Curriculum vitae

Dugast Jérôme

Professeur
DRM

jerome.dugastping@dauphine.pslpong.eu
Tel : 01 44 05 40 41
Bureau : P604bis
Site web personnel

Biographie

Jérôme Dugast est Professeur de Finance à l'Université Paris-Dauphine depuis 2018. Jérôme est diplômé de l'Ecole Polytechnique depuis 2008. Il est aussi diplômé de l'ENSAE et titulaire d'un Master en Economie de l'Ecole d'Economie de Paris. Il a obtenu son Doctorat en Finance à HEC Paris en 2013. Avant de rejoindre Dauphine, Jérôme a travaillé la Banque de France en tant qu'Economiste-Chercheur puis à la Luxembourg School of Finance, University of Luxembourg, en tant que Chercheur Associé. Ses recherches portent sur la microstructure des marchés financiers, les technologies de l’information et les marchés financiers, et plus généralement sur les effets des frictions financières sur les marchés financiers.

Dernières 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., 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

Présentation(s) dans un séminaire de recherche

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

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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