Dr Fabrice Rousseau

Biography
Research Interests
Peer Reviewed Journals
Year | Publication | |
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2017 | 'Strategic Market Making and Risk Sharing'
Boco, H., Germain, L., and Rousseau, F. (2017) 'Strategic Market Making and Risk Sharing'. Journal of Mathematical Finance, 7 :144-179 [DOI] [full-text] [Details] |
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2016 | 'Heterogeneous noisy beliefs and dynamic competition in financial markets'
Boco H.;Germain L.;Rousseau F. (2016) 'Heterogeneous noisy beliefs and dynamic competition in financial markets'. Economic Modelling, 54 :347-363 [DOI] [full-text] [Details] |
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2014 | 'Irrational Market Makers'
Germain, L., Rousseau, F., and Vanhems, A. (2014) 'Irrational Market Makers'. To be added, Finance 35 :107-145 [full-text] [Details] |
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2002 | 'Explaining stock market correlation: A gravity model approach'
Flavin T.;Hurley M.;Rousseau F. (2002) 'Explaining stock market correlation: A gravity model approach'. Manchester School, 70 (SUPPL):87-106 [DOI] [full-text] [Details] |
Book Chapters
Year | Publication | |
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2014 | 'Aftermarket Trading and the Strategic Allocation of Shares in an Initial Public Offering'
Parlane, S., Rousseau, F. (2014) 'Aftermarket Trading and the Strategic Allocation of Shares in an Initial Public Offering' In: Advances In Investment Analysis and Portfolio Management. Amsterdam, The Netherlands: Elsevier. [DOI] [Details] |
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2010 | 'Strategic Financial Intermediaries with Brokerage Activities'
Germain, L., Rousseau, F., Vanhems, A. (2010) 'Strategic Financial Intermediaries with Brokerage Activities' In: Handbook of Trading. Mc Graw-Hill USA. [Details] |
Conference Publications
Year | Publication | |
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2002 | Explaining stock market correlation: A gravity model approach
Flavin, TJ;Hurley, MJ;Rousseau, F (2002) Explaining stock market correlation: A gravity model approach MANCHESTER SCHOOL , pp.87-106 [full-text] [Details] |
Working Paper
Year | Publication | |
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2020 | High Frequency Trading: Strategic Competition Between Slow and Fast Traders.
H. Boco, L. Germain and F. Rousseau (2020) High Frequency Trading: Strategic Competition Between Slow and Fast Traders. Working Paper [Details] |
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2016 | When Overconfident Traders Meet with Feedback Traders.
H. Boco, L. Germain and F. Rousseau (2016) When Overconfident Traders Meet with Feedback Traders. Working Paper [Details] |
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2015 | Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets.
Fabrice Rousseau, Herve Boco and Laurent Germain (2015) Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets. Working Paper [full-text] [Details] |
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2009 | Strategic Financial Intermediaries with Brokerage Activities.
Rousseau, F., Germain, L. and Vanhems, A. (2009) Strategic Financial Intermediaries with Brokerage Activities. Working Paper [Details] |
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2009 | Optimal Initial Public Offering design with aftermarket trading.
Rousseau, F. and Parlane, S. (2009) Optimal Initial Public Offering design with aftermarket trading. Working Paper [full-text] [Details] |
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2007 | Irrational Financial Markets.
Rousseau, F., Germain, L. and Vahnems, A. (2007) Irrational Financial Markets. Working Paper [full-text] [Details] |
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2001 | Explaining Stock Market Correlation: A Gravity Model Approach.
Flavin, T.J., Hurley, M.J. and Rousseau, F. (2001) Explaining Stock Market Correlation: A Gravity Model Approach. Working Paper [full-text] [Details] |
Conference Contributions
Year | Publication | |
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2017 | 31st Annual Irish Economic Association Conference.
Fabrice Rousseau (2017) 31st Annual Irish Economic Association Conference. [Oral Presentation], High Frequency Trading: Strategic Competition Between Slow and Fast Traders, Institute of Banking, Dublin [Details] |
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2015 | Exchange programme between Maynooth University and UIBE.
