- FR
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jerome.dugast@dauphine.psl.eu
Phone
: 01 44 05 45 46
Office
: P609
Personal URL
Jérôme Dugast is 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.
Dugast J., Weill P-O., Uslu S. (2022), A Theory of Participation in OTC and Centralized Markets, The Review of Economic Studies, vol. 89, n°6, p. 3223–3266 
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
Dugast J., Foucault T. (2023), Equilibrium Data Mining and Data Abundance, SENA Workshop on Financial Networks, Colchester, Royaume-Uni
Dugast J., Foucault T. (2021), Equilibrium Data Mining and Data Abundance, 56th Annual Conference of the Western Finance Association (WFA), Online
Dugast J., Foucault T. (2021), Equilibrium Data Mining and Data Abundance, 15th Annual Financial Intermediation Research Society (FIRS) Finance Conference, Online
Dugast J., Foucault T. (2021), Equilibrium Data Mining and Data Abundance, ILB Rising Talents In Finance And Insurance Conference, Paris, France
Dugast J. (2021), Inefficient Market Depth, 37th International Conference of the French Finance Association (AFFI), Nantes / Online, France
Dugast J., Foucault T. (2020), Equilibrium Data Mining and Data Abundance, 18th Paris December Finance Meeting, Paris, France
Dugast J., Foucault T. (2020), Equilibrium Data Mining and Data Abundance, 2nd Future of Financial Information conference, Stockholm, Suède
Dugast J., Foucault T. (2020), Equilibrium Data Mining and Data Abundance, 47th European Finance Association (EFA) Annual Meeting, Helsinki, Finlande
Dugast J., Weill P-O., Uslu S. (2019), A Theory of Participation in OTC and Centralized Markets, Collegio Carlo Alberto - Second Asset Pricing conference by LTI, Torino, Italie
Dugast J., Weill P-O., Uslu S. (2019), A Theory of Participation in OTC and Centralized Markets, Banque de France-ESSEC 2nd Workshop on OTC Markets: Recent Advances in Research, Paris, France
Dugast J., Weill P-O., Uslu S. (2019), A Theory of Participation in OTC and Centralized Markets, 15th Annual Central Bank Conference on the Microstructure of Financial Markets, Stockholm, Suède
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. (2018), Inefficient Market Depth, 2nd SAFE Market Microstructure Conference, Frankfurt, Allemagne
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, 45th EFA Annual Meeting, Varsovie, Pologne
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. (2015), Limited Attention and News Arrival in Limit Order Markets, Toulouse School of Economics Conferences - Trading and Post-trading, Toulouse, France
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, 41st EFA Annual Meeting, Lugano, Suisse
Dugast J. (2013), Limited Attention and News Arrival in Limit Order Markets, WFA 48th Annual Conference, Lake Tahoe, États-Unis
Dugast J., Foucault T. (2023), Equilibrium Data Mining and Data Abundance, in CERGE-EI (Center for Economic Research and Graduate Education – Economics Institute), Macro Research Seminar, Prague, https://www.cerge-ei.cz/macro/2023-05-04/jerome-dugast p
Dugast J., Foucault T. (2023), Equilibrium Data Mining and Data Abundance, in Séminaire FDD - FiME ( Laboratoire de Finance des Marchés de l'Energie ) (Chaire Dauphine Ecole Polytechnique Credit Agricole CIB et EDF « Finance et Développement Durable – Approches Quantitatives »), Paris, https://fime-lab.org/event/seminaire-fdd-fime-15/ p
Dugast J. (2023), Inefficient Market Depth, in University of Bristol Business School - Finance Seminar Series, Bristol, https://businessschool.blogs.bristol.ac.uk/2023/09/08/2023-2024-finance-seminar-series/#more-1119 p
Dugast J., Weill P-O., Uslu S. (2019), A Theory of Participation in OTC and Centralized Markets, in 5th Inter Business-School Finance Seminar, Reims
Dugast J., Foucault T. (2017), Data Abundance and Asset Price Informativeness, in Toulouse School of Economics Finance Seminars, Toulouse
Dugast J., Foucault T. (2014), False News, Informational Efficiency, and Price Reversals, in VU Amsterdam Finance Seminar, Amsterdam
Dugast J. (2014), Limited Attention and News Arrival in Limit Order Markets, in Universität Zürich Seminar - Research Seminar on Contract Theory and Banking II, Zurich
Dugast J. (2013), Limited Attention and News Arrival in Limit Order Markets, in ESSEC Finance Department Seminar Series, Cergy-Pontoise
Dugast J., Foucault T. (2020), Equilibrium Data Mining and Data Abundance, HEC Paris Research Paper, 49 p.
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
