Carole Gresse

Université Paris-Dauphine, PSL

Professor of Finance

DRM

Pôle Universitaire Léonard de Vinci

Paris La Défense cedex, 92916

France

http://www.carolegresse.com

  • Université Paris-Dauphine, PSL

    • Email
    • Tel: +33 (0)1 41 16 76 15
    • Fax: +33 (0)1 41 16 76 37
SCHOLARLY PAPERS

11

DOWNLOADS
Rank 26,370

SSRN RANKINGS

Top 26,370

in Total Papers Downloads

1,731

CITATIONS
Rank 15,214

SSRN RANKINGS

Top 15,214

in Total Papers Citations

33

Scholarly Papers (11)

Actions:
Email selected abstracts
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, PSL
Downloads 687 (36,112)
Citation 12

Abstract:

Loading...

Fragmentation, Liquidity, Multilateral Trading Facility (MTF), OTC trading, Internalization, Dark trading

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, PSL
Downloads 498 (54,842)
Citation 1

Abstract:

Loading...

European, IPO, initial public offering, euronext, investment banks

3.

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

Downloads 211 (142,475)
Citation 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, PSL and Université Paris Ouest Nanterre La Défense
Downloads 210 (142,849)
Citation 2

Abstract:

Loading...

Futures, Exchange-Traded Fund, ETF, Efficiency, Arbitrage, Liquidity

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, PSL and Université Paris Ouest Nanterre La Défense
Downloads 1 (674,628)
  • Add to Cart

Abstract:

Loading...

futures, exchange‐traded fund, ETF, efficiency, arbitrage, liquidity

4.

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

Downloads 198 (151,173)
Citation 1

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, PSL and Tilburg University - Center for Economic Research (CentER)
Downloads 127 (221,191)

Abstract:

Loading...

funded pension, risk regulation, regulatory quality

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, PSL and Tilburg University - Center for Economic Research (CentER)
Downloads 71 (326,064)
Citation 1

Abstract:

Loading...

Funded pension, risk regulation, regulatory quality

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, PSL and Groupe ESC PAU
Downloads 99 (263,411)

Abstract:

Loading...

Analyst forecasts, analyst rankings, reputation, analyst recommendations

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, PSL
Downloads 27 (475,803)
Citation 19
  • Add to Cart

Abstract:

Loading...

7.

Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity

Number of pages: 40 Posted: 10 Apr 2019 Last Revised: 12 Jul 2019
Hans Degryse, Rudy De Winne, Carole Gresse and Richard Payne
KU Leuven, Department Accounting, Finance and Insurance, Université Catholique de Louvain, Université Paris-Dauphine, PSL and City University London - Sir John Cass Business School
Downloads 11 (567,590)

Abstract:

Loading...

high frequency trading (HFT), algorithmic trading (AT), fragmentation, ghost liquidity

8.

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, PSL and Facultes Un. Notre-Dame de la Paix Namur (FUNDP), CEREFIM

Abstract:

Loading...

Exchange-traded fund (ETF), index trading, transaction costs, liquidity, risk sharing

9.

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, PSL

Abstract:

Loading...

IPO, initial underpricing, ownership structure, post-listing liquidity, information asymmetry, analyst coverage

10.

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, PSL

Abstract:

Loading...

transaction costs, spread components, order book, hybrid market, centralised market, fragmentation

11.

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, PSL

Abstract:

Loading...