Anthony Sanford

Assistant Professor, Department of Finance

Contact information

HEC Montréal
3000, 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.

Journal articles (7)

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 (status : online).

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, TREMBLAY-BOIRE, Joannie; « Investor reactions to board changes: does gender matter? », Applied Economics Letters, 2023 (status : online).

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.

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.

This selection of supervision activities covers the last five years.

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

Winter 2024

MATH 60210

Méthodes économétriques en finance

MATH 60210A

Financial Econometrics

Fall 2023

FINA 20203A

Portfolio Management

Winter 2023

MATH 60210

Méthodes économétriques en finance

MATH 60210A

Financial Econometrics

Fall 2022

FINA 80223A

Macro Asset Pricing