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Laurence DAURES (formerly LESCOURRET)
Laurence DAURES (formerly LESCOURRET)
Other namesLaurence DAURES-LESCOURRET, Laurence LESCOURRET
Associate Professor of Finance, ESSEC Business School
Verified email at essec.edu - Homepage
Title
Cited by
Cited by
Year
Intra-daily variations in volatility and transaction costs in the credit default swap market
A Fulop
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
322006
Fragmentation and strategic market-making
L Daures-Lescourret, S Moinas
Journal of Financial and Quantitative Analysis 58 (4), 1675-1700, 2023
20*2023
Information sharing, liquidity and transaction costs
T Foucault, L Lescourret
Finance 24, 45-78, 2003
202003
Does a pre-open matter in fragmented markets?
S Boussetta, S Moinas
Available at SSRN 2939502, 2020
19*2020
Standardization, transparency initiatives, and liquidity in the CDS market
L Daures-Lescourret, A Fulop
Journal of Financial Markets 59, 100718, 2022
12*2022
Transparency matters: Price formation in the presence of order preferencing
L Lescourret, CY Robert
Journal of Financial Markets 14 (2), 227-258, 2011
112011
Why do firms bundle earnings and acquisition announcements?
JM Gaspar, S Wang
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI-ESSEC, 2017
62017
Cold Case File? Inventory Risk and Information Sharing during the pre‐1997 NASDAQ
L Lescourret
European Financial Management 23 (4), 761-806, 2017
62017
Dark pools and high-frequency trading: a useful evolution?
F Declerck, L Lescourret
Revue d'économie financière 120, 113-125, 2015
3*2015
Liquidity externalities and buyout delisting activity
JM Gaspar
Available at SSRN 1440330, 2009
22009
Concurrence imparfaite entre opérateurs sur les marchés financiers
LD Lescourret
HEC PARIS, 2003
2003
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Articles 1–12