5
H index
5
i10 index
103
Citations
Université Paris-Dauphine (Paris IX) | 5 H index 5 i10 index 103 Citations RESEARCH PRODUCTION: 4 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jérôme Dugast. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 4 |
Working Papers / HAL | 3 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Does 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2024 | Fintech 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. Full description at Econpapers || Download paper |
2023 | International 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. Full description at Econpapers || Download paper |
2023 | Voice 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Earnings 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. Full description at Econpapers || Download paper |
2023 | Markets for financial innovation. (2023). Hachem, Kinda ; Babus, Ana. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s002205312300011x. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | When 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. Full description at Econpapers || Download paper |
2024 | Monetary 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. Full description at Econpapers || Download paper |
2023 | Information 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. Full description at Econpapers || Download paper |
2023 | Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263. Full description at Econpapers || Download paper |
2023 | Information 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.. Full description at Econpapers || Download paper |
2024 | Social Optimal Search Intensity in Over-the-Counter Markets. (2024). Liu, Shuo. In: Review of Economic Dynamics. RePEc:red:issued:22-80. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2013 | Limited attention and news arrival in limit order markets. In: Working papers. [Full Text][Citation analysis] | paper | 2 |
2014 | False News, Informational Efficiency, and Price Reversals. In: Working papers. [Full Text][Citation analysis] | paper | 12 |
2014 | False 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 | |
2014 | False News, Informational Efficiency, and Price Reversals.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2014 | Trading 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] | article | 0 |
2014 | International 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] | article | 0 |
2018 | Unscheduled News and Market Dynamics In: Journal of Finance. [Full Text][Citation analysis] | article | 10 |
2018 | Unscheduled News and Market Dynamics.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2016 | Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
2018 | Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2019 | A Theory of Participation in OTC and Centralized Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2019 | A 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 | |
2018 | Platform Trading with an OTC Market Fringe In: Post-Print. [Citation analysis] | paper | 3 |
2018 | Platform Trading with an OTC Market Fringe.(2018) In: 2018 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Equilibrium Data Mining and Data Abundance In: Post-Print. [Citation analysis] | paper | 1 |
2020 | Equilibrium Data Mining and Data Abundance.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Inefficient Market Depth In: Working Papers. [Citation analysis] | paper | 0 |
2019 | A Theory of Participation in OTC and Centralized Markets In: Working Papers. [Citation analysis] | paper | 15 |
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