Laurence Daures-Lescourret

ESSEC Business School

Associate Professor

3 Avenue Bernard Hirsch

CS 50105 CERGY

CERGY, CERGY PONTOISE CEDEX

France

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 43,333

in Total Papers Citations

4

CROSSREF CITATIONS

12

Scholarly Papers (12)

1.

Standardization, Transparency Initiatives and Liquidity in the CDS Market

Number of pages: 46 Posted: 18 Jan 2015 Last Revised: 27 Aug 2020
Laurence Daures-Lescourret and Andras Fulop
ESSEC Business School and ESSEC Business School
Downloads 295 (124,384)
Citation 3

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Credit Default Swap, Liquidity, Transparency, CDS Volatility, Counterparty Risk

2.

Does a pre-open matter in fragmented markets?

Number of pages: 59 Posted: 23 Mar 2017 Last Revised: 30 Dec 2020
Selma Boussetta, Laurence Daures-Lescourret and Sophie Moinas
University of Bordeaux, ESSEC Business School and Toulouse School of Economics
Downloads 273 (134,976)
Citation 8

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price discovery, market fragmentation, preopening period, call auction

3.

Why Do Firms Bundle Earnings and Acquisition Announcements?

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 20 Nov 2017 Last Revised: 01 Oct 2019
Jose-Miguel Gaspar, Laurence Daures-Lescourret and Sumingyue Wang
ESSEC Business School, ESSEC Business School and Shanghai University of Finance and Economics
Downloads 243 (151,656)
Citation 1

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Bundling, Strategic Disclosure, Mergers, Earnings

4.

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 241 (152,864)
Citation 4

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Market fragmentation, imperfect competition, cross-market inventory cost

5.

Intra-Daily Variations in Volatility and Transaction Costs in the Credit Default Swap Market

Number of pages: 61 Posted: 21 Nov 2009
Andras Fulop and Laurence Daures-Lescourret
ESSEC Business School and ESSEC Business School
Downloads 177 (203,387)

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Credit Default Swap, Microstructure, Intra-daily patterns, Stochastic transaction costs, Volatility, Interdealer market

6.

Liquidity Externalities and Buyout Delisting Activity

Number of pages: 63 Posted: 31 Jul 2009
Jose-Miguel Gaspar and Laurence Daures-Lescourret
ESSEC Business School and ESSEC Business School
Downloads 135 (254,534)

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leveraged buyouts, liquidity externalities, delisting, asymmetric information

7.

Transparency Matters: Price Formation in Presence of Order Preferencing

Journal of Financial Markets, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47 Posted: 26 Oct 2006 Last Revised: 14 Jan 2014
Laurence Daures-Lescourret and Christian Y. Robert
ESSEC Business School and CNAM, Conservatoire des Arts et Metiers
Downloads 120 (277,975)

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Preferencing, Internalization, Inventory management, Transparency

8.

Cold Case File? Inventory Risk and Information Sharing during the pre-1997 NASDAQ Preopening

European Financial Management, Forthcoming
Number of pages: 41 Posted: 02 Apr 2012 Last Revised: 05 Dec 2016
Laurence Daures-Lescourret
ESSEC Business School
Downloads 110 (295,603)
Citation 1

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OTC Markets, Preopen, NASDAQ, Information Sharing, Inventory Information, Price Reversals

9.

Why is There Heterogeneity Among Dealers' Behavior During the NASDAQ Preopening Session?

Number of pages: 40 Posted: 18 May 2004
Laurence Daures-Lescourret and Christian Y. Robert
ESSEC Business School and CNAM, Conservatoire des Arts et Metiers
Downloads 92 (332,689)

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Nasdaq, Order Preferencing, Preopening, Inventory, Price-reversal

10.

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 17 (635,777)

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

11.

Cold Case File? Inventory Risk and Information Sharing During the Pre‐1997 NASDAQ

European Financial Management, Vol. 23, Issue 4, pp. 761-806, 2017
Number of pages: 46 Posted: 02 Oct 2017
Laurence Daures-Lescourret
ESSEC Business School
Downloads 0 (781,551)
Citation 1
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OTC markets, preopen, NASDAQ, information sharing, price reversals

12.

How Liquid is the CDS Market?

EFA 2008 Athens Meetings Paper
Posted: 06 Mar 2008 Last Revised: 08 Nov 2014
Andras Fulop and Laurence Daures-Lescourret
ESSEC Business School and ESSEC Business School

Abstract:

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Credit Default Swap, Liquidity, Stochastic Transaction Costs, Interdealer