MS1 en-us
MS2 Assistant Professor (m)
MS3 Assistant Professor (m)
MS4 Assistant Professor
MS2 Assistant Professor (m)
MS3 Assistant Professor (m)
MS4 Assistant Professor
Anthony Sanford
Assistant Professor, Department of Finance
Contact information
HEC Montréal3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7
Email : anthony.sanford@hec.ca
Phone : 514 340-6421
Secretary: 514 340-6823
Fax : n/a
Office : 4.220
Personal page
Other title(s)
- Forthcoming
Education
- PhD (Economics), University of Washington
- M.A. (Economics), University of Washington
- MSc (Finance), Seattle University
- BComm (Finance and Economics), Concordia University
Current research
- Forthcoming
This publication selection covers the last five years.
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Journal articles (7)
SANFORD, Anthony, TREMBLAY-BOIRE, Joannie;
« Investor reactions to board changes: does gender matter? »,
Applied Economics Letters, 2025 (status : online).
MENKVELD, Albert J., ...,, GRÉGOIRE, Vincent, KHAN, Saad Ali, SANFORD, Anthony, ET AL.,;
« Nonstandard Errors »,
Journal of Finance, vol. 79, no 3, 2024, p. 2339-2390.
SANFORD, Anthony;
« Information content of option prices: Comparing analyst forecasts to option-based forecasts »,
The North American Journal of Economics and Finance, vol. 73, 2024, p. 1-15.
SANFORD, Anthony;
« State price density estimation with an application to the recovery theorem »,
Studies in Nonlinear Dynamics and Econometrics, vol. 27, no 1, 2023, p. 97-115.
SANFORD, Anthony;
« Does Perception Matter in Asset Pricing? Modeling Volatility Jumps Using Twitter-Based Sentiment Indices »,
Journal of Behavioral Finance, vol. 23, no 3, 2022, p. 262-280.
SANFORD, Anthony;
« Optimized portfolio using a forward-looking expected tail loss »,
Finance Research Letters, vol. 46, no Part B, 2022, p. 1-6.
SANFORD, Anthony, YANG, Mu-Jeung;
« Corporate investment and growth opportunities: The role of R&D-capital complementarity »,
Journal of Corporate Finance, vol. 72, 2022, p. 1-18.
This selection of supervision activities covers the last five years.
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Master's thesis direction – MSc in Management (1)
In codirection with : GRÉGOIRE, Vincent
Size Distortions in Robust Estimators: Implications for Asset Pricing, by Nicolas Harvie
March 2024
Size Distortions in Robust Estimators: Implications for Asset Pricing, by Nicolas Harvie
March 2024
Fall 2024
MATH 60210
MATH 60210A
FINA 80223A
Winter 2024
MATH 60210
MATH 60210A
Fall 2023
FINA 20203A
Winter 2023
MATH 60210
MATH 60210A
Fall 2022
FINA 80223A