Curriculum vitae

Dugast Jérôme

Professor
DRM

jerome.dugastping@dauphine.pslpong.eu
Phone : 01 44 05 40 41
Office : P604bis
Personal URL

Biography

Jérôme Dugast is Associate Professor of Finance at Université Paris-Dauphine since 2018. Jérôme graduated from Ecole Polytechnique in 2008. He also holds the ENSAE Diploma and a Master degree in Economics from the Paris School in Economics. Jérôme obtained his PhD in Finance from HEC Paris in 2013. Before joining Dauphine, he worked at Banque de France as a Research Economist, and then at the Luxembourg School of Finance, University of Luxembourg, as a Research Associate. His research focuses on financial market microstructure, information technologies in financial markets, and more generally on the effect of financial frictions on financial markets.

Latest publications

Articles

Dugast J., Foucault T. (2018), Data abundance and asset price informativeness, Journal of Financial Economics, vol. 130, n°2, p. 367-391

Dugast J. (2018), Unscheduled News and Market Dynamics, The Journal of Finance, vol. 73, n°6, p. 2537-2586

Communications sans actes

Dugast J., Uslu S., Weill P-O. (2018), Platform Trading with an OTC Market Fringe, Northern Finance Association Conference, Charlevoix, Canada

Dugast J., Uslu S., Weill P-O. (2018), Platform Trading with an OTC Market Fringe, EFA Annual Meeting, Varsovie, Pologne

Dugast J., Uslu S., Weill P-O. (2018), Platform Trading with an OTC Market Fringe, 2018 North American Winter Meetings of the Econometric Society, Philadelphie, États-Unis

Dugast J., Foucault T. (2017), Data Abundance and Asset Price Informativeness, AFA 2017 Annual Meeting, Chicago, États-Unis

Dugast J. (2016), Unscheduled News and Market Dynamics, 43rd EFA Annual Meeting, Oslo, Norvège

Dugast J., Foucault T. (2014), False News, Informational Efficiency, and Price Reversals, 2014 SFS Cavalcade, Washington, États-Unis

Dugast J., Foucault T. (2014), False News, Informational Efficiency, and Price Reversals, EFA 41st Annual Meeting, Lugano, Suisse

Dugast J. (2013), Limited Attention and News Arrival in Limit Order Markets, WFA 48th Annual Conference, Lake Tahoe, États-Unis

Prépublications / Cahiers de recherche

Dugast J., Uslu S., Weill P-O. (2019), A Theory of Participation in OTC and Centralized Markets, Washington, NBER Working Papers, 40 p.

Dugast J. (2018), Inefficient Market Depth, SSRN Working Paper Series, 27 p.

Dugast J., Uslu S., Weill P-O. (2018), Platform Trading with an OTC Market Fringe, SSRN Working Paper Series

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