Publications utilisant des données EUROFIDAI

This page presents publications whose authors used EUROFIDAI services, daily or high frequency data. 

Publications:

Working papers:

PhD Dissertations

  • "Analysis of equity and commodity derivatives" by Markus Ulze, University of Augsburg, PhD dissertation, ongoing
     
  • “Modélisation des carnets d’ordres limites : un mix de modèle informationnel et stochastique”, by Nathaniel Gbenro, Cergy University, PhD dissertation, ongoing
     
  • “Dual market making of ETF”, by Thomas Marta, Paris-Dauphine University, PhD dissertation, ongoing
  • "Topics on market microstructure and high frequency data” by Mario Bellia, Goethe University, PHD Dissertation, 2018
  • “Jumps and Uncertainties in Financial Markets – Applications of Lévy Processes and Implied Volatilities” by Johannes Stadler, University of Augsburg, PhD dissertation, 2017
     
  • “The equity market and its price discovery risk: Methodological and empirical aspects” by Stéphanie Ligot, Université Paris I, PHD Dissertation 2017
  • "Competition between exchange platforms” by Selma Bousseta, Toulouse School of Economics, PhD Dissertation, 2016
     
  • "Comment les marches d’actions français réagissent à l’arrivée d’informations?" by Laura Wolff (HEC Paris), under the supervision of Thierry Foucault (HEC Paris), 2016
     

  • "Mini Flash Crashes and high frequency trading" by Matthieu Vidal (HEC Paris), under the supervision of Thierry Foucault (HEC Paris), 2016

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