Stéphanie Ligot

Université Paris I Panthéon-Sorbonne (PRISM Sorbonne and Labex RéFi)

PhD

17, rue de la Sorbonne

Paris, 75005

France

SCHOLARLY PAPERS

2

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Ideas:
“  Stéphanie Ligot is Doctor in Management Science from the Sorbonne Management School of University Paris 1 Panthéon-Sorbonne. Her research and teaching interests address financial market efficiency with a focus on the market microstructure through the study of impacts of financial regulations and financial innovations on the price discovery dynamics for the equity markets.  ”

Scholarly Papers (2)

1.

Fragmentation and the Price Discovery Dynamics: The Contributions of Multilateral Trading Facilities and Regulated Market

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 04 Jun 2018 Last Revised: 26 Jan 2019
Roland L. Gillet and Stéphanie Ligot
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne (PRISM Sorbonne and Labex RéFi)

Abstract:

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Market Microstructure/Liquidity, Price discovery, Financial regulation (MiFID)

2.

The Equity Market and Its Price Discovery Risk: An Empirical Study for the CAC40 Stock Market Index

LabEx ReFi Working Paper series No. 2018-03
Posted: 23 Apr 2018
Roland L. Gillet and Stéphanie Ligot
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne (PRISM Sorbonne and Labex RéFi)

Abstract:

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Price discovery, Opening prices, High-Frequency traders, Financial regulation, Market quality, Intra-day volatility