Jérôme Dugast

Associate Professor of Finance

Université Paris-Dauphine, PSL

Curriculum Vitae

Contact Information

Address: Université Paris-Dauphine, Place du Maréchal de Lattre de Tassigny, 75016 Paris

Phone: (+33) 1 44 05 40 41

Email: jerome [dot] dugast [at] dauphine [dot] fr

Author's pages: Google Scholar , SSRN

Institutions webpages: Dauphine, PSL, DRM, GFR

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

"Unscheduled News and Market Dynamics."

Journal of Finance, 73, 2537-2586, 2018.

Published Article, Latest Draft, Online Appendix

Working Papers

"Inefficient Market Depth."

SSRN (latest draft)

"A Theory of Participation in OTC and Centralized Markets, " with Semih Üslü and Pierre-Olivier Weill

Teaching

Université Paris-Dauphine:

Asset Pricing, Master in Finance (M2 104)
Corporate Finance, Master in Finance (M2 225)
International Finance, Master in Finance (M1)

Past courses: Portfolio Theory, Luxembourg School of Finance, 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, Paris School of Economics, Master APE, 2011-2012.