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Associate Professor of Finance at HEC Paris
Associate Editor, Management ScienceCo-holder of the Chair "Business Analytics for Future Banking" (HEC-Natixis-Polytechnique)Member of the ACPR Chair "Regulation and Systemic Risks"CEPR Research AffiliateSUERF Research AffiliateMember of the Finance Theory GroupDaddy of Joseph , Marin, and Aurel(younger, less hairy version of my photo)
In my research I study how financial institutions and frictions impact the functioning of financial markets, the formation of prices and the allocation of resources and risks in the economy. I am particularly interested in banking and market microstructure, and on the role of technology and digital transformation in these contexts.
Announcements:
I am co-editing a Special Issue of Management Science on "The Human-Algorithm Connection". I am looking for the best papers studying instances of interaction between human participants and algorithms (including bots, apps...) in a financial context. The deadline for submission is 9 December 2022. The call for paper is here.
My colleague Evren Örs and I are co-organizing the HEC Paris - Natixis Conference on "Banking in the Age of Challenges" on 13-14 December 2022. The program is here. Please contact me if you want to attend.
Where to meet me (sometimes virtually) in the coming months:
20-21 October 2022: I will present "Algorithmic Pricing and Liquidity in Securities Markets" (joint with Thierry Foucault and Stefano Lovo) at the Oxford - Man Institute Conference on "Artificial Intelligence and Financial Markets".
15 November 2022: I will present "Measuring Regulatory Complexity" (joint with Co-Pierre Georg) at the European Central Bank (online).
17 November 2022: I will present "Algorithmic Pricing and Liquidity in Securities Markets" (joint with Thierry Foucault and Stefano Lovo) at Université de Franche-Comté.
19 December 2022: I will discuss "The Need for Fees at a DEX: How Increases in Fees can Increase DEX Trading Volume" (Joel Hasbrouck, Thomas Rivera, Fahad Saleh) at the Bonn Workshop on Digital Currencies.
Latest updates and news:
December 2022: New version of "The Economics of Computational Reproducibility" (with Christophe Hurlin and Christophe Pérignon).
October 2022: New paper: "Algorithmic Pricing and Liquidity in Securities Markets" (with Thierry Foucault and Stefano Lovo).
February 2022: Substantially revised version of "Measuring Regulatory Complexity" (with Co-Pierre Georg).
December 2021: New version of "The Economics of Research Reproducibility" (with Christophe Hurlin and Christophe Pérignon).
November 2021: New paper: "Non-Standard Errors", with 300+ co-authors. My part was very small, congratulations and thanks to the 9 leading authors for this opportunity to work on an exciting project!
August 2021: Congratulations to my PhD student Junli Zhao for his successful defense! Junli will be joining Bayes Business School (formerly Cass Business School) in September.