4
H index
0
i10 index
23
Citations
Laurence Daures : Citation Profile
ESSEC Business School | RESEARCH PRODUCTION: 5 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2001 - 2022). 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:
| Cites to:
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Main data
Where Laurence Daures has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Markets | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 7 |
| Working Papers / HAL | 3 |
| Working Papers / Center for Research in Economics and Statistics | 2 |
Recent works citing Laurence Daures (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2023 | US 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 |
| 2022 | Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange. (2022). Nguyen, James ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302933. Full description at Econpapers || Download paper |
| 2023 | Understand funding liquidity and market liquidity in a regime?switching model. (2023). Zhou, Zhiping ; Shen, Liya ; Chen, Louisa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:589-605. Full description at Econpapers || Download paper |
Works by Laurence Daures:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ In: European Financial Management. [Full Text][Citation analysis] | article | 2 |
| 2015 | Dark pools et trading haute fréquence : une évolution utile ? In: Revue d'économie financière. [Full Text][Citation analysis] | article | 1 |
| 2015 | Dark pools et trading haute-fréquence : une évolution utile ?.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Fragmentation and Strategic Market-Making In: EconPol Working Paper. [Full Text][Citation analysis] | paper | 4 |
| 2001 | Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2001 | Information sharing, liquidity and transaction costs in floor-based trading systems.(2001) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2003 | Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems.(2003) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2011 | Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2002 | Preferencing and Dealer Inventory In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Preferencing, internalization and inventory position In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Non-Fundamental Information and Market-Makers Behavior during the NASDAQ Preopening Session In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Non-fundamental Information and Market-makers Behavior during the NASDAQ Preopening Session.(2012) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Liquidity Supply across Multiple Trading Venues In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Liquidity Supply across Multiple Trading Venues.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Liquidity Supply across Multiple Trading Venues.(2015) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Transparency matters: Price formation in the presence of order preferencing In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 5 |
| 2022 | Standardization, transparency initiatives, and liquidity in the CDS market In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 0 |
| 2018 | Pre-opening periods in fragmented markets In: Post-Print. [Citation analysis] | paper | 6 |
| 2018 | Pre-opening periods in fragmented markets.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2018 | Pre-opening periods in fragmented markets.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2017 | Pre-opening periods in fragmented markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2017 | Pre-opening periods in fragmented markets.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| In: . [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team