Intra-daily variations in volatility and transaction costs in the credit default swap market A Fulop, L Lescourret Available at SSRN 1509323, 2009 | 44* | 2009 |
Extreme dependence of multivariate catastrophic losses L Lescourret, CY Robert Scandinavian Actuarial Journal 2006 (4), 203-225, 2006 | 34 | 2006 |
Fragmentation and strategic market-making L Daures-Lescourret, S Moinas Journal of Financial and Quantitative Analysis 58 (4), 1675-1700, 2023 | 23* | 2023 |
Click first or last? Strategic order submission during the Euronext preopening session S Boussetta, L Daures, S Moinas [Sl]: SSRN, 2023 | 21* | 2023 |
Information sharing, liquidity and transaction costs T Foucault, L Lescourret Finance 24, 45-78, 2003 | 20 | 2003 |
Standardization, transparency initiatives, and liquidity in the CDS market L Daures-Lescourret, A Fulop Journal of Financial Markets 59, 100718, 2022 | 18* | 2022 |
Transparency matters: Price formation in the presence of order preferencing L Lescourret, CY Robert Journal of Financial Markets 14 (2), 227-258, 2011 | 12 | 2011 |
Why do firms bundle earnings and acquisition announcements? JM Gaspar, L Daures, S Wang Proceedings of Paris December 2019 Finance Meeting EUROFIDAI-ESSEC, 2017 | 7 | 2017 |
Cold Case File? Inventory Risk and Information Sharing during the pre‐1997 NASDAQ L Lescourret European Financial Management 23 (4), 761-806, 2017 | 5 | 2017 |
Dark pools and high-frequency trading: a useful evolution? F Declerck, L Lescourret Revue d'économie financière 120, 113-125, 2015 | 4* | 2015 |
Liquidity externalities and buyout delisting activity JM Gaspar, L Lescourret Available at SSRN 1440330, 2009 | 3 | 2009 |
Fragmentation and Strategic Market-Making L Daures, S Moinas Journal of Financial and Quantitative Analysis, Forthcoming, 2021 | 1 | 2021 |
Standardization, Transparency Initiatives and Liquidity in the CDS Market L Daures, A Fulop Journal of Financial Markets, Forthcoming, 2022 | | 2022 |
Concurrence imparfaite entre opérateurs sur les marchés financiers LD Lescourret HEC PARIS, 2003 | | 2003 |