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
Publications
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.
Working Papers
Equilibrium Data Mining and Data Abundance, with Thierry Foucault. Revise and Resubmit, Journal of Finance.
Inefficient Market Depth
Teaching
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.