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.   

Market Depth and Execution Delays, with Thomas Marta and Fabrice Riva.  

RFQ Dominance and Lit Trading in European ETFs: Peaceful Coexistence?, with Thomas Marta and Fabrice Riva.  

ESSEC Business School:

• Market Microstructure, Master in Finance

• Market Microstructure, PhD Program in Finance

• Finance II, Global BBA