Carole Gresse

Université Paris Dauphine-PSL

Professor of Finance

DRM

Place du Maréchal de Lattre de Tassigny

Paris cedex 16, 75775

France

http://www.carolegresse.com

  • Université Paris Dauphine-PSL

SCHOLARLY PAPERS

12

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21

CROSSREF CITATIONS

21

Scholarly Papers (12)

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1.

Effects of Lit and Dark Market Fragmentation on Liquidity

Journal of Financial Markets, 35, 1-20, 2017.
Number of pages: 63 Posted: 30 Aug 2011 Last Revised: 10 Jun 2021
Carole Gresse
Université Paris Dauphine-PSL
Downloads 745 (47,592)
Citation 23

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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 732 (48,784)
Citation 1

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

3.

Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets

Number of pages: 50 Posted: 10 Apr 2019 Last Revised: 22 Jan 2022
Hans Degryse, Rudy De Winne, Carole Gresse and Richard Payne
KU Leuven - Faculty of Business and Economics (FEB), UCLouvain - Louvain Finance, Université Paris Dauphine-PSL and City University London - Sir John Cass Business School
Downloads 241 (175,386)
Citation 1

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high frequency trading (HFT), algorithmic trading (AT), fragmentation, limit order duplication, order cancellation

4.

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

Downloads 221 (190,386)
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 218 (192,680)
Citation 3

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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 3 (881,709)

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

5.

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

Downloads 220 (191,252)

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 138 (286,026)

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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 82 (408,800)

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Funded pension, risk regulation, regulatory quality

6.

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 113 (329,946)

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Analyst forecasts, analyst rankings, reputation, analyst recommendations

7.

Geographical Proximity and Enhanced Attention in P2B Crowdlending Strategies

Number of pages: 47 Posted: 21 Jun 2021 Last Revised: 07 Mar 2022
Carole Gresse and Hugo Marin
Université Paris Dauphine-PSL and Université Paris Dauphine-PSL
Downloads 42 (555,864)

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geographical-proximity bias, peer-to-business crowdlending, crowdfunding, behavioral finance, loan performance, price discovery, investor attention

8.

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 28 (634,971)

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9.

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

Abstract:

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

10.

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

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

11.

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

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

12.

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

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