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

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 33,559

SSRN RANKINGS

Top 33,559

in Total Papers Downloads

1,452

SSRN CITATIONS
Rank 17,597

SSRN RANKINGS

Top 17,597

in Total Papers Citations

26

CROSSREF CITATIONS

26

Scholarly Papers (4)

1.
Downloads 1,084 ( 20,793)
Citation 24

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 855 (28,892)
Citation 21

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 229 (142,640)
Citation 15

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 204 (159,734)
Citation 2

Abstract:

Loading...

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

3.

Inefficient Market Depth

Number of pages: 10 Posted: 27 Nov 2017 Last Revised: 26 Feb 2020
Jérôme Dugast
Université Paris Dauphine - Department of Finance
Downloads 91 (300,909)

Abstract:

Loading...

Order Book, Market Depth, Execution Delay, Welfare

A Theory of Participation in OTC and Centralized Markets

Johns Hopkins Carey Business School Research Paper No. 19-07
Number of pages: 67 Posted: 13 Jun 2019 Last Revised: 02 Oct 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 71 (352,647)

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 2 (712,109)
  • Add to Cart

Abstract:

Loading...