Details about Laurence Daures

Access statistics for papers by Laurence Daures.

Last updated 2023-09-09. Update your information in the RePEc Author Service.

Short-id: ple375

Working Papers

2018

1. Fragmentation and Strategic Market-Making
   EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich View citations (4)
   See also Journal Article in Journal of Financial and Quantitative Analysis (2023)
2. Pre-opening periods in fragmented markets
   Post-Print, HAL
   Also in Post-Print, HAL (2017) View citations (2)
   Working Papers, HAL (2017) View citations (5)
   Post-Print, HAL (2018)
   Post-Print, HAL (2018)

2015

3. Dark pools et trading haute-fréquence: une évolution utile ?
   Post-Print, HAL
   See also Journal Article in Revue d'économie financière (2015)
4. Liquidity Supply across Multiple Trading Venues
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)
   Also in Working Papers, HAL (2015) View citations (1)
   ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2015) View citations (1)

2012

5. Non-Fundamental Information and Market-Makers' Behavior during the NASDAQ Preopening Session
   ESSEC Working Papers, ESSEC Research Center, ESSEC Business School
   Also in Post-Print, HAL (2012)

2011

6. Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems
   Working Papers, HAL View citations (1)
   Also in Working Papers, Center for Research in Economics and Statistics (2001) View citations (3)
   Post-Print, HAL (2003) View citations (6)
   HEC Research Papers Series, HEC Paris (2001) View citations (4)

2006

7. Preferencing, internalization and inventory position
   ESSEC Working Papers, ESSEC Research Center, ESSEC Business School

2002

8. Preferencing and Dealer Inventory
   Working Papers, Center for Research in Economics and Statistics

Journal Articles

2023

1. Fragmentation and Strategic Market-Making
   Journal of Financial and Quantitative Analysis, 2023, 58, (4), 1675-1700
   See also Working Paper (2018)

2022

2. Standardization, transparency initiatives, and liquidity in the CDS market
   Journal of Financial Markets, 2022, 59, (PA)

2017

3. Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ
   European Financial Management, 2017, 23, (4), 761-806 View citations (2)

2015

4. Dark pools et trading haute fréquence: une évolution utile ?
   Revue d'économie financière, 2015, n° 120, (4), 113-126 View citations (1)
   See also Working Paper (2015)

2011

5. Transparency matters: Price formation in the presence of order preferencing
   Journal of Financial Markets, 2011, 14, (2), 227-258 View citations (8)

2006

6. Extreme dependence of multivariate catastrophic losses
   Scandinavian Actuarial Journal, 2006, 2006, (4), 203-225