Laurence Daures : Citation Profile


Are you Laurence Daures?

ESSEC Business School

4

H index

0

i10 index

24

Citations

RESEARCH PRODUCTION:

5

Articles

19

Papers

RESEARCH ACTIVITY:

   22 years (2001 - 2023). See details.
   Cites by year: 1
   Journals where Laurence Daures has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 4 (14.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple375
   Updated: 2024-11-08    RAS profile: 2024-08-15    
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Relations with other researchers


Works with:

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

Is cited by:

Moinas, Sophie (4)

Challet, Damien (3)

Pelizzon, Loriana (2)

Bellia, Mario (2)

Boussetta, Selma (1)

NABI, Mahmoud (1)

Bernales, Alejandro (1)

Colla, Paolo (1)

PASCUAL, ROBERTO (1)

Lee, Tomy (1)

Ostrovsky, Michael (1)

Cites to:

Foucault, Thierry (21)

Madhavan, Ananth (14)

Biais, Bruno (13)

Grossman, Sanford (9)

Viswanathan, S (8)

Menkveld, Albert (8)

Harris, Jeffrey (7)

Moinas, Sophie (6)

Christie, William (6)

Madureira, Leonardo (6)

van Kervel, Vincent (5)

Main data


Where Laurence Daures has published?


Journals with more than one article published# docs
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
Post-Print / HAL8
Working Papers / HAL3
ESSEC Working Papers / ESSEC Research Center, ESSEC Business School3
Working Papers / Center for Research in Economics and Statistics2

Recent works citing Laurence Daures (2024 and 2023)


YearTitle of citing document
2023US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320.

Full description at Econpapers || Download paper

2024Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Yueshen, Bart Zhou ; Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308.

Full description at Econpapers || Download paper

Works by Laurence Daures:


YearTitleTypeCited
2017Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ In: European Financial Management.
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article2
2015Dark pools et trading haute fréquence : une évolution utile ? In: Revue d'économie financière.
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article1
2015Dark pools et trading haute-fréquence : une évolution utile ?.(2015) In: Post-Print.
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This paper has nother version. Agregated cites: 1
paper
2018Fragmentation and Strategic Market-Making In: EconPol Working Paper.
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2023Fragmentation and strategic market-making.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2001Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems In: Working Papers.
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2001Information sharing, liquidity and transaction costs in floor-based trading systems.(2001) In: HEC Research Papers Series.
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This paper has nother version. Agregated cites: 5
paper
2003Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems.(2003) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2011Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2002Preferencing and Dealer Inventory In: Working Papers.
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2006Preferencing, internalization and inventory position In: ESSEC Working Papers.
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2012Non-Fundamental Information and Market-Makers Behavior during the NASDAQ Preopening Session In: ESSEC Working Papers.
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2015Liquidity Supply across Multiple Trading Venues In: ESSEC Working Papers.
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2015Liquidity Supply across Multiple Trading Venues.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2015Liquidity Supply across Multiple Trading Venues.(2015) In: TSE Working Papers.
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This paper has nother version. Agregated cites: 0
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2011Transparency matters: Price formation in the presence of order preferencing In: Journal of Financial Markets.
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article5
2022Standardization, transparency initiatives, and liquidity in the CDS market In: Journal of Financial Markets.
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2012Non-fundamental Information and Market-makers Behavior during the NASDAQ Preopening Session In: Post-Print.
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2018Pre-opening periods in fragmented markets In: Post-Print.
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2018Pre-opening periods in fragmented markets.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 6
paper
2018Pre-opening periods in fragmented markets.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2017Pre-opening periods in fragmented markets.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2017Pre-opening periods in fragmented markets.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 6
paper
In: .
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team