Citation profile for Jérôme Dugast

Jérôme Dugast : Citation Profile

Université Paris-Dauphine (Paris IX)

H index

i10 index

100

Citations

RESEARCH PRODUCTION:

Articles

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: 19.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu370
   Updated: 2024-11-08    RAS profile: 2020-10-10
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Relations with other researchers

Works with:

Üslü, Semih (3)

Foucault, Thierry (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:

Babus, Ana (9)

Foucault, Thierry (7)

Hachem, Kinda (6)

Baudry, marc (6)

Quemin, Simon (6)

Colliard, Jean-Edouard (4)

Dionne, Georges (3)

Weill, Pierre-Olivier (3)

Kendall, Chad (2)

He, Xuezhong (Tony) (2)

Eisenschmidt, Jens (2)

Cites to:

Foucault, Thierry (16)

Weill, Pierre-Olivier (12)

Biais, Bruno (9)

Kandel, Eugene (4)

Shachar, Or (4)

Boyarchenko, Nina (4)

Adrian, Tobias (4)

Duffie, Darrell (3)

Colliard, Jean-Edouard (3)

Hoffmann, Peter (3)

Cespa, Giovanni (3)

Main data

Where Jérôme Dugast has published?

Working Papers Series with more than one paper published	# docs
Post-Print / HAL	4
Working Papers / HAL	3
CEPR Discussion Papers / C.E.P.R. Discussion Papers	2

Recent works citing Jérôme Dugast (2024 and 2023)

Year	Title of citing document
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

Works by Jérôme Dugast:

Year	Title	Type	Cited
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	40
2018	Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40	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