Laurence Daures (formerly Lescourret)

ESSEC Business School

Associate Professor

3 Avenue Bernard Hirsch

CS 50105 CERGY

CERGY, CERGY PONTOISE CEDEX

France

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 36,790

SSRN RANKINGS

Top 36,790

in Total Papers Downloads

2,546

SSRN CITATIONS

10

CROSSREF CITATIONS

5

Scholarly Papers (10)

1.

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 (formerly Lescourret) and Sumingyue Wang
ESSEC Business School, ESSEC Business School and Shanghai University of Finance and Economics
Downloads 598 (84,110)
Citation 1

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Bundling, Strategic Disclosure, Mergers, Earnings

Click first or last? Strategic order submission during the Euronext preopening session

Number of pages: 65 Posted: 23 Mar 2017 Last Revised: 07 Dec 2023
Selma Boussetta, Laurence Daures (formerly Lescourret) and Sophie Moinas
BxSE, University of Bordeaux, ESSEC Business School and Universite de Toulouse 1 Capitole
Downloads 419 (128,745)
Citation 1

Abstract:

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preopening period, strategic order submission, opening call auction, price discovery

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 (formerly Lescourret) and Sophie Moinas
BxSE, University of Bordeaux, ESSEC Business School and Universite de Toulouse 1 Capitole
Downloads 59 (667,690)
Citation 1

Abstract:

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

3.

Fragmentation and Strategic Market-Making

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 94 Posted: 20 Sep 2014 Last Revised: 04 Feb 2022
Laurence Daures (formerly Lescourret) and Sophie Moinas
ESSEC Business School and Universite de Toulouse 1 Capitole
Downloads 389 (141,116)
Citation 4

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Market fragmentation, imperfect competition, cross-market inventory cost

4.

Standardization, Transparency Initiatives and Liquidity in the CDS Market

Journal of Financial Markets, Forthcoming
Number of pages: 68 Posted: 18 Jan 2015 Last Revised: 02 Feb 2022
Laurence Daures (formerly Lescourret) and Andras Fulop
ESSEC Business School and ESSEC Business School
Downloads 348 (159,697)
Citation 3

Abstract:

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

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 (formerly Lescourret)
ESSEC Business School and ESSEC Business School
Downloads 203 (274,171)

Abstract:

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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 (formerly Lescourret)
ESSEC Business School and ESSEC Business School
Downloads 158 (341,780)

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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 (formerly Lescourret) and Christian Y. Robert
ESSEC Business School and CNAM, Conservatoire des Arts et Metiers
Downloads 141 (374,873)

Abstract:

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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 (formerly Lescourret)
ESSEC Business School
Downloads 129 (401,924)
Citation 1

Abstract:

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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 (formerly Lescourret) and Christian Y. Robert
ESSEC Business School and CNAM, Conservatoire des Arts et Metiers
Downloads 102 (478,027)

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

10.

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 (formerly Lescourret)
ESSEC Business School and ESSEC Business School

Abstract:

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Credit Default Swap, Liquidity, Stochastic Transaction Costs, Interdealer