Curriculum vitae

Gresse Carole

Professeur des universités
DRM

carole.gresseping@dauphine.pslpong.eu
Tel : 01 41 16 76 15
Bureau : E1055
Site web personnel

Biographie

Carole Gresse est professeur de finance à l’Université Paris Dauphine-PSL où elle enseigne les marchés de taux d’intérêt et la gestion obligataire, et où elle anime l’équipe de recherche DRM Finance et le programme doctoral de finance. Elle est également responsable du programme gradué de finance de PSL. Elle est diplômée de l’ESCP Europe et docteur de l’Université Paris Dauphine-PSL. Elle a été professeur invité à l’Université de Neuchâtel et à l’Université de Suisse italienne, et chercheur invité à UCLouvain en Belgique, à UNSW en Australie, à Columbia University et à la Cass Business School. Elle a également été chercheur délégué au CNRS à plusieurs reprises. Ses recherches portent sur la microstructure des marchés et sur les introductions en bourse. Ses articles académiques ont été publiés dans des revues internationales telles que Financial Management, le Journal of Banking and Finance ou le Journal of Financial Markets. Elle est membre du conseil scientifique de l’Autorité des Marchés Financiers.

Dernières publications

Articles

Gresse C. (2017), Effects of Lit and Dark Market Fragmentation on Liquidity, Journal of Financial Markets, vol. 35, p. 1-20

Bouzouita N., Gajewski J-F., Gresse C. (2015), Liquidity Benefits from IPO Underpricing : Ownership Dispersion or Information Effect, Financial Management, vol. 44, n°4, p. 785-810

De Séverac B., Deville L., Gresse C. (2014), Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity : Evidence from the CAC 40 Index, European Financial Management, vol. 20, n°2, p. 352-373

Gresse C. (2014), Market fragmentation: assessments and prospects?, Revue du conseil scientifique (AMF), n°1, p. 23-37

Platten I., De Winne R., Gresse C. (2014), Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index, International Review of Financial Analysis, vol. 34, p. 31–43

Gajewski J-F., Boutron E., Gresse C., Labégorre F. (2007), Are IPOs Still a Puzzle? A Survey of the Empirical Evidence from Europe, Finance, vol. 28, n°2, p. 5-41

Gresse C., Gajewski J-F. (2007), Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange), Journal of Banking and Finance, vol. 31, n°9, p. 2906-2924

Gresse C. (2006), The Effect of Crossing-Network Trading on Dealer Market's Bid-Ask Spreads, European Financial Management, vol. 12, n°2, p. 143-160

Labégorre F., Gajewski J-F., Boutron E., Gresse C. (2006), Les procédures d'introduction en Bourse en Europe : évolution des pratiques et perspectives, Revue d'économie financière, n°82, p. 99-115

Gajewski J-F., Gresse C. (2004), A Comparison of Trading Costs on NSC (Euronext) and SETS (London Stock Exchange), Revue bancaire et financière, vol. 68, n°4, p. 193-199

Gresse C., Jacquillat B., Gillet R. (1998), Revisiting the Competition between the International Equity Market of the London Stock Exchange and the Brussels Stock Exchange, Revue de la banque, vol. 7, p. 375-383

Gresse C., Jacquillat B. (1998), The Diversion of Order Flow on French Stocks from CAC to SEAQ International : A field Study, European Financial Management, vol. 4, n°2, p. 121-142

Ouvrages

Gresse C. (2017), Marchés de taux d'intérêt, Paris: Economica, 256 p.

Gresse C., Fontaine P. (2003), Gestion des risques internationaux, Paris: Dalloz, 506 p.

Gresse C. (2003), Les entreprises en difficulté, Paris: Economica, 112 p.

Gresse C. (2001), Fragmentation des marchés d'actions et concurrence entre systèmes d'échange, Paris: Economica, 234 p.

Chapitres d'ouvrage

Bouzouita N., Gresse C. (2018), The impact of IPOs' analyst coverage on the choice and timing of SEOs: A survival analysis, in Douglas Cumming, Oxford Handbook of IPO, Oxford: Oxford University Press, p. 331-358

Dargnies M-P., Gresse C., Roger T., Simon A. (2017), Robert J. Shiller. l’exubérance irrationnelle des marchés, in Michel Albouy et Gérard Charreaux, Les grands auteurs en finance, Colombelles (Calvados): EMS - Editions Management et Sociétés, p. 603-626

Gresse C. (2017), Gestion obligataire, in Jean-Michel Rocchi, MBA Finance, Paris: Eyrolles, p. 505-538

Gresse C. (2014), Market Fragmentation and Market Quality: The European Experience, in Louhichi, Waël, Market Microstructure and Nonlinear Dynamics. Keeping Financial Crisis in Context Springer

Gresse C. (2010), Gestion obligataire, in Rocchi, Jean-Michel, MBA finance : tout ce qu'il faut savoir sur la finance par les meilleurs professeurs et praticiens, Paris: Eyrolles, p. 885

Gresse C. (1994), Les facteurs déterminant les déformations de la structure à terme des taux, in Jacquillat, Bertrand, Recherche en finance du CEREG, Paris: Economica, p. 292

Communications sans actes

Gresse C., Marin H. (2022), Geographical Proximity and Enhanced Attention in P2B Crowdlending Strategies, Behavioural Finance Working Group 15th Annual Conference, Londres, Royaume-Uni

