Sophie Moinas

Toulouse School of Economics

Professor

Toulouse 1 Capitole University

Place Anatole-France

Toulouse Cedex, F-31042

France

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 11,809

SSRN RANKINGS

Top 11,809

in Total Papers Downloads

4,608

SSRN CITATIONS
Rank 7,678

SSRN RANKINGS

Top 7,678

in Total Papers Citations

69

CROSSREF CITATIONS

93

Scholarly Papers (8)

1.

Equilibrium Fast Trading

AFA 2013 San Diego Meetings Paper, HEC Paris Research Paper No. 968/2013
Number of pages: 57 Posted: 19 Mar 2012 Last Revised: 23 Feb 2018
Bruno Biais, Thierry Foucault and Sophie Moinas
University of Toulouse 1 - Toulouse School of Economics (TSE), HEC Paris - Finance Department and Toulouse School of Economics
Downloads 2,082 (8,118)
Citation 102

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high frequency trading, liquidity, welfare, adverse selection, investment

2.

Equilibrium High Frequency Trading

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 36 Posted: 08 May 2011 Last Revised: 15 Mar 2013
Thierry Foucault, Sophie Moinas and Bruno Biais
HEC Paris - Finance Department, Toulouse School of Economics and Centre for Economic Policy Research (CEPR)
Downloads 1,307 (17,068)
Citation 1

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Does Anonymity Matter in Electronic Limit Order Markets?

Number of pages: 58 Posted: 31 Jul 2003
Thierry Foucault, Sophie Moinas and Erik Theissen
HEC Paris - Finance Department, Toulouse School of Economics and University of Mannheim - Finance Area
Downloads 267 (131,055)

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Natural Experiment, Limit Order Book, Anonymity, Liquidity

Does Anonymity Matter in Electronic Limit Order Markets?

Number of pages: 61 Posted: 04 Dec 2003
Thierry Foucault, Sophie Moinas and Erik Theissen
HEC Paris - Finance Department, Toulouse School of Economics and University of Mannheim - Finance Area
Downloads 35 (516,386)
Citation 4
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Market microstructure, limit order trading, anonymity, transparency, liquidity

Does Anonymity Matter in Electronic Limit Order Markets?

Review of Financial Studies, Vol. 20, No. 5, 2007
Posted: 26 Jun 2008
Thierry Foucault, Sophie Moinas and Erik Theissen
HEC Paris - Finance Department, Toulouse School of Economics and University of Mannheim - Finance Area

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G10, G14, G24

4.

Who Supplies Liquidity, How and When?

BIS Working Paper No. 563
Number of pages: 34 Posted: 07 Jun 2016
Bruno Biais, Fany Declerck and Sophie Moinas
University of Toulouse 1 - Toulouse School of Economics (TSE), University of Toulouse 1 and Toulouse School of Economics
Downloads 277 (126,678)

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Liquidity, high-frequency trading, proprietary trading, adverse selection, electronic limit order book, short-term momentum, contrarian

5.

Does a pre-open matter in fragmented markets?

Number of pages: 59 Posted: 23 Mar 2017 Last Revised: 30 Dec 2020
University of Bordeaux, ESSEC Business School and Toulouse School of Economics
Downloads 251 (140,266)
Citation 8

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price discovery, market fragmentation, preopening period, call auction

6.

Fragmentation and Strategic Market-Making

Number of pages: 70 Posted: 20 Sep 2014 Last Revised: 17 Jul 2020
Laurence Daures-Lescourret and Sophie Moinas
ESSEC Business School and Toulouse School of Economics
Downloads 229 (153,244)
Citation 4

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Market fragmentation, imperfect competition, cross-market inventory cost

Funding Constraints and Market Illiquidity in the European Treasury Bond Market

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48 Posted: 25 May 2016 Last Revised: 09 Aug 2018
Sophie Moinas, Minh Nguyen and Giorgio Valente
Toulouse School of Economics, Newcastle University Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 121 (265,609)
Citation 1

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Illiquidity, Asset Pricing, Identification, Heteroskedasticity

Funding Constraints and Market Illiquidity in the European Treasury Bond Market

HKIMR Working Paper No.21/2018
Number of pages: 61 Posted: 10 Oct 2018
Sophie Moinas, Minh Nguyen and Giorgio Valente
Toulouse School of Economics, Newcastle University Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 31 (538,237)

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Illiquidity, Asset Pricing, Identification, Heteroskedasticity

8.

The Role of Pre-Opening Mechanisms in Fragmented Markets

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 01 Jun 2017
University of Bordeaux, ESSEC Business School and Toulouse School of Economics
Downloads 8 (675,471)

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pre-opening period, market fragmentation, liquidity, price discovery

Other Papers (1)

Total Downloads: 45
1.

Hidden Limit Orders and Liquidity in Limit Order Markets

Number of pages: 45 Posted: 05 Mar 2005
Sophie Moinas
Toulouse School of Economics
Downloads 45

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Limit Order Book, Transparency, Hidden orders, Informed limit order trading