Fany Declerck

University of Toulouse 1

Universite des Sciences Sociales

Manufacture des Tabacs - MF 308 21, allee de Brienne

31000 Toulouse

France

http://go.to/fdeclerck

  • University of Toulouse 1

    • Email
    • Tel: 33 561 128 570
    • Fax: 33 561 225 563
SCHOLARLY PAPERS

5

DOWNLOADS
Rank 40,581

SSRN RANKINGS

Top 40,581

in Total Papers Downloads

2,660

TOTAL CITATIONS

26

Scholarly Papers (5)

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1.

Trading Costs on a Limit Order Book Market: Evidence from the Paris Bourse

Number of pages: 45 Posted: 18 Sep 2000
Fany Declerck
University of Toulouse 1
Downloads 705 (78,848)
Citation 5

Abstract:

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2.

Probability of Informed Trading? Some Evidences Around Corporate Events

Number of pages: 43 Posted: 11 Apr 2003
Nihat Aktas, Eric de Bodt, Fany Declerck and Hervé Van Oppens
WHU - Otto Beisheim School of Management, NHH, University of Toulouse 1 and Catholic University of Louvain (UCL) - Department of Business Administration (IAG) - Finance Unit
Downloads 537 (111,436)
Citation 3

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probability of informed based trading, mergers and acquisitions, corporate events

3.

Why Markets Should Not Necessarily Reduce Tick Size

Number of pages: 43 Posted: 24 Feb 2002
Fany Declerck and David Bourghelle
University of Toulouse 1 and University of Lille I - Institute of Business Administration
Downloads 514 (117,593)
Citation 10

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tick size, liquidity supply, spread, market depth and order exposure.

4.

Who Supplies Liquidity, How and When?

BIS Working Paper No. 563
Number of pages: 34 Posted: 07 Jun 2016
Bruno Biais, Fany Declerck and Sophie Moinas
University of Toulouse 1 - Toulouse School of Economics (TSE), University of Toulouse 1 and Universite de Toulouse 1 Capitole
Downloads 467 (131,922)
Citation 3

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Liquidity, high-frequency trading, proprietary trading, adverse selection, electronic limit order book, short-term momentum, contrarian

5.

Is There Information Leakage Around Business Combinations on the French Market?

EFMA 2002 London Meetings
Number of pages: 52 Posted: 14 Mar 2002
Nihat Aktas, Eric de Bodt and Fany Declerck
WHU - Otto Beisheim School of Management, NHH and University of Toulouse 1
Downloads 437 (142,809)
Citation 5

Abstract:

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Mergers and Acquisitions, hidden order, informed trading, bid-ask spread, information leakage