Jérôme Dugast

Equilibrium Data Mining and Data Abundance, with Thierry Foucault. Journal of Finance, 80 (1), 211-258, 2025.

Published Article, SSRN (Latest Draft), Online Appendix

A Theory of Participation in OTC and Centralized Markets, with Semih Üslü and Pierre-Olivier Weill. Review of Economic Studies, 89 (6), 3223-3266, 2022.

Published Article, SSRN (Latest Draft) , NBER WP

Unscheduled News and Market Dynamics. Journal of Finance, 73 (6), 2537-2586, 2018.

Published Article, Latest Draft, Online Appendix

Data Abundance and Asset Price Informativeness, with Thierry Foucault. Journal of Financial Economics 130 (2), 367-391, 2018.

Published Article, SSRN (latest draft), Online Appendix. See Finance Theory Group Insights series for a digest.   

Inefficient Market Depth

SSRN (latest draft) 

The Dominance of RFQ Trading in European ETFs: Implications for Market Dynamics and Liquidity Interactions, with Thomas Marta and Fabrice Riva.  

Université Paris Dauphine - PSL:

• Asset Pricing Theory, Master Finance, 2nd year,  PhD Track

• Market Microstructure, Master Finance, 2nd year, PhD Track 

• Microeconomics for Finance, Master Finance, 1st year

PAST COURSES: Corporate Finance, Université Paris Dauphine - PSL, Master Finance, 2nd year, Track 225, 2018-2022; International Finance, Université Paris Dauphine - PSL, Master Finance, 1st year, 2018-2020; Portfolio Theory, University of Luxembourg, Master of Banking and Finance, 2017; Risk and Liquidity in Financial Markets, Universidad de Los Andes, Summer School, 2016; Microeconomics of Finance, ENSAE, 2016; Financial Markets, HEC Paris, Programme Grande Ecole, 2013.