Jérôme Dugast : Citation Profile


Are you Jérôme Dugast?

Université Paris-Dauphine (Paris IX)

4

H index

4

i10 index

78

Citations

RESEARCH PRODUCTION:

4

Articles

14

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 11
   Journals where Jérôme Dugast has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu370
   Updated: 2024-01-16    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:

Foucault, Thierry (5)

Babus, Ana (4)

Hachem, Kinda (4)

Dionne, Georges (3)

Weill, Pierre-Olivier (3)

Quemin, Simon (3)

Colliard, Jean-Edouard (3)

Baudry, marc (3)

Ljungqvist, Alexander (2)

Moench, Emanuel (2)

Pelizzon, Loriana (2)

Cites to:

Foucault, Thierry (16)

Weill, Pierre-Olivier (12)

Biais, Bruno (9)

Shachar, Or (4)

Adrian, Tobias (4)

Boyarchenko, Nina (4)

Colliard, Jean-Edouard (3)

Cespa, Giovanni (3)

Babus, Ana (3)

Vives, Xavier (3)

Subrahmanyam, Avanidhar (3)

Main data


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)


YearTitle of citing document
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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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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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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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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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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paper12
2014False News, Informational Efficiency, and Price Reversals.(2014) In: HEC Research Papers Series.
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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.
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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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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.
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paper33
2018Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 33
article
2019A Theory of Participation in OTC and Centralized Markets In: CEPR Discussion Papers.
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paper17
2019A Theory of Participation in OTC and Centralized Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2019A Theory of Participation in OTC and Centralized Markets.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 17
paper
2018Platform Trading with an OTC Market Fringe In: Post-Print.
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paper3
2018Platform Trading with an OTC Market Fringe.(2018) In: 2018 Meeting Papers.
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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

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