Citation profile for Laurence Daures

Laurence Daures : Citation Profile

ESSEC Business School

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Citations

RESEARCH PRODUCTION:

Articles

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: 5.    Total self citations: 4 (12.5 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple375
   Updated: 2025-12-20    RAS profile: 2025-03-15
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Relations with other researchers

Works with:

Moinas, Sophie (2)

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)

Bellia, Mario (2)

Pelizzon, Loriana (2)

Boussetta, Selma (1)

PASCUAL, ROBERTO (1)

Lee, Tomy (1)

NABI, Mahmoud (1)

Ostrovsky, Michael (1)

Lambert, Nicolas (1)

Foucault, Thierry (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)

Marx, Leslie (5)

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	9
Working Papers / HAL	3
ESSEC Working Papers / ESSEC Research Center, ESSEC Business School	3
Working Papers / Center for Research in Economics and Statistics	2

Recent works citing Laurence Daures (2025 and 2024)

Year	Title of citing document
2025	CDS and credit: The effect of the bangs on credit insurance, lending and hedging. (2025). Ongena, Steven ; Tmer-Alkan, Gnseli ; Gndz, Yalin ; Yu, Yuejuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000052. Full description at Econpapers \|\| Download paper
2025	Explainable-machine-learning-based online transaction analysis of China property rights exchange capital market. (2025). Zhou, YU ; Guo, Zitong ; Zhang, Zihe. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001851. Full description at Econpapers \|\| Download paper
2024	How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001094. Full description at Econpapers \|\| Download paper
2024	Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Baldauf, Markus ; Mollner, Joshua ; Yueshen, Bart Zhou. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308. Full description at Econpapers \|\| Download paper
2025	Information sharing in financial markets. (2025). Xiong, Yan ; Goldstein, Itay ; Yang, Liyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001909. 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 nother version. Agregated cites: 1	paper
2018	Fragmentation and Strategic Market-Making In: EconPol Working Paper. [Full Text][Citation analysis]	paper	5
2023	Fragmentation and Strategic Market-Making.(2023) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	article
2023	Fragmentation and strategic market-making.(2023) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5	paper
2001	Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems In: Working Papers. [Full Text][Citation analysis]	paper	6
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 nother version. Agregated cites: 6	paper
2003	Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems.(2003) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6	paper
2011	Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6	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
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 nother version. Agregated cites: 0	paper
2015	Liquidity Supply across Multiple Trading Venues.(2015) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother 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
2011	Transparency matters: Price formation in the presence of order preferencing.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5	paper
2022	Standardization, transparency initiatives, and liquidity in the CDS market In: Journal of Financial Markets. [Full Text][Citation analysis]	article	3
2012	Non-fundamental Information and Market-makers Behavior during the NASDAQ Preopening Session In: Post-Print. [Full Text][Citation analysis]	paper	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 nother version. Agregated cites: 6	paper
2018	Pre-opening periods in fragmented markets.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6	paper
2017	Pre-opening periods in fragmented markets.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6	paper
2017	Pre-opening periods in fragmented markets.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6	paper
2006	Extreme dependence of multivariate catastrophic losses In: Scandinavian Actuarial Journal. [Full Text][Citation analysis]	article	0