Jérôme Dugast

Luxembourg School of Finance

Research Associate

Campus Kirchberg (Bloc F)

6 rue Coudenhove-Kalergi

Luxembourg, L-1359

Luxembourg

http://sites.google.com/site/jeromedugast/

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 40,121

SSRN RANKINGS

Top 40,121

in Total Papers Downloads

882

CITATIONS

0

Scholarly Papers (3)

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
Luxembourg School of Finance and HEC Paris - Finance Department
Downloads 588 (37,550)

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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
Luxembourg School of Finance and HEC Paris - Finance Department
Downloads 183 (141,717)

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

2.

Inefficient Market Depth

Number of pages: 27 Posted: 27 Nov 2017
Jérôme Dugast
Luxembourg School of Finance
Downloads 0 (463,502)

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

3.

Unscheduled News and Market Dynamics

Number of pages: 56 Posted: 08 Mar 2016 Last Revised: 15 Nov 2017
Jérôme Dugast
Luxembourg School of Finance
Downloads 0 (244,811)

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