Publications

Publications in peer-reviewed journals

Menkveld, Dreber, Holzmeister, Huber, Johannesson, Kirchler, Neusus, Razen, Weitzel, et al. (2023), "Non-Standard Errors," Journal of Finance, forthcoming.

Laurence Daures-Lescourret, and Sophie Moinas (2021), “Fragmentation and Strategic Market Making,Journal of Financial and Quantitative Analysis 58, 1675-1700..

Jieying Hong, Sophie Moinas, and Sébastien Pouget (2021),  “Learning in Speculative Bubbles: Theory and Experiment," Journal of Economic Behavior and Organization 185, 1-26.

Sophie Moinas, and Sébastien Pouget (2016), “The Bubble Game: a classroom experiment,Southern Economic Journal 82, 1402-1412.

The Bubble Game (available upon request) Excel Spreadsheet used to generate random prices and show outcomes & Excel Spreadsheet used to estimate Quantal Response Equilibrium

The game is also available online: https://economics-games.com/

Bruno Biais, Thierry Foucault, and Sophie Moinas (2015), “Equilibrium Fast Trading,Journal of Financial Economics 116, 292-313 (Winner of the “Best paper on a hot topic” Award 2016 by the Institut Europlace Finance – “Les Echos”).  Online appendix

Sophie Moinas, and Sébastien Pouget (2013), “The Bubble Game: An Experimental Analysis of Speculation,Econometrica 81, 1507–1539 (Winner of the Best Article Award in Finance 2014, Institut Europlace Finance).

  Econometrica Supplementary Material (available online http://www.econometricsociety.org/suppmatlist.asp, Vol. 81, Iss. 4)   

Supplement to The Bubble Game: An Experimental Analysis of Speculation”,

Sophie Moinas (2008), “Le Carnet d’Ordres : une revue de littérature,Finance 29, 81-147.

Thierry Foucault, Sophie Moinas, and Erik Theissen (2007), “Does Anonymity Matter in Electronic Limit Order Markets?,Review of Financial Studies 20, 1707-1747.

Book chapters

Thierry Foucault, and Sophie Moinas, “Is Trading Fast Dangerous?”, Chapter 2, in “Global Algorithmic Capital Markets -- High Frequency Trading, Dark Pools, and Regulatory Challenges”, edited by Walter Mattli, Oxford University Press, 2019.

Notes

Fabien Delaere, Sophie Moinas, and Sébastien Pouget, "Integrating health impacts in corporate decision-making tools: A case study on sugar in the Food and Beverage industry," November 2022.

Sophie Moinas, and Silvia Rossetto, “Sustainable policies and firms’ economic/financial performance,” November 2021.

Christian Gollier, Ling Yiang, and Sophie Moinas, “Insurance Companies’ Risk-taking and Capital Structure to Solvency II in Europe,” September 2019.

Sophie Moinas, “The Markets in Financial Instruments Directive: a first assessment,” Briefing Paper, Observatoire de l'Epargne Européenne, November 2009..