Laurence Daures (formerly Lescourret)

ESSEC Business School

Associate Professor

3 Avenue Bernard Hirsch

CS 50105 CERGY

CERGY, CERGY PONTOISE CEDEX

France

  • ESSEC Business School

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    • Fax: +33 1 34 43 32 12
SCHOLARLY PAPERS

11

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6

CROSSREF CITATIONS

11

Scholarly Papers (11)

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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 552 (80,960)
Citation 1

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Bundling, Strategic Disclosure, Mergers, Earnings

2.

Does a pre-open matter in fragmented markets?

Number of pages: 59 Posted: 23 Mar 2017 Last Revised: 30 Dec 2020
Selma Boussetta, Selma Boussetta, Laurence Daures (formerly Lescourret) and Sophie Moinas
University of BordeauxUniversity of Bordeaux - GREThA (Research Group in Theoretical and Applied Economics), ESSEC Business School and Universite de Toulouse 1 Capitole
Downloads 361 (133,681)
Citation 8

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price discovery, market fragmentation, preopening period, call auction

3.

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 331 (146,867)
Citation 3

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

4.

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 325 (149,762)
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 (formerly Lescourret)
ESSEC Business School and ESSEC Business School
Downloads 194 (249,063)

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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 152 (307,314)

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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 128 (351,681)

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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 126 (355,830)
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 (formerly Lescourret) and Christian Y. Robert
ESSEC Business School and CNAM, Conservatoire des Arts et Metiers
Downloads 98 (425,658)

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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, Selma Boussetta, Laurence Daures (formerly Lescourret) and Sophie Moinas
University of BordeauxUniversity of Bordeaux - GREThA (Research Group in Theoretical and Applied Economics), ESSEC Business School and Universite de Toulouse 1 Capitole
Downloads 48 (622,763)

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

11.

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