Curriculum vitae

Dugast Jérôme

Professor
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Biography

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.

Latest publications

Articles

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

Communications sans actes

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, 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. (2021), Equilibrium Data Mining and Data Abundance, 56th Annual Conference of the Western Finance Association (WFA), Online

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., Foucault T. (2020), Equilibrium Data Mining and Data Abundance, 18th Paris December Finance Meeting, Paris, France

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, 45th 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. (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., 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

Présentation(s) dans un séminaire de recherche

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., 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., 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. (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., Foucault T. (2014), False News, Informational Efficiency, and Price Reversals, in VU Amsterdam Finance Seminar, Amsterdam

Dugast J. (2013), Limited Attention and News Arrival in Limit Order Markets, in ESSEC Finance Department Seminar Series, Cergy-Pontoise

Prépublications / Cahiers de recherche

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

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