Gunnar Grass

Associate Professor, Department of Finance

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email : gunnar.grass@hec.ca
Phone : 514 340-1540
Secretary: 514 340-6823
Fax : 514 340-5632
Office : 4.222

Personal page

Education

Dr. rer. pol. (Ph.D. equivalent postgraduate studies in Finance), European Business School – Germany
Diplom-Kaufman (Master-level degree in business administration and finance), European Business School – Germany

This publication selection covers the last five years.

Journal articles (2)

AHABCHANE, Chahid, CENESIZOGLU, Tolga, GRASS, Gunnar, JENA, Sanjay Dominik; « Reducing transaction costs using intraday forecasts of limit order book slopes », Journal of Forecasting, vol. 43, no 8, 2024, p. 2982-3008.

AUGUSTIN, Patrick, BRENNER, Menachem, GRASS, Gunnar, ORLOWSKI, Piotr, SUBRAHMANYAM, Marti G.; « Informed options strategies before corporate events », Journal of Financial Markets, vol. 63, 2023, p. 1-34.

This selection of supervision activities covers the last five years.

Supervised project supervision – MSc in Management (2)

The use of real options in aircraft purchase projects at Air Canada - A proof of concept using the 737 Max business case , by Virgilio B. Pasin
September 2020

L'estimation du risque de liquidité avec l'identification par hétéroscédasticité , by Alexis Perth
September 2018

Winter 2024

FINA 10200A

Basic Corporate Finance

FINA 60201A

Fixed Income Securities

FINA 60201

Titres à revenus fixes