Citation profile for Jérôme Dugast

Jérôme Dugast : Citation Profile

Université Paris-Dauphine (Paris IX)

H index

i10 index

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

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu370
   Updated: 2024-11-04    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:

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)

Parlatore, Cecilia (2)

Moench, Emanuel (2)

Ljungqvist, Alexander (2)

Cites to:

Foucault, Thierry (16)

Weill, Pierre-Olivier (12)

Biais, Bruno (9)

Boyarchenko, Nina (4)

Kandel, Eugene (4)

Shachar, Or (4)

Adrian, Tobias (4)

Cespa, Giovanni (3)

Hachem, Kinda (3)

Duffie, Darrell (3)

Vives, Xavier (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	39
2018	Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39	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