Jérôme Dugast : Citation Profile


Are you Jérôme Dugast?

Université Paris-Dauphine (Paris IX)

2

H index

0

i10 index

18

Citations

RESEARCH PRODUCTION:

4

Articles

11

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 3
   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: 2020-01-25    RAS profile: 2019-11-11    
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Relations with other researchers


Works with:

Foucault, Thierry (5)

Üslü, Semih (4)

Bernales, Alejandro (2)

Weill, Pierre-Olivier (2)

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

Is cited by:

Chiarella, Carl (2)

He, Xuezhong (2)

Foucault, Thierry (2)

Wei, Lijian (1)

Dionne, Georges (1)

Aitken, Michael (1)

Franck, Egon (1)

Kendall, Chad (1)

Obizhaeva, Anna (1)

Cites to:

Weill, Pierre-Olivier (7)

Biais, Bruno (6)

Foucault, Thierry (5)

Reis, Ricardo (2)

Kandel, Eugene (2)

Vayanos, Dimitri (2)

Back, Kerry (2)

PHILIPPON, Thomas (2)

Pedersen, Lasse (2)

Subrahmanyam, Avanidhar (2)

Duffie, Darrell (2)

Main data


Where Jérôme Dugast has published?


Working Papers Series with more than one paper published# docs
Working Papers / HAL3
Post-Print / HAL2

Recent works citing Jérôme Dugast (2019 and 2018)


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

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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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2018The effect of fast trading on price discovery and efficiency: Evidence from a betting exchange. (2018). Bizzozero, Paolo ; Franck, Egon ; Flepp, Raphael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:156:y:2018:i:c:p:126-143.

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2018The time cost of information in financial markets. (2018). Kendall, Chad. In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:118-157.

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2018First to Read the News: New Analytics and Algorithmic Trading. (2018). Massa, Massimo ; Keim, Donald B ; von Beschwitz, Bastian. In: International Finance Discussion Papers. RePEc:fip:fedgif:1233.

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2018Market Fairness: The Poor Country Cousin of Market Efficiency. (2018). Aitken, Michael ; De, Frederick H ; Foley, Sean ; Aspris, Angelo . In: Journal of Business Ethics. RePEc:kap:jbuset:v:147:y:2018:i:1:d:10.1007_s10551-015-2964-y.

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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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2018Computational speed and high-frequency trading profitability: an ecological perspective. (2018). STAN, Alexandru-Ioan . In: Electronic Markets. RePEc:spr:elmark:v:28:y:2018:i:3:d:10.1007_s12525-017-0264-3.

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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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2014False News, Informational Efficiency, and Price Reversals. In: Working papers.
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paper6
2014False News, Informational Efficiency, and Price Reversals.(2014) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 6
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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: 6
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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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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article2
2018Unscheduled News and Market Dynamics.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 2
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2016Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers.
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paper7
2018Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 7
article
2018Platform Trading with an OTC Market Fringe In: Post-Print.
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paper1
2018Platform Trading with an OTC Market Fringe.(2018) In: 2018 Meeting Papers.
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This paper has another version. Agregated cites: 1
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2019Inefficient Market Depth In: Working Papers.
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paper0
2019A Theory of Participation in OTC and Centralized Markets In: Working Papers.
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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: 0
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