaume-Uni.
  • Gagnon, M.-H., Aka, C., & Power, G. (2025). Volatility transmission between commodity option and futures markets. Aix- Marseille/Kyoto university seminar, France.
  • Aka, C., Gagnon, M.-H., & Power, G. (2024). Volatility transmission between commodity option and futures markets. Computational and Financial Econometrics Computational and Methodological Statistics, King’s College, Londres, Royaume-Uni.
  • Gagnon, M.-H. (2024). Let them eat cake: does financial and social fragmentation matter for International Business?. Séminaire.
  • Gagnon, M.-H. (2023). Has financialization changed the impact of macro announcements on commodity markets?. EFC 2023, Kyoto, Japon.
  • Gagnon, M.-H. (2023). Inequalities in Europe: The role of the banking sector. CEF 2023, Nice, France.
  • Gagnon, M.-H., Beaulieu, M.-C., & Gimet, C. (2023). Gravity models and inequalities. Society for Economic Measurement (SEM), Milan, Italie.
  • Gagnon, M.-H. (2023). Has Financialization changed the impact of macro announcements on commodity markets?. FMA Europe 2023, Aalborg, Allemagne.
  • Aka, C., Gagnon, M.-H., & Power, G. (2023). Predicting commodity futures returns using machine learning methods. CORS, Montréal, Canada.
  • Boucher, S. P., Gagnon, M.-H., & Power, G. (2023). Have ETFs improved the information discovery process in the underlying securities?. Société Canadienne de sciences économiques, Montréal, Canada.
  • Gagnon, M.-H., Boucher, S.-P., & Power, G. (2022). Has financialization changed the impact of macro announcements on Us commodity markets?. FFEA 2022.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2022). Ross recovery and the contemporaneous pricing kernel. Multinational finance society. Multinational Finance Society, Gdansk, Pologne.
  • Boucher, S.-P., Gagnon, M.-H., & Power, G. (2022). Has financialization changed the impact of macro announcements on commodity markets?. Multinational Finance Society, Gdansk, Pologne.
  • Aka, C., Gagnon, M.-H., & Power, G. (2022). Performance of jump models to price commodity options. CORS/INFORMS International Conference, Vancouver, Canada.
  • Gagnon, M.-H., Boucher, S.-P., & Power, G. (2022). Has financialization changed the impact of macro announcements on Us commodity markets?. EFS 2022.
  • Gagnon, M.-H., Boucher, S.-P., & Power, G. (2022). Has financialization changed the impact of macro announcements on Us commodity markets?. Winter commodity workshop.
  • Gagnon, M.-H., Boucher, S. P., & Power, G. (2021). Has financialization changed the impact of macro announcements on Us commodity markets?. World Finance Conference.
  • Gagnon, M.-H. (2021). Ross recovery and the contemporary pricing kernel. Société Canadienne de science économique, Canada.
  • Gagnon, M.-H. (2021). Has financialization changed the impact of macro annoucements on commodity markets?. Commodity & Energy Markets Association meetings 2021.
  • Gagnon, M.-H. (2021). Ross recovery and the contemporaneous pricing kernel. Canadian operations research society meetings, Canada.
  • Gagnon, M.-H., Boucher, S. P., & Power, G. (2021). "Has financialization changed the impact of macro announcements on Us commodity markets?". MFS 2022.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2020). Empirical recovery of market expectations using Ross' Theorem. Southern Finance Association.
  • Gagnon, M.-H. (2019). Empirical recovery of market expectations using Ross' Theorem. INFINITI Conference, Glasgow, Ecosse, Royaume-Uni.
  • Gagnon, M.-H. (2019). Empirical recovery of market expectations. AFFI, Québec, Canada.
  • Gagnon, M.-H., Kunst, V., Power, G., & Westgaard, S. (2019). Crude oil options higher moment risk: determinants and predictive power. Society for Industrial and Applied Mathematics (SIAM) - Financial Mathematics & Engineering, U. Toronto, Toronto, Canada.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2019). Forecasting market index volatility using Ross-recovered distributions. Association Française de Finance (AFFI), Québec, Canada.
  • Gagnon, M.-H. (2019). Empirical recovery of market expectations using Ross' Theorem. Tronheim Finance Workshop.
  • Gagnon, M.-H. (2019). Les marchés du sucre dans un contexte de financiarisation des commodités. École d'été sur le sucre, Québec, Canada.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2019). Forecasting market index volatility using Rosse-recovered distributions. INFINITI International Finance conference, Glasgow, Ecosse, Royaume-Uni.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2019). Forecasting market index volatility using Ross-recovered distributions. Société canadienne de science économique, Québec, Canada.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2019). Forecasting market index volatility using Ross-recovered distributions. Banking & Finance Conference, Trondheim Business School, Trondheim, Norvège.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2018). Forecasting market index volatility using Ross-recovered distributions. Optionmetrics annual conference NY, New York, Etats-Unis d'Amérique.
