Jérôme Dugast : Citation Profile


Are you Jérôme Dugast?

Université Paris-Dauphine (Paris IX)

3

H index

1

i10 index

31

Citations

RESEARCH PRODUCTION:

4

Articles

14

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 4
   Journals where Jérôme Dugast has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu370
   Updated: 2020-11-21    RAS profile: 2020-10-10    
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Relations with other researchers


Works with:

Üslü, Semih (5)

Weill, Pierre-Olivier (2)

Foucault, Thierry (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jérôme Dugast.

Is cited by:

Quemin, Simon (3)

Baudry, marc (3)

Chiarella, Carl (2)

Kendall, Chad (2)

He, Xuezhong (2)

Foucault, Thierry (2)

Babus, Ana (1)

Obizhaeva, Anna (1)

Degryse, Hans (1)

Wei, Lijian (1)

Weill, Pierre-Olivier (1)

Cites to:

Weill, Pierre-Olivier (9)

Foucault, Thierry (8)

Biais, Bruno (7)

Shachar, Or (4)

Boyarchenko, Nina (4)

Adrian, Tobias (4)

Vives, Xavier (3)

Lagos, Ricardo (3)

Colliard, Jean-Edouard (3)

Cespa, Giovanni (3)

Bethune, Zachary (2)

Main data


Where Jérôme Dugast has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL4
Working Papers / HAL3

Recent works citing Jérôme Dugast (2020 and 2019)


YearTitle of citing document
2020Trading on Long-term Information. (2020). Garriott, Corey ; Riordan, Ryan. In: Staff Working Papers. RePEc:bca:bocawp:20-20.

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2020Emissions Trading with Transaction Costs. (2020). Baudry, marc ; Quemin, Simon ; Faure, Anouk. In: Working Papers. RePEc:cec:wpaper:2007.

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2019Priority Rules. (2019). Karagiannis, Nikolaos ; Degryse, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14127.

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2020Emissions Trading with Transaction Costs. (2020). Baudry, marc ; Quemin, Simon ; Faure, Anouk. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-19.

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2019Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?. (2019). Banerjee, Ashok ; Nawn, Samarpan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:109-125.

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2020Emissions Trading with Transaction Costs. (2020). Quemin, Simon ; Baudry, marc ; Faure, Anouk. In: Working Papers. RePEc:fae:wpaper:2020.16.

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2019Markets for Financial Innovation. (2019). Babus, Ana ; Hachem, Kinda Cheryl . In: NBER Working Papers. RePEc:nbr:nberwo:25477.

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2020Where Has All the Data Gone?. (2020). Veldkamp, Laura ; Venkateswaran, Venky ; Matray, Adrien ; Farboodi, Maryam. In: NBER Working Papers. RePEc:nbr:nberwo:26927.

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2020The search theory of OTC markets. (2020). Weill, Pierre-Olivier. In: NBER Working Papers. RePEc:nbr:nberwo:27354.

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2020The Real Effects of Modern Information Technologies. (2020). Zuo, Luo ; Yang, Shijie ; Goldstein, Itay. In: NBER Working Papers. RePEc:nbr:nberwo:27529.

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2020First to “Read” the News: News Analytics and Algorithmic Trading. (2020). Keim, Donald B ; von Beschwitz, Bastian ; Massa, Massimo. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:1:p:122-178..

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2020Informing the Market: The Effect of Modern Information Technologies on Information Production. (2020). Huang, Jiekun ; Gao, Meng ; Goldsteineditor, Itay. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:4:p:1367-1411..

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2019Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency. (2019). Dionne, Georges ; Zhou, Xiaozhou. In: Working Papers. RePEc:ris:crcrmw:2019_003.

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2019High-frequency trading and price informativeness. (2019). Westheide, Christian ; Schmickler, Simon ; Gider, Jasmin. In: SAFE Working Paper Series. RePEc:zbw:safewp:248.

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Works by Jérôme Dugast:


YearTitleTypeCited
2013Limited attention and news arrival in limit order markets. In: Working papers.
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paper2
2014False News, Informational Efficiency, and Price Reversals. In: Working papers.
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paper8
2014False News, Informational Efficiency, and Price Reversals.(2014) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 8
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2014False News, Informational Efficiency, and Price Reversals.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2014Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 In: Bulletin de la Banque de France.
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article0
2014International workshop on algorithmic and high-frequency trading:a brief summary In: Quarterly selection of articles - Bulletin de la Banque de France.
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2018Unscheduled News and Market Dynamics In: Journal of Finance.
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article3
2018Unscheduled News and Market Dynamics.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 3
paper
2016Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers.
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paper13
2018Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 13
article
2019A Theory of Participation in OTC and Centralized Markets In: CEPR Discussion Papers.
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paper3
2019A Theory of Participation in OTC and Centralized Markets.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
paper
2019A Theory of Participation in OTC and Centralized Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018Platform Trading with an OTC Market Fringe In: Post-Print.
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paper2
2018Platform Trading with an OTC Market Fringe.(2018) In: 2018 Meeting Papers.
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This paper has another version. Agregated cites: 2
paper
2020Equilibrium Data Mining and Data Abundance In: Post-Print.
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2020Equilibrium Data Mining and Data Abundance.(2020) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2019Inefficient Market Depth In: Working Papers.
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