Dr Fabrice Rousseau

School of Business, Hamilton Institute

Associate Professor
Deputy Head of School

TSI Building
3rd Floor
360
(01) 708 4568

Biography

Dr. Fabrice Rousseau is an Associate Professor in Finance. He joined the Department of Economics, Finance, and Accounting in 1998. Under the supervision of Jozsef Sakovics he completed his D.Phil in Finance at the Universitat Autonoma de Barcelona in 1999. From January 2015 to July 2020, he was Head of the Department of Economics, Finance and Accounting. He has joined the School of Business at Maynooth University in August 2020. He is Deputy Head of School for Career, Industry, Alumni Relations and for International Relations. His research interests range from Behavioural Finance and High Frequency Trading to Initial Public Offerings and Banking. He has published in peer-reviewed journals such as Finance, Economic Modelling and the Journal of Mathematical Finance. He has also contributed to several book chapters. He has held visiting positions at the Toulouse Business School and at Arizona State University. He is a research scholar from the Toulouse Business School.

Research Interests

Finance, Microstructure of Financial Markets, Corporate Finance, Behavioural Finance, IPOs, Regulation and Banking.

Peer Reviewed Journal

Year Publication
2017 Boco, H., Germain, L., and Rousseau, F. (2017) 'Strategic Market Making and Risk Sharing'. Journal of Mathematical Finance, 7 :144-179. [DOI] [Full-Text]
2016 Boco H.;Germain L.;Rousseau F. (2016) 'Heterogeneous noisy beliefs and dynamic competition in financial markets'. Economic Modelling, 54 :347-363. [DOI] [Full-Text]
2014 Germain, L., Rousseau, F., and Vanhems, A. (2014) 'Irrational Market Makers'. Finance, 35 :107-145. [DOI] [Full-Text]
2002 Flavin T.;Hurley M.;Rousseau F. (2002) 'Explaining stock market correlation: A gravity model approach'. Manchester School, 70 (SUPPL):87-106. [DOI] [Full-Text]

Book Chapter

Year Publication
2014 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]
2010 Germain, L., Rousseau, F., Vanhems, A. (2010) 'Strategic Financial Intermediaries with Brokerage Activities' In: G. Gregoriou(Eds.). Handbook of Trading. : Mc Graw-Hill USA.

Conference Publication

Year Publication
2002 Flavin, TJ;Hurley, MJ;Rousseau, F (2002) MANCHESTER SCHOOL Explaining stock market correlation: A gravity model approach [Full-Text]

Working Paper

Year Publication
2020 H. Boco, L. Germain and F. Rousseau (2020) High Frequency Trading: Strategic Competition Between Slow and Fast Traders. WP
2016 H. Boco, L. Germain and F. Rousseau (2016) When Overconfident Traders Meet with Feedback Traders. WP
2015 Fabrice Rousseau, Herve Boco and Laurent Germain (2015) Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets. WP [Full-Text]
2009 Rousseau, F., Germain, L. and Vanhems, A. (2009) Strategic Financial Intermediaries with Brokerage Activities. WP
2009 Rousseau, F. and Parlane, S. (2009) Optimal Initial Public Offering design with aftermarket trading. WP [Full-Text]
2007 Rousseau, F., Germain, L. and Vahnems, A. (2007) Irrational Financial Markets. WP [Full-Text]
2001 Flavin, T.J., Hurley, M.J. and Rousseau, F. (2001) Explaining Stock Market Correlation: A Gravity Model Approach. WP [Full-Text]

Conference Contribution

Year Publication
2017 Fabrice Rousseau (2017) High Frequency Trading: Strategic Competition Between Slow and Fast Traders 31st Annual Irish Economic Association Conference Institute of Banking, Dublin, .
2015 (2015) Initial Public Offerings Exchange programme between Maynooth University and UIBE Beijing, University of International Business and Economics (UIBE), .
2014 (2014) Discussion of High Frequency Trading: Taking Advantage of Speed Midwest Finance Association 2014 Orlando, FL, USA, .
2014 (2014) Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets Midwest Finance Association 2014 Orlando, FL, USA, .
2013 (2013) Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets Seminar Serie UCD, Smurfit Business School, .
2012 (2012) Discussion of Impact of the Financial Crisis on UK SEO Fees 19th Annual Conference of the Multinational Finance Society Krakow, Poland, .
2012 (2012) Optimal Initial Public Offering Design with Aftermarket Trading 19th Annual Conference of the Multinational Finance Society Krakow, Poland, .
2010 Fabrice Rousseau (2010) Optimal IPO design with Aftermarket Trading Workshop Presentation at the Department of Economics, Finance and Accounting NUI Maynooth, .
2010 Fabrice Rousseau (2010) Optimal IPO design with Aftermarket Trading Seminar Serie, J.E. Cairnes School of Business and Economics NUI Galway, .
2010 (2010) Optimal IPO Design with Aftermarket Trading