Jérôme Dugast : Citation Profile


Université Paris-Dauphine (Paris IX)

5

H index

5

i10 index

103

Citations

RESEARCH PRODUCTION:

4

Articles

14

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 14
   Journals where Jérôme Dugast has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu370
   Updated: 2025-01-10    RAS profile: 2020-10-10    
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Relations with other researchers


Works with:

Üslü, Semih (3)

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:

Babus, Ana (9)

Foucault, Thierry (8)

Hachem, Kinda (6)

Quemin, Simon (6)

Baudry, marc (6)

Dionne, Georges (4)

Colliard, Jean-Edouard (4)

Eisenschmidt, Jens (3)

Weill, Pierre-Olivier (3)

Chang, Yen-Cheng (2)

Allen, Jason (2)

Cites to:

Foucault, Thierry (16)

Weill, Pierre-Olivier (12)

Biais, Bruno (9)

Boyarchenko, Nina (4)

Adrian, Tobias (4)

Kandel, Eugene (4)

Shachar, Or (4)

Subrahmanyam, Avanidhar (3)

Babus, Ana (3)

Hachem, Kinda (3)

Hoffmann, Peter (3)

Main data


Production by document typearticlepaper2013201420152016201720182019202002.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2013201420152016201720182019202005101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2013201420152016201720182019202020212022202320240102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201320142015201620172018201920200255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250102.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Jérôme Dugast has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL4
Working Papers / HAL3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Jérôme Dugast (2024 and 2023)


Year  ↓Title of citing document  ↓
2024Does Alternative Data Improve Financial Forecasting? The Horizon Effect. (2024). Foucault, Thierry ; Dessaint, Olivier ; Fresard, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2237-2287.

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2023The Real Effects of Modern Information Technologies: Evidence from the EDGAR Implementation. (2023). Zuo, Luo ; Yang, Shijie ; Goldstein, Itay. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:5:p:1699-1733.

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2023A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205.

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2024Fintech business and corporate social responsibility practices. (2024). Xu, Lei ; Guo, Fei ; Li, Bin ; Meng, Siqi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123001103.

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2023International high-frequency arbitrage for cross-listed stocks. (2023). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002934.

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2023Voice or noise? Repetitive information and stock performance. (2023). Jingmei, Zhao ; Jun, Wang ; Qing, LI ; Xiaoman, Jin. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007358.

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2023Do big data mutual funds outperform?. (2023). Zeng, Yamin ; Peng, Zezhi ; Zhang, Junsheng ; Yang, Haisheng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001105.

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2023Earnings Virality. (2023). Twedt, Brady ; Thornock, Jacob ; Drake, Michael ; Campbell, Brett. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000404.

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2023Markets for financial innovation. (2023). Hachem, Kinda ; Babus, Ana. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s002205312300011x.

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2023The limits of multi-dealer platforms. (2023). Wang, Chaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:434-450.

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2023When large traders create noise. (2023). Kuong, John Chi-Fong ; Glebkin, Sergei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001411.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2023Information network, public disclosure and asset prices. (2023). Zhou, Jing ; Zhao, Senyang ; Luo, Ronghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001779.

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2023Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263.

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2023Information in Financial Markets and Its Real Effects*. (2023). Goldstein, Itay. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:1-32..

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2024Social Optimal Search Intensity in Over-the-Counter Markets. (2024). Liu, Shuo. In: Review of Economic Dynamics. RePEc:red:issued:22-80.

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Works by Jérôme Dugast:


Year  ↓Title  ↓Type  ↓Cited  ↓
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.
[Full Text][Citation analysis]
paper12
2014False News, Informational Efficiency, and Price Reversals.(2014) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2014False News, Informational Efficiency, and Price Reversals.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
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.
[Full Text][Citation analysis]
article0
2014International workshop on algorithmic and high-frequency trading:a brief summary In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]
article0
2018Unscheduled News and Market Dynamics In: Journal of Finance.
[Full Text][Citation analysis]
article10
2018Unscheduled News and Market Dynamics.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2016Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper43
2018Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43
article
2019A Theory of Participation in OTC and Centralized Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper17
2019A Theory of Participation in OTC and Centralized Markets.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2018Platform Trading with an OTC Market Fringe In: Post-Print.
[Citation analysis]
paper3
2018Platform Trading with an OTC Market Fringe.(2018) In: 2018 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2020Equilibrium Data Mining and Data Abundance In: Post-Print.
[Citation analysis]
paper1
2020Equilibrium Data Mining and Data Abundance.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019Inefficient Market Depth In: Working Papers.
[Citation analysis]
paper0
2019A Theory of Participation in OTC and Centralized Markets In: Working Papers.
[Citation analysis]
paper15

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