Jérôme Dugast
Professor of Finance
Université Paris Dauphine - PSL
Email: jerome [dot] dugast [at] dauphine [dot] psl [dot] eu
Publications and Forthcoming Papers
Equilibrium Data Mining and Data Abundance, with Thierry Foucault. Forthcoming in Journal of Finance.
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, 3223-3266, 2022.
Published Article, SSRN (Latest Draft) , NBER WP
Unscheduled News and Market Dynamics. Journal of Finance, 73, 2537-2586, 2018.
Published Article, Latest Draft, Online Appendix
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.
Working Papers
Inefficient Market Depth
Teaching
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.