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

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 27,363

SSRN RANKINGS

Top 27,363

in Total Papers Downloads

2,207

SSRN CITATIONS
Rank 44,186

SSRN RANKINGS

Top 44,186

in Total Papers Citations

7

CROSSREF CITATIONS

9

Scholarly Papers (5)

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 594 (56,139)
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
WHU - Otto Beisheim School of Management, NHH-Caltech, University of Toulouse 1 and Catholic University of Louvain (UCL) - Department of Business Administration (IAG) - Finance Unit
Downloads 482 (72,784)
Citation 3

Abstract:

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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 449 (79,295)
Citation 11

Abstract:

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

4.

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-Caltech and University of Toulouse 1
Downloads 386 (94,542)
Citation 2

Abstract:

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

5.

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 Toulouse School of Economics
Downloads 296 (126,699)

Abstract:

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