DRM
Dugast Jérôme
Professeur
Biographie
Jérôme Dugast est Professeur de Finance à l'Université Paris-Dauphine depuis 2018. Jérôme est diplômé de l'Ecole Polytechnique depuis 2008. Il est aussi diplômé de l'ENSAE et titulaire d'un Master en Economie de l'Ecole d'Economie de Paris. Il a obtenu son Doctorat en Finance à HEC Paris en 2013. Avant de rejoindre Dauphine, Jérôme a travaillé la Banque de France en tant qu'Economiste-Chercheur puis à la Luxembourg School of Finance, University of Luxembourg, en tant que Chercheur Associé. Ses recherches portent sur la microstructure des marchés financiers, les technologies de l’information et les marchés financiers, et plus généralement sur les effets des frictions financières sur les marchés financiers.
Publications
Articles
Dugast J., Foucault T. (2024), Equilibrium Data Mining and Data Abundance, The Journal of Finance, vol. 0, n°0, p. 1-48 
Dugast J., Weill P-O., Uslu S. (2022), A Theory of Participation in OTC and Centralized Markets, The Review of Economic Studies, vol. 89, n°6, p. 3223–3266
Dugast J., Foucault T. (2018), Data abundance and asset price informativeness, Journal of Financial Economics, vol. 130, n°2, p. 367-391
Dugast J. (2018), Unscheduled News and Market Dynamics, The Journal of Finance, vol. 73, n°6, p. 2537-2586
Communications sans actes
Dugast J., Foucault T. (2023), Equilibrium Data Mining and Data Abundance, SENA Workshop on Financial Networks, Colchester, Royaume-Uni
Dugast J., Foucault T. (2021), Equilibrium Data Mining and Data Abundance, 15th Annual Financial Intermediation Research Society (FIRS) Finance Conference, Online
Dugast J., Foucault T. (2021), Equilibrium Data Mining and Data Abundance, ILB Rising Talents In Finance And Insurance Conference, Paris, France
Dugast J. (2021), Inefficient Market Depth, 37th International Conference of the French Finance Association (AFFI), Nantes / Online, France
Dugast J., Foucault T. (2021), Equilibrium Data Mining and Data Abundance, 56th Annual Conference of the Western Finance Association (WFA), Online
Dugast J., Foucault T. (2020), Equilibrium Data Mining and Data Abundance, 18th Paris December Finance Meeting, Paris, France
Dugast J., Foucault T. (2020), Equilibrium Data Mining and Data Abundance, 2nd Future of Financial Information conference, Stockholm, Suède
Dugast J., Foucault T. (2020), Equilibrium Data Mining and Data Abundance, 47th European Finance Association (EFA) Annual Meeting, Helsinki, Finlande
Dugast J., Weill P-O., Uslu S. (2019), A Theory of Participation in OTC and Centralized Markets, 15th Annual Central Bank Conference on the Microstructure of Financial Markets, Stockholm, Suède
Dugast J., Weill P-O., Uslu S. (2019), A Theory of Participation in OTC and Centralized Markets, Collegio Carlo Alberto - Second Asset Pricing conference by LTI, Torino, Italie
Dugast J., Weill P-O., Uslu S. (2019), A Theory of Participation in OTC and Centralized Markets, Banque de France-ESSEC 2nd Workshop on OTC Markets: Recent Advances in Research, Paris, France
Dugast J., Uslu S., Weill P-O. (2018), Platform Trading with an OTC Market Fringe, 45th EFA Annual Meeting, Varsovie, Pologne
Dugast J., Uslu S., Weill P-O. (2018), Platform Trading with an OTC Market Fringe, 2018 North American Winter Meetings of the Econometric Society, Philadelphie, États-Unis
Dugast J. (2018), Inefficient Market Depth, 2nd SAFE Market Microstructure Conference, Frankfurt, Allemagne
Dugast J., Uslu S., Weill P-O. (2018), Platform Trading with an OTC Market Fringe, Northern Finance Association Conference, Charlevoix, Canada
Dugast J., Foucault T. (2017), Data Abundance and Asset Price Informativeness, AFA 2017 Annual Meeting, Chicago, États-Unis
Dugast J. (2016), Unscheduled News and Market Dynamics, 43rd EFA Annual Meeting, Oslo, Norvège
Dugast J. (2015), Limited Attention and News Arrival in Limit Order Markets, Toulouse School of Economics Conferences - Trading and Post-trading, Toulouse, France
Dugast J., Foucault T. (2014), False News, Informational Efficiency, and Price Reversals, 2014 SFS Cavalcade, Washington, États-Unis
Dugast J., Foucault T. (2014), False News, Informational Efficiency, and Price Reversals, 41st EFA Annual Meeting, Lugano, Suisse
Dugast J. (2013), Limited Attention and News Arrival in Limit Order Markets, WFA 48th Annual Conference, Lake Tahoe, États-Unis
Présentation(s) dans un séminaire de recherche
Dugast J. (2023), Inefficient Market Depth, in University of Bristol Business School - Finance Seminar Series, Bristol, https://businessschool.blogs.bristol.ac.uk/2023/09/08/2023-2024-finance-seminar-series/#more-1119 p
Dugast J., Foucault T. (2023), Equilibrium Data Mining and Data Abundance, in CERGE-EI (Center for Economic Research and Graduate Education – Economics Institute), Macro Research Seminar, Prague, https://www.cerge-ei.cz/macro/2023-05-04/jerome-dugast p
Dugast J., Foucault T. (2023), Equilibrium Data Mining and Data Abundance, in Séminaire FDD - FiME ( Laboratoire de Finance des Marchés de l'Energie ) (Chaire Dauphine Ecole Polytechnique Credit Agricole CIB et EDF « Finance et Développement Durable – Approches Quantitatives »), Paris, https://fime-lab.org/event/seminaire-fdd-fime-15/ p
Dugast J., Weill P-O., Uslu S. (2019), A Theory of Participation in OTC and Centralized Markets, in 5th Inter Business-School Finance Seminar, Reims
Dugast J., Foucault T. (2017), Data Abundance and Asset Price Informativeness, in Toulouse School of Economics Finance Seminars, Toulouse
Dugast J., Foucault T. (2014), False News, Informational Efficiency, and Price Reversals, in VU Amsterdam Finance Seminar, Amsterdam
Dugast J. (2014), Limited Attention and News Arrival in Limit Order Markets, in Universität Zürich Seminar - Research Seminar on Contract Theory and Banking II, Zurich
Dugast J. (2013), Limited Attention and News Arrival in Limit Order Markets, in ESSEC Finance Department Seminar Series, Cergy-Pontoise
Prépublications / Cahiers de recherche
Dugast J., Foucault T. (2020), Equilibrium Data Mining and Data Abundance, HEC Paris Research Paper, 49 p.
Dugast J., Uslu S., Weill P-O. (2019), A Theory of Participation in OTC and Centralized Markets, Washington, NBER Working Papers, 40 p.
Dugast J. (2018), Inefficient Market Depth, SSRN Working Paper Series, 27 p.
Dugast J., Uslu S., Weill P-O. (2018), Platform Trading with an OTC Market Fringe, SSRN Working Paper Series