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 33,655

in Total Papers Citations

4

CROSSREF CITATIONS

17

Scholarly Papers (12)

1.

Transparency Regime Initiatives and Liquidity in the CDS Market

Number of pages: 47 Posted: 18 Jan 2015 Last Revised: 07 Feb 2019
Andras Fulop and Laurence Daures-Lescourret
ESSEC Business School and ESSEC Business School
Downloads 284 (116,492)
Citation 4

Abstract:

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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: 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 222 (149,485)
Citation 8

Abstract:

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price discovery, market fragmentation, preopening period, call auction

3.

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 (150,141)
Citation 4

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

4.

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 171 (189,645)
Citation 7

Abstract:

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

5.

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 affiliation not provided to SSRN
Downloads 158 (202,849)

Abstract:

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Bundling, Strategic Disclosure, Mergers, Earnings

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 (230,561)

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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
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 114 (261,765)

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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 105 (277,372)
Citation 2

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?

EFMA 2004 Basel Meetings Paper
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 90 (306,609)

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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 4 (671,346)

Abstract:

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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 (719,811)
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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