Jérôme Dugast

Université Paris Dauphine - Department of Finance

Place du Maréchal de Lattre de Tassigny

Paris Cedex 16, 75775

France

http://https://sites.google.com/view/jeromedugast/home

  • Université Paris Dauphine - Department of Finance

    • Email
    • Tel: +33 1 44 05 40 41
SCHOLARLY PAPERS

4

DOWNLOADS
Rank 33,381

SSRN RANKINGS

Top 33,381

in Total Papers Downloads

1,338

SSRN CITATIONS
Rank 15,029

SSRN RANKINGS

Top 15,029

in Total Papers Citations

30

CROSSREF CITATIONS

25

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Data Abundance and Asset Price Informativeness

Downloads 1,038 ( 20,430)
Citation 25

Data Abundance and Asset Price Informativeness

HEC Paris Research Paper No. FIN-2014-1036, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 63 Posted: 21 Feb 2014 Last Revised: 30 Aug 2017
Jérôme Dugast and Thierry Foucault
Université Paris Dauphine - Department of Finance and HEC Paris - Finance Department
Downloads 814 (28,547)
Citation 24

Abstract:

Loading...

Asset Price Informativeness, Big Data, FinTech, Information Processing, Markets for Information, Contrarian and momentum trading.

Data Abundance and Asset Price Informativeness

Number of pages: 54 Posted: 17 Oct 2014 Last Revised: 26 Mar 2017
Jérôme Dugast and Thierry Foucault
Université Paris Dauphine - Department of Finance and HEC Paris - Finance Department
Downloads 224 (135,920)
Citation 12

Abstract:

Loading...

Asset Price Informativeness, Big Data, FinTech, Information Processing, Markets for Information, Contrarian and momentum trading

2.

Unscheduled News and Market Dynamics

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 08 Mar 2016 Last Revised: 22 Dec 2017
Jérôme Dugast
Université Paris Dauphine - Department of Finance
Downloads 193 (157,703)
Citation 1

Abstract:

Loading...

news, order book, market depth, price variability, trading volume

3.

Inefficient Market Depth

Number of pages: 27 Posted: 27 Nov 2017
Jérôme Dugast
Université Paris Dauphine - Department of Finance
Downloads 80 (307,395)

Abstract:

Loading...

Order Book, Market Depth, Limit Order Execution Rate, Welfare

4.

A Theory of Participation in OTC and Centralized Markets

Downloads 27 (482,659)

A Theory of Participation in OTC and Centralized Markets

Number of pages: 66 Posted: 13 Jun 2019
Jérôme Dugast, Semih Uslu and Pierre-Olivier Weill
Université Paris Dauphine - Department of Finance, Johns Hopkins Carey Business School and University of California, Los Angeles
Downloads 26 (502,313)

Abstract:

Loading...

OTC Markets, Heterogeneity, Intermediation, Composition Externalities, Government Intervention

A Theory of Participation in OTC and Centralized Markets

NBER Working Paper No. w25887
Number of pages: 41 Posted: 05 Jun 2019
Jérôme Dugast, Semih Uslu and Pierre-Olivier Weill
Université Paris Dauphine - Department of Finance, Johns Hopkins Carey Business School and University of California, Los Angeles
Downloads 1 (684,722)
  • Add to Cart

Abstract:

Loading...