(2015) Exchange programme between Maynooth University and UIBE. [Oral Presentation], Initial Public Offerings, Beijing, University of International Business and Economics (UIBE) [Details] |
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2014 | Midwest Finance Association 2014.
(2014) Midwest Finance Association 2014. [Oral Presentation], Discussion of High Frequency Trading: Taking Advantage of Speed, Orlando, FL, USA [Details] |
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2014 | Midwest Finance Association 2014.
(2014) Midwest Finance Association 2014. [Oral Presentation], Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets, Orlando, FL, USA [Details] |
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2013 | Seminar Serie.
(2013) Seminar Serie. [Oral Presentation], Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets, UCD, Smurfit Business School [Details] |
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2012 | 19th Annual Conference of the Multinational Finance Society.
(2012) 19th Annual Conference of the Multinational Finance Society. [Oral Presentation], Discussion of Impact of the Financial Crisis on UK SEO Fees, Krakow, Poland [Details] |
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2012 | 19th Annual Conference of the Multinational Finance Society.
(2012) 19th Annual Conference of the Multinational Finance Society. [Oral Presentation], Optimal Initial Public Offering Design with Aftermarket Trading, Krakow, Poland [Details] |
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2010 | Workshop Presentation at the Department of Economics, Finance and Accounting.
Fabrice Rousseau (2010) Workshop Presentation at the Department of Economics, Finance and Accounting. [Oral Presentation], Optimal IPO design with Aftermarket Trading, NUI Maynooth [Details] |
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2010 | Seminar Serie, J.E. Cairnes School of Business and Economics.
Fabrice Rousseau (2010) Seminar Serie, J.E. Cairnes School of Business and Economics. [Oral Presentation], Optimal IPO design with Aftermarket Trading, NUI Galway [Details] |
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2010 | Midwest Finance Association 2010.
(2010) Midwest Finance Association 2010. [Oral Presentation], Optimal IPO Design with Aftermarket Trading, Las Vegas, NV, USA [Details] |
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2010 | MFA 2010.
(2010) MFA 2010. [Oral Presentation], Discussion of Media Coverage, Stock Price Informativeness and Investor Trading Behaviour in China, Las Vegas, NV, USA [Details] |
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2009 | Smurfit School of Business, UCD.
Fabrice Rousseau (2009) Smurfit School of Business, UCD. [Oral Presentation], Optimal IPO design with Aftermarket Trading, Dublin [Details] |
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2009 | Seminar at the Department of Economics.
(2009) Seminar at the Department of Economics. [Oral Presentation], Optimal IPO Design with Aftermarket Trading, Vigo, Spain [Details] |
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2009 | Midwest Finance Association 2009.
(2009) Midwest Finance Association 2009. [Oral Presentation], Irrational Financial markets, Chicago, IL, USA [Details] |
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2008 | ESEM 2008.
(2008) ESEM 2008. [Oral Presentation], Optimal IPO Design with Aftermarket Trading, Milan, Italy [Details] |
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2008 | School of Economics, UCD.
Fabrice Rousseau (2008) School of Economics, UCD. [Oral Presentation], Optimal IPO design with Aftermarket Trading, Dublin [Details] |
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2007 | 82nd Western Economic Association.
(2007) 82nd Western Economic Association. [Oral Presentation], Optimal IPO Design with Aftermarket Trading, Seattle, WA, USA [Details] |
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2007 | Seminar at the Finance Department, Arizona State University.
(2007) Seminar at the Finance Department, Arizona State University. [Oral Presentation], Optimal IPO Design with Aftermarket Trading, Phoenix, AZ, USA [Details] |
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2007 | 82nd Western Economic Association.
(2007) 82nd Western Economic Association. [Oral Presentation], Discussion of Strategic Payday Loans: Evidence from Colorado, 2000-2005, Seattle, WA, USA [Details] |
Honours and Awards
Year | Title | Awarding Body | |
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2015 | Best Paper Award from Finance | French Finance Association |
Education
Year | Institution | Qualification | Subject | |
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1999 | IDEA, Universitat Autonoma de Barcelona | PhD | ||
1995 | IDEA, Universitat Autonoma de Barcelona | MA in Economics | ||
1992 | University of Toulouse 1 | Maitrise en Econometrie |