Gresse C., Marin H. (2022), Geographical Proximity and Enhanced Attention in P2B Crowdlending Strategies, 2022 FMA European Conference, Lyon, France

Gresse C., Marin H. (2021), Geographical Proximity and Enhanced Attention in P2B Crowdlending Strategies, 7th International Young Finance Scholars Conference, En ligne

Gresse C., Marin H. (2021), Geographical-Proximity Bias in P2B Crowdlending Strategies, 14th Financial Risks International Forum, Paris / Online, France

Gresse C., Marin H. (2021), Geographical-Proximity Bias in P2B Crowdlending Strategies, 37th Spring International Conference of the French Finance Association, Nantes / Online, France

Degryse H., De Winne R., Gresse C., Payne R. (2019), Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets, 46th Annual Meeting of the European Finance Association, Carcavelos, Portugal

Degryse H., De Winne R., Gresse C., Payne R. (2018), Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity, FMA Annual Meeting, San Diego, États-Unis

Degryse H., De Winne R., Gresse C., Payne R. (2018), High frequency trading and ghost liquidity, 35th Annual Conference of the French Finance Association (AFFI), Paris, France

Gresse C., Porteu de la Morandière L. (2016), Rising and Senior Stars in European Financial Analyst Rankings: the Talented and the Famous, 23rd MFS annual conference (Multinational Finance Society), Stockholm, Suède

Gresse C., Porteu de la Morandière L. (2016), Rising and Senior Stars in European Financial Analyst Rankings: The Talented and the Famous, 2016 FMA European conference (Financial Management Association), Helsinki, Finlande

Brière M., Werker B., Gresse C., Boon L-N. (2013), Regulatory Environment and Pension Investment Performance, 11th Workshop on Pension, Insurance and Savings, Paris, France

Gresse C. (2013), Effects of Lit and Dark Trading Venue Competition on Liquidity : The MiFID Experience, 2013 FMA European Conference, Luxembourg, Luxembourg

Gresse C. (2011), Effects of the Competition between Multiple Trading Platforms on Market Liquidity : Evidence from the MiFID Experience, 2011 FMA Annual Meeting, Denver, États-Unis

Gresse C. (2010), Multi-Market trading and Market Liquidity: the Post MiFID Picture, 2010 AMF Scientific Advisory Board Conference : How Should Regulators Address Changes in Equity Markets?, Paris, France

Platten I., Gresse C., De Winne R. (2009), How does the Introduction of an ETF Market with Liquidity Providers Impact the Liquidity of the Underlying Stocks?, Financial Management Association Annual Meeting, Reno, États-Unis

Gresse C., Gajewski J-F. (2008), IPO Underpricing, Post-Listing Liquidity, and Information Asymmetry in the Secondary Market, 21st Australasian Finance and Banking Conference, Sydney, Australie

Gresse C., de Séverac B., Deville L. (2005), The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship, EFMA 2006, Madrid, Espagne

Gajewski J-F., Gresse C. (2004), Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange), AFFI (Association Française de Finance), Paris, France

Gresse C. (2001), The Impact of Crossing on Market Quality : an Empirical Study on the UK Market, AFFI (Association Française de Finance), Paris, France

Présentation(s) dans un séminaire de recherche

Gresse C., Marin H. (2022), Geographical Proximity and Enhanced Attention in P2B Crowdlending Strategies, in LFIN Seminar series de UCLouvain, Louvain-La-Neuve

Degryse H., De Winne R., Gresse C., Payne R. (2021), Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity, in Conseil Scientifique de l'Autorité des Marchés Financiers, Paris

Gresse C., Marin H. (2021), Geographical-Proximity Bias in P2B Crowdlending Strategies, in Séminaire du groupe de recherche en finance de l'Université Jean Moulin Lyon 3, Lyon

Prépublications / Cahiers de recherche

Gresse C., Marin H. (2021), Geographical-Proximity Bias in P2B Crowdlending Strategies, SSRN Working Paper Series

Degryse H., De Winne R., Gresse C., Payne R. (2020), Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity, SSRN Working Paper Series

Werker B., Brière M., Gresse C., Boon L-N. (2014), Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based, SSRN Working Paper Series, 12 p.

Gresse C., Porteu de la Morandière L. (2014), Rising and Senior Stars in European Financial Analyst Rankings: The Talented and the Famous, SSRN Working Paper Series

Gresse C., De Winne R., Platten I. (2011), Liquidity and Risk Sharing Benefits from the Introduction of an ETF, Paris, Université Paris-Dauphine, 44 p.

Gresse C. (2010), Multi-Market Trading and Market Quality, Paris, Université Paris-Dauphine, 36 p.

Gresse C. (2010), Post-MiFID Developments in Equity Market Liquidity, Paris, les cahiers scientifiques - AMF, 26 p.

Gresse C. (2010), L’évolution de la liquidité sur les marchés d’actions depuis l’entrée en vigueur de la Directive sur les Marchés d’Instruments Financiers, Paris, WP Centre d'Economie de l'université Paris-Nord, 27 p.

Rapports

Gresse C., Gajewski J-F. (2006), A Survey of the European IPO Market, ECMI Research Report, 94 p.

Autres publications

Gresse C., (2014), Market Fragmentation: Assessments and Prospects , Revue du Conseil Scientifique de l’Autorité des Marchés Financiers, n°1, septembre, pp. 23-37

Gresse, C.,  Introduction en bourse : l’information  crée  la liquidit酠, Dauphine Recherches, N°1, Novembre 2016

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