Details about Jérôme Dugast

Access statistics for papers by Jérôme Dugast.

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

Short-id: pdu370

Working Papers

2020

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

2019

2. A Theory of Participation in OTC and Centralized Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (12)
3. Inefficient Market Depth
   Working Papers, HAL

2018

4. Platform Trading with an OTC Market Fringe
   Post-Print, HAL View citations (2)
   Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (3)
5. Unscheduled News and Market Dynamics
   Post-Print, HAL View citations (8)
   See also Journal Article Unscheduled News and Market Dynamics, Journal of Finance, American Finance Association (2018) View citations (11) (2018)

2016

6. Data Abundance and Asset Price Informativeness
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   See also Journal Article Data abundance and asset price informativeness, Journal of Financial Economics, Elsevier (2018) View citations (44) (2018)

2014

7. False News, Informational Efficiency, and Price Reversals
   HEC Research Papers Series, HEC Paris View citations (8)
   Also in Working Papers, HAL (2014) View citations (9)
   Working papers, Banque de France (2014) View citations (9)

2013

8. Limited attention and news arrival in limit order markets
   Working papers, Banque de France View citations (2)

Journal Articles

2018

1. Data abundance and asset price informativeness
   Journal of Financial Economics, 2018, 130, (2), 367-391 View citations (44)
   See also Working Paper Data Abundance and Asset Price Informativeness, CEPR Discussion Papers (2016) View citations (5) (2016)
2. Unscheduled News and Market Dynamics
   Journal of Finance, 2018, 73, (6), 2537-2586 View citations (11)
   See also Working Paper Unscheduled News and Market Dynamics, Post-Print (2018) View citations (8) (2018)

2014

3. 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
4. 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