Details about Laurence Daures

Access statistics for papers by Laurence Daures.

Last updated 2024-08-15. Update your information in the RePEc Author Service.

Short-id: ple375

Working Papers

2023

1. Fragmentation and strategic market-making
   Post-Print, HAL View citations (1)
   Also in EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2018) View citations (4)
   See also Journal Article Fragmentation and Strategic Market-Making, Journal of Financial and Quantitative Analysis, Cambridge University Press (2023) (2023)

2018

2. Pre-opening periods in fragmented markets
   Post-Print, HAL
   Also in Post-Print, HAL (2017) View citations (2)
   Post-Print, HAL (2018)
   Working Papers, HAL (2017) View citations (5)
   Post-Print, HAL (2018)

2015

3. Dark pools et trading haute-fréquence: une évolution utile ?
   Post-Print, HAL
   See also Journal Article Dark pools et trading haute fréquence: une évolution utile ?, Revue d'économie financière, Association d'économie financière (2015) View citations (1) (2015)
4. Liquidity Supply across Multiple Trading Venues
   ESSEC Working Papers, ESSEC Research Center, ESSEC Business School View citations (1)
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2015) View citations (1)
   Working Papers, HAL (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 Working Papers, HAL (2012)

2011

6. Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems
   Working Papers, HAL View citations (1)
   Also in Post-Print, HAL (2003) View citations (6)
   Working Papers, Center for Research in Economics and Statistics (2001) View citations (3)
   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 Fragmentation and strategic market-making, Post-Print (2023) View citations (1) (2023)

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 Dark pools et trading haute-fréquence: une évolution utile ?, Post-Print (2015) (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