Amine Raboun

Euronext Paris

14 Place des Reflets

Courbevoie, 92400

France

Université Paris Dauphine

Place du Maréchal de Tassigny

Paris, Cedex 16 75775

France

  • Euronext Paris

  • Université Paris Dauphine

SCHOLARLY PAPERS

3

DOWNLOADS

1,140

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Ideas:
“  I'm currently working on stock market liquidity, transaction costs of asset pricing anomalies and crowding of institutional investors trades.  ”

  • Euronext Paris

  • Université Paris Dauphine

Scholarly Papers (3)

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1.

Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Université Paris-Dauphine Research Paper No. 3380239
Number of pages: 37 Posted: 28 May 2019 Last Revised: 14 Jan 2020
Marie Briere, Charles‐Albert Lehalle, Tamara Nefedova and Amine Raboun
Amundi Asset Management, Capital Fund Management, Université Paris Dauphine - PSL and Euronext Paris
Downloads 496 (99,101)
Citation 6

Abstract:

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Trading Costs, Market Impact, Liquidity, Anomalies-based Investments

2.

Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance

Université Paris-Dauphine Research Paper No. 3420665
Number of pages: 36 Posted: 17 Jul 2019 Last Revised: 22 Feb 2022
Marie Briere, Charles‐Albert Lehalle, Tamara Nefedova and Amine Raboun
Amundi Asset Management, Capital Fund Management, Université Paris Dauphine - PSL and Euronext Paris
Downloads 451 (111,027)
Citation 2

Abstract:

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Trading Costs, Liquidity, Crowding, Bayesian Networks

3.

Liquidity Provision and Market-Making in Different Uncertainty Regimes: Evidence from the COVID-19 Market Crash

Number of pages: 40 Posted: 30 Mar 2021
Amine Raboun, Marie Briere and Charles‐Albert Lehalle
Euronext Paris, Amundi Asset Management and Capital Fund Management
Downloads 193 (267,528)

Abstract:

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Price Formation Process, Liquidity, COVID-19 Pandemic