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Details about Jérôme Dugast

Homepage:https://sites.google.com/view/jeromedugast/home
Workplace:Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) (University of Paris 9), (more information at EDIRC)

Access statistics for papers by Jérôme Dugast.

Last updated 2020-10-10. Update your information in the RePEc Author Service.

Short-id: pdu370


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Working Papers

2020

  1. Equilibrium Data Mining and Data Abundance
    Post-Print, HAL
    Also in Post-Print, HAL (2020)

2019

  1. A Theory of Participation in OTC and Centralized Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads
    Working Papers, HAL (2019)
  2. Inefficient Market Depth
    Working Papers, HAL

2018

  1. Platform Trading with an OTC Market Fringe
    2018 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
    Also in Post-Print, HAL (2018) View citations (1)
  2. Unscheduled News and Market Dynamics
    Post-Print, HAL View citations (2)
    See also Journal Article in Journal of Finance (2018)

2016

  1. Data Abundance and Asset Price Informativeness
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    See also Journal Article in Journal of Financial Economics (2018)

2014

  1. False News, Informational Efficiency, and Price Reversals
    Working papers, Banque de France Downloads View citations (6)
    Also in Working Papers, HAL (2014) View citations (5)
    HEC Research Papers Series, HEC Paris (2014) Downloads View citations (6)

2013

  1. Limited attention and news arrival in limit order markets
    Working papers, Banque de France Downloads View citations (1)

Journal Articles

2018

  1. Data abundance and asset price informativeness
    Journal of Financial Economics, 2018, 130, (2), 367-391 Downloads View citations (8)
    See also Working Paper (2016)
  2. Unscheduled News and Market Dynamics
    Journal of Finance, 2018, 73, (6), 2537-2586 Downloads View citations (3)
    See also Working Paper (2018)

2014

  1. International workshop on algorithmic and high-frequency trading:a brief summary
    Quarterly selection of articles - Bulletin de la Banque de France, 2014, (33), 39-42 Downloads
  2. Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013
    Bulletin de la Banque de France, 2014, (195), 45-47 Downloads
 
Page updated 2020-11-28