Author Page for Carole Gresse

1.

Effects of Lit and Dark Market Fragmentation on Liquidity

Journal of Financial Markets, forthcoming

Number of pages: 63 Posted: 30 Aug 2011 Last Revised: 02 Mar 2017

Carole Gresse

Université Paris-Dauphine

Downloads 374 (37,812)

Abstract:

2.

A Survey of the European IPO Market

ECMI Research Paper No. 2

Number of pages: 94 Posted: 15 Feb 2012

Jean-Francois Gajewski and Carole Gresse

University Savoie Mont-Blanc, IREGE and Université Paris-Dauphine

Downloads 245 (61,531)

Citation 8

Abstract:

3.

Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index

Downloads 198 (128,621)

Citation 1

2

Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index

European Financial Management, 20(2), 352-373, 2014.

Number of pages: 38 Posted: 03 Aug 2011 Last Revised: 15 Mar 2014

Laurent Deville, Carole Gresse and Béatrice de Séverac

EDHEC Business School, Université Paris-Dauphine and Université Paris Ouest Nanterre La Défense

Downloads 197 (128,972)

Citation 1

Abstract:

Direct and Indirect Effects of Index ETFs on Spot‐Futures Pricing and Liquidity: Evidence from the CAC 40 Index

European Financial Management, Vol. 20, Issue 2, pp. 352-373, 2014

Number of pages: 22 Posted: 15 Mar 2014

Laurent Deville, Carole Gresse and Béatrice de Séverac

EDHEC Business School, Université Paris-Dauphine and Université Paris Ouest Nanterre La Défense

Downloads 1 (579,783)

Citation 1

Add to Cart

Abstract:

4.

Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based

Downloads 177 (142,568)

2

Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based

Number of pages: 12 Posted: 26 Feb 2014

Ling-Ni Boon, Marie Briere, Carole Gresse and Bas J. M. Werker

Tilburg University, Amundi Asset Management, Université Paris-Dauphine and Tilburg University - Center for Economic Research (CentER)

Downloads 117 (201,416)

Abstract:

Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based

Netspar Discussion Paper No. 02/2014-005

Number of pages: 13 Posted: 26 Mar 2014

Ling-Ni Boon, Marie Briere, Carole Gresse and Bas J. M. Werker

Tilburg University, Amundi Asset Management, Université Paris-Dauphine and Tilburg University - Center for Economic Research (CentER)

Downloads 60 (307,466)

Abstract:

5.

Rising and Senior Stars in European Financial Analyst Rankings: The Talented and the Famous

Number of pages: 42 Posted: 10 Aug 2014 Last Revised: 03 Jun 2016

Carole Gresse and Laurence Porteu de la Morandière

Université Paris-Dauphine and Groupe ESC PAU

Downloads 58 (249,631)

Abstract:

6.

The Effect of Crossing-Network Trading on Dealer Market's Bid-Ask Spreads

European Financial Management, Vol. 12, No. 2, pp. 143-160, March 2006

Number of pages: 18 Posted: 08 May 2006

Carole Gresse

Université Paris-Dauphine

Downloads 27 (413,838)

Citation 14

Add to Cart

Abstract:

7.

Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index

International Review of Financial Analysis, 34, 31-43.

Posted: 12 Sep 2008 Last Revised: 16 Dec 2014

Rudy De Winne, Carole Gresse and Isabelle Platten

Université Catholique de Louvain, Université Paris-Dauphine and Facultes Un. Notre-Dame de la Paix Namur (FUNDP), CEREFIM

Abstract:

8.

Liquidity Benefits from IPO Underpricing: Ownership Dispersion or Information Effect

Financial Management, 44(4), 785-810, 2015

Posted: 25 Aug 2008 Last Revised: 02 Mar 2017

Nesrine Bouzouita, Jean-Francois Gajewski and Carole Gresse

Université Paris Dauphine, University Savoie Mont-Blanc, IREGE and Université Paris-Dauphine

Abstract:

9.

Centralised Order Books Versus Hybrid Order Books: A Paired Comparison of Trading Costs on NSC (Euronext Paris) and SETS (London Stock Exchange)

Journal of Banking and Finance, Vol. 31, No. 9, 2007

Posted: 14 Jun 2003 Last Revised: 16 Dec 2014

Jean-Francois Gajewski and Carole Gresse

University Savoie Mont-Blanc, IREGE and Université Paris-Dauphine

Abstract:

10.

The Diversion of Order Flow on French Stocks from CAC to SEAQ International: A Field Study

European Financial Management, vol 4:2, July 1998

Posted: 23 Jan 1998

Bertrand Jacquillat and Carole Gresse

Associes en Finance and Université Paris-Dauphine

Carole Gresse

Université Paris-Dauphine

Professor of Finance

10

Top 25,855

1,457

Top 15,425

23

Scholarly Papers (10)

Effects of Lit and Dark Market Fragmentation on Liquidity

Abstract:

A Survey of the European IPO Market

Abstract:

Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index

Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index

Abstract:

Direct and Indirect Effects of Index ETFs on Spot‐Futures Pricing and Liquidity: Evidence from the CAC 40 Index

Abstract:

Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based

Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based

Abstract:

Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based

Abstract:

Rising and Senior Stars in European Financial Analyst Rankings: The Talented and the Famous

Abstract:

The Effect of Crossing-Network Trading on Dealer Market's Bid-Ask Spreads

Abstract:

Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index

Abstract:

Liquidity Benefits from IPO Underpricing: Ownership Dispersion or Information Effect

Abstract:

Centralised Order Books Versus Hybrid Order Books: A Paired Comparison of Trading Costs on NSC (Euronext Paris) and SETS (London Stock Exchange)

Abstract:

The Diversion of Order Flow on French Stocks from CAC to SEAQ International: A Field Study

Abstract:

Quick Links

Rankings

About