Sophie Moinas

Toulouse School of Economics

Professor

Toulouse 1 Capitole University

Place Anatole-France

Toulouse Cedex, F-31042

France

  • Toulouse School of Economics

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 11,392

SSRN RANKINGS

Top 11,392

in Total Papers Downloads

4,456

SSRN CITATIONS
Rank 7,442

SSRN RANKINGS

Top 7,442

in Total Papers Citations

57

CROSSREF CITATIONS

94

Scholarly Papers (8)

Actions:
Email selected abstracts
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 2,048 (7,646)
Citation 89

Abstract:

Loading...

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 1,281 (16,262)
Citation 1

Abstract:

Loading...

3.

Does Anonymity Matter in Electronic Limit Order Markets?

Downloads 296 (110,381)
Citation 32

Does Anonymity Matter in Electronic Limit Order Markets?

EFA 2003 Annual Conference Paper No. 377
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 261 (125,440)

Abstract:

Loading...

Natural Experiment, Limit Order Book, Anonymity, Liquidity

Does Anonymity Matter in Electronic Limit Order Markets?

CEPR Discussion Paper No. 4091
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 (486,803)
Citation 3
  • Add to Cart

Abstract:

Loading...

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

Abstract:

Loading...

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 246 (133,907)

Abstract:

Loading...

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

5.

Fragmentation and Strategic Market-Making

Number of pages: 67 Posted: 20 Sep 2014 Last Revised: 19 Apr 2018
Laurence Daures-Lescourret and Sophie Moinas
ESSEC Business School and Toulouse School of Economics
Downloads 221 (148,687)
Citation 4

Abstract:

Loading...

Market fragmentation, strategic price competition, cross-market inventory cost linkage

6.

Does a pre-open matter in fragmented markets?

Number of pages: 52 Posted: 23 Mar 2017 Last Revised: 12 May 2020
Selma Boussetta, Laurence Daures-Lescourret and Sophie Moinas
University of Bordeaux, ESSEC Business School and Toulouse School of Economics
Downloads 214 (153,205)
Citation 7

Abstract:

Loading...

price discovery, market fragmentation, preopening period, call auction

7.

Funding Constraints and Market Illiquidity in the European Treasury Bond Market

Downloads 146 (214,635)
Citation 2

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 117 (255,783)
Citation 2

Abstract:

Loading...

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 29 (518,808)

Abstract:

Loading...

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
Selma Boussetta, Laurence Daures-Lescourret and Sophie Moinas
University of Bordeaux, ESSEC Business School and Toulouse School of Economics
Downloads 4 (664,991)

Abstract:

Loading...

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

Other Papers (1)

Total Downloads: 34
Actions:
Email selected abstracts
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 34

Abstract:

Loading...

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