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Associate Professor of Finance at HEC Paris
Coordinator of the HEC Paris Finance DepartmentAssociate 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, more central-banky 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". The deadline is now passed, we received many good papers. Stay tuned!
My colleague Augustin Landier and I are co-organizing the Top Finance Graduate Award Conference at HEC Paris. See here for the list of the 2024 winners and here for the program. The conference will take place on 15 May 2024 at HEC Paris, please contact me if you would like to attend.
My colleagues Quirin Fleckenstein, Ciaran Rogers, Guillaume Vuillemey, and I are co-organizing the "HEC Paris - Natixis Banking Conference 2024 - Banking in the Age of Challenges". It will take place on 27-28 May 2024 at HEC. Program coming soon!
Where to meet me in the coming months:
26 April 2024: I will present "Measuring Regulatory Complexity" (joint with Co-Pierre Georg) at the 3rd Paris School of Business Workshop on Banks and Financial Markets.
10-11 May 2024: I will attend the 30th Finance Theory Group Meeting at the University of Toronto.
19-22 May 2024: I will discuss "AI-Powered Trading, Algorithmic Collusion, and Price Efficiency" (Winston Dou, Itay Goldstein, Yan Ji) at the SFS Cavalcade (Georgia State University).
23 May 2024: I will present "Algorithmic Pricing and Liquidity in Securities Markets" (joint with Thierry Foucault and Stefano Lovo) at the 1st QRFE Workshop on Quantitative Finance (Durham University).
20 June 2024: I will present "Algorithmic Pricing and Liquidity in Securities Markets" (joint with Thierry Foucault and Stefano Lovo) at the Eigth MI3 Plato Partnership Conference (London).
Latest updates and news:
March 2024: New version of "Financial Restructuring and Resolution of Banks" (with Denis Gromb).
December 2023: New version of "Algorithmic Pricing and Liquidity in Securities Markets" (with Thierry Foucault and Stefano Lovo).
July 2023: New version of "The Economics of Computational Reproducibility" (with Christophe Hurlin and Christophe Pérignon).
March 2023: New version of "Measuring Regulatory Complexity" (with Co-Pierre Georg).