  • Gagnon, M.-H., & Power, G. (2017). Beyond the Variance Risk Premium: Stock Market Index Return Predictability and Option-Implied Information. 2017 World Finance Confernce, Cagliari, Italie.
  • Gagnon, M.-H., & Power, G. (2017). Beyond the Variance Risk Premium: Stock Market Index Return Predictability and Option-Implied Information. 15th INFINITI Conference on International Finance, Valencia, Espagne.
  • Gagnon, M.-H., & Power, G. (2017). Beyond the Variance Risk Premium: Stock Market Index Return Predictability and Option-Implied Information. Université de Neuchâtel, Neuchâtel, Suisse.
  • Gagnon, M.-H., & Power, G. (2017). Beyond the Variance Risk Premium: Stock Market Index Return Predictability and Option-Implied Information. ULiverpool Seminar - Institute for Risk and Uncertainty - University of Liverpool, Liverpool, Royaume-Uni.
  • Gagnon, M.-H., & Power, G. (2017). Beyond the Variance Risk Premium: Stock Market Index Return Predictability and Option-Implied Information. Forecasting Financial Markets Conference - ULiverpool Business School, Liverpool, Royaume-Uni.
  • Gagnon, M.-H., & Power, G. (2017). Beyond the Variance Risk Premium: Stock Market Index Return Predictability and Option-Implied Information. West Virginia University, Morgantown, Etats-Unis d'Amérique.
  • Gagnon, M.-H., & Power, G. (2017). Beyond the Variance Risk Premium: Stock Market Index Return Predictability and Option-Implied Information. 45th Annual Conference of the Administrative Sciences Association of Canada (ASAC 2017), Montréal, Canada.
  • Gagnon, M.-H., & Power, G. (2017). Empirical Recovery of Market Expectations. 57e congrès annuel de la Société canadienne de science économique, Ottawa, Canada.
  • Gagnon, M.-H., & Power, G. (2017). More Than Prices: Conintegration Between Brent and WTI Option-Implied Moments. 2017 Commodity Markets Winter Workshop, Lillehammer, Norvège.
  • Power, G., & Gagnon, M.-H. (2016). The Brent-WTI Oil Price Relationship Under the Risk-Neutral Measure. 2016 Commodity Markets Conference, Hannover, Allemagne.
  • Power, G., & Gagnon, M.-H. (2016). Financial Market Cointegration Under the Risk-Neutral Measure. 56e congrès annuel de la Société canadienne de science économique (SCSE 2016), Québec, Canada.
  • Gagnon, M.-H., & Power, G. (2016). Persistent dynamics in option-implied moments. University of Waterloo, Waterloo, Canada.
  • Gagnon, M.-H. (2015). Persistent Dynamics in Risk-Neutral Moments: Forecasting and International Spillovers. Université du Mans, Le Mans, France.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2015). Less Is More: Evidence From International Asset Pricing Models. 26th Annual Conference of the Northern Finance Association, Ottawa, Canada.
  • Gagnon, M.-H., & Power, G. (2015). Persistent Dynamics in Risk-Neutral Moments: Evidence from Equity and Commodity Markets. The 2015 INFINITI Conference on International Finance, Ljubljana, Slovénie.
  • Gagnon, M.-H., & Power, G. (2015). Persistent Dynamics in Risk-Neutral Moments: Evidence from Equity and Commodity Markets. Commodity Market Workshop, Oslo, Norvège.
  • Gagnon, M.-H., & Power, G. (2015). Persistent Dynamics in Risk-Neutral Moments: Evidence from Equity and Commodity Markets. 55e Congrès de la Société canadienne de science économique, Montréal, Canada.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2015). Long Memory Dynamics in Risk-Neutral Moments. Commodity Market Workshop 2015.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2015). Long Memory Dynamics in Risk-Neutral Moments. Société Canadienne de Science Économique.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2015). Financial Market Integration under de Risk-Neutral Measure. INFINITI.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2014). Conditioning Information and the Performance of International Asset Pricing Models. 1st Conference on Recent Developments in Financial Econometrics and Applications, article présenté par M.-H. Gagnon, Victoria, Australie.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2014). Conditioning Information and Asset Pricing Anomalies in Multivariate Tests of Financial Integration. 26th Annual Northern Finance Association Conference, Ottawa, Canada.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2014). Dynamics of Risk-Neutral Moments in Equities and Commodities. Mathematical Finance Days 2014, Montréal, Canada.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2013). Less Is More: Evidence From International Asset Pricing Models. 25th Annual Conference of the Northern Finance Association, Québec, Canada.
  • Gagnon, M.-H., & Power, G. (2013). Rare Events and Investor Risk Aversion: Evidence From Crude Oil Options. 11th INFINITI Conference on International Finance, Aix-en-Provence, France.
  • Gagnon, M.-H., & Power, G. (2013). Rare Events and Investor Risk Aversion: Evidence From Crude Oil Options. European Financial Management Association 2013 Annual Meeting, Reading, Royaume-Uni.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2013). The Impact of Political Convergence on Financial Integration. 11th INFINITI Conference on International Finance, article présenté par Marie-Hélène Gagnon, Aix-en-Provence, France.
  • Gagnon, M.-H. (2013). The Impacts of Standard Monetary and Fiscal Policies on Liquidity and Financial Markets: International Evidence From the Credit Freeze Crisis. Journées de l'AFSE 2013, Orléans, France.
  • Gagnon, M.-H., & Power, G. (2013). Rare Events and Investor Risk Aversion: Evidence From Crude Oil Options. Journées de la finance mathématique 2013, Montréal, Canada.
  • Gagnon, M.-H., & Power, G. (2013). Rare Events and Investor Risk Aversion: Evidence From Crude Oil Options. Eastern Finance Association Annual Meeting, St. Pete Beach, Etats-Unis d'Amérique.
  • Gagnon, M.-H. (2013). The Impacts of Standard Monetary and Fiscal Policies on Liquidity and Financial Markets: International Evidence From the Credit Freeze Crisis. Journées de la finance mathématique 2013, Montréal, Canada.
  • Gagnon, M.-H., & Gimet, C. (2013). The impacts of standard monetary and fiscal policies on liquidity and financial markets: International evidence from the credit freeze crisis. Mathematical finance days 2013.
  • Gagnon, M.-H., & Gimet, C. (2013). The impacts of standard monetary and fiscal policies on liquidity and financial markets: International evidence from the credit freeze crisis. French Economic Association (AFSE).
  • Gagnon, M.-H., & Power, G. (2012). Rare Events and Investor Risk Aversion: Evidence From Crude Oil. 4th International IFABS Conference, Valencia, Espagne.
  • Gagnon, M.-H., & Power, G. (2012). The Impact of Rare Market Shocks on Investor Risk Aversion and Implied Price Densities: Evidence From Options on Crude Oil. The 4th International IFABS Conference - International Finance and Banking Society (IFABS), Valencia, Espagne.
  • Gagnon, M.-H., & Gimet, C. (2012). The Impacts of Standard Monetary and Fiscal Policies on Liquidity and Financial Markets: International Evidence From the Credit Freeze Crisis. 10th INFINITI Conference on International Finance (INFINITI 2012), Dublin, Irlande.
  • Gagnon, M.-H. (2012). The impacts of standard monetary and fiscal policies on liquidity and financial markets: International evidence from the credit freeze crisis. INFINITI 2012.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2011). Conditioning information and asset pricing anomalies in multivariate tests of financial integration. INFINITI 2011 Conference on International Finance, article présenté par Marie-Hélène Gagnon, Dublin, Irlande.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2011). A cross-section analysis of financial market integration in North America using a four factor model. INFINITI 2011.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2010). Multivariate Conditional Asset Pricing and Financial Integration in North America. 2010 Northern Finance Association Conference, article présenté par Marie-Hélène Gagnon, Winnipeg, Canada.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2010). Further Evidence on Multivariate Conditional Asset Pricing and Financial Integration in North America Identication Robust Inference in Structual Multivariate Factor Models with Rank Restriction. Journées de la finance - l’Institut de finance mathématique de Montréal, article présenté par Marie-Hélène Gagnon, Montréal, Canada.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2010). Further Evidence on Multivariate Conditional Asset Pricing and Financial Integration in North America Identication Robust Inference in Structual Multivariate Factor Models with Rank Restriction. Canadian Economic Association Conference, article présenté par Marie-Hélène Gagnon, Montréal, Canada.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2010). Conditioning information and asset pricing anomalies in multivariate tests of financial integration. Canadian Economic Association, Québec, Canada.
  • Gagnon, M.-H., & Beaulieu, M.-C. (2010). The impact of political convergence on financial integration. Southampton University, Southampton, Royaume-Uni.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2010). Conditioning information and asset pricing anomalies in multivariate tests of financial integration. IFM2 workshop 2010.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2010). The impact of political convergence on financial integration. Northern Finance Association (NFA).
  • Beaulieu, M.-C., & Gagnon, M.-H. (2009). The Impact of Political Convergence on Financial Integration. Wharton School of Business, Pennsylvanie, Etats-Unis d'Amérique.
  • Gagnon, M.-H. (2009). The impact of political convergence on financial integration. Wharton School of Business, University of Pennsylvania, Philadelphie, Etats-Unis d'Amérique.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2009). The Impact of Political Convergence on Financial Market Integration. ESEM 2009 Conference, article présenté par Marie-Hélène Gagnon, Barcelone, Espagne.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2009). The Impact of Political Convergence on Financial Market Integration. INFINITI 2009 Conference in International Finance, article présenté par Marie-Hélène Gagnon, Dublin, Irlande.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2009). The Impact of Political Convergence on Financial Market Integration. Université de Sherbrooke, Sherbrooke, Canada.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2009). The Impact of Political Convergence on Financial Integration. Département de finance et assurance, Université Laval, Québec, Canada.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2009). The impact of political convergence on financial integration. Econometric Society (ESM).
  • Beaulieu, M.-C., & Gagnon, M.-H. (2008). The Impact of Political Party Convergence on Tests of Financial Integration. Northern Finance Association (NFA) 2008, Kananaskis Village, Canada.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2008). The Impact of Political Party Convergence on Tests of Financial Integration. 14th International Conference on Computing in Economics and Finance, article présenté par Marie-Hélène Gagnon, Paris, France.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2008). The Impact of Political Party Convergence on Tests of Financial Integration. 2nd International Workshop on Computational and Financial Econometrics,a rticle présenté par Marie-Hélène Gagnon, Neuchatel, Suisse.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2008). The Impact of Political Party Convergence on Tests of Financial Integration. Canadian Economic Association 2008, Vancouver, Canada.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2008). Financial Integration in North America : Using Fama and Risk Factors and an Error-in-Variables Correct Approach. 2e Conférence de recherche en gestion des HEC-Montréal, article présenté par Marie-Hélène Gagnon, Montréal, Canada.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2008). The Impact of Political Party Convergence on Tests of Financial Integration. Société canadienne de sciences économiques (SCSE), article présenté par Marie-Hélène Gagnon, Ottawa, Canada.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2008). Identication Robust [Id-Robust] Inference in Multivariate Reduced Rank [MRR] Regression and Factor Models. Imperial College Financial Econometrics Conference, article présenté par Lynda Khalaf, Londres, Royaume-Uni.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2008). Conditioning information and asset pricing anomalies in multivariate tests of financial integration. HEC Montréal, Montréal, Canada.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2008). A cross-section analysis of financial market integration in North America using a four factor model. Northern Finance Association.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2007). Financial Integration in North America: A Fama and French Model and an Error-in-Variables Correct Approach. Computational Economics and Finance (CEF), Montréal, Canada.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2007). Financial Integration in North America: A Fama and French Model and an Error-in-Variables Correct Approach. Congrès de l’Association des sciences de l’administration du Canada (ASAC), Ottawa, Canada.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2007). Financial Integration in North America : Using Fama and Risk Factors and an Error-in-Variables Correct Approach. Société canadienne de sciences économiques (SCSE), article présenté par Marie-Hélène Gagnon, Québec, Canada.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2007). Les marches financiers canadiens sont-il affectés pas les partis politiques nord-américains? Une étude empirique. journée du GREEN-CIRPÉE, Québec, Canada.
  • Beaulieu, M.-C., & Gagnon, M.-H. (2006). Tests of Financial Integration: Finite Sample Motivated Methods. Northern Finance Association (NFA), Montréal, Canada.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2006). Tests of Financial Integration : Finite Sample Motivated Methods. 12th International Conference on Computing in Economics and Finance - Society for Computational Economics, article présenté par Marie-Hélène Gagnon, Limassol, Chypre.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2006). Tests of Financial Integration: Finite Sample Motiated Methods. Society for Computational Economics 12th International Conference on Computing in Economics and Finance, Limassol, Chypre.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2005). Tests of Financial Integration : Finite Sample Motivated Methods. Société canadienne de sciences économiques - IFM2, Manoir Richelieu, Canada.
  • Gagnon, M.-H., & Beaulieu, M.-C. (2005). Tests of Financial Integration : Finite Sample Motivated Methods. Banque du Canada, Ottawa, Canada.

Document de travail

  • Gagnon, M.-H., & Power, G. (2016). The relationship between Brent and WTI prices under the risk-neutral measure.
  • Gagnon, M.-H., & Philippot, A. (2016). The signaling effects of PVF contracts on firms' implied volatility and performance.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2016). Predicting Future Returns: Beyond the Variance Risk Premium.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2016). Conditioning information and asset pricing anomalies in multivariate tests of financial integration.
  • Gagnon, M.-H., & Power, G. (2015). International Conditional Asset Pricing of Skewness.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2014). The impact of political convergence on financial integration.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2010). Conditioning Information and Asset Pricing Anomalies in Multivariate Tests of Financial Integration.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2008). The Impact of Political Party Convergence on Tests of Financial Integration.
  • Gagnon, M.-H., Beaulieu, M.-C., & Khalaf, L. (2008). The Impact of North American Political Risk on Canadian Stock Returns.
  • Beaulieu, M.-C., Gagnon, M.-H., & Khalaf, L. (2005). Tests of Financial Integration: Finite Sample Motivated Methods.

Thèse et mémoire

  • Gagnon, M.-H. (2010). Three Essays on Financial Market Integration and Political Convergence in North America [Thèse de doctorat, Université Laval, Québec, Canada].

Autres chercheurs

Autres chercheurs

Autres chercheurs

Vivez l'expérience FSA ULaval

Espace étudiant

Bienvenue dans la famille FSA ULaval!
Nous vous présentons les guides des études à l’intention des personnes déjà admises dans l’un de nos programmes.

Consulter mon espace

Plateforme pour les diplômées et les diplômés

Rejoignez le large réseau de personnes diplômées de FSA ULaval réparties un peu partout sur la planète! Entrez en contact avec d’anciens et d’anciennes camarades de classe, profitez de mentorat et accédez à des activités et à des formations exclusives. En savoir plus sur ces fonctionnalités.

Pour se connecter

Intranet du personnel

Zone FSA ULaval

Restez à l’affût des nouvelles de l’organisation et des activités internes.

Consulter la zone