Jérôme Dugast

Associate 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

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

Published Article, Latest Draft, Online Appendix

Working Papers

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

SSRN (Latest Draft) , NBER WP

Equilibrium Data Mining and Data Abundance, with Thierry Foucault.

Latest Draft

Inefficient Market Depth

SSRN (latest draft)


Université Paris Dauphine - PSL:

  • Asset Pricing, 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.