Jérôme Dugast

Professor of Finance

Université Paris Dauphine - PSL

Email: jerome [dot] dugast [at] dauphine [dot] psl [dot] eu

Member of the Finance Theory Group


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

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

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

Published Article, Latest Draft, Online Appendix

A Theory of Participation in OTC and Centralized Markets, with Semih Üslü and Pierre-Olivier Weill. Forthcoming in Review of Economic Studies.

Published Article, SSRN (Latest Draft) , NBER WP

Working Papers

Equilibrium Data Mining and Data Abundance, with Thierry Foucault. Revise and Resubmit, Journal of Finance.

SSRN (Latest Draft)

Inefficient Market Depth

SSRN (latest draft)


Université Paris Dauphine - PSL:

  • Asset Pricing Theory, Master Finance, 2nd year, Track 104

  • Corporate Finance, Master Finance, 2nd year, Track 225

  • International Finance, Master Finance, 1st year

  • Market Microstructure, Master Finance, 2nd year, Track 104

  • Microeconomics for Finance, Master Finance, 1st year

Past courses: 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; Financial Economics (TA), Paris School of Economics, Master APE, 2011-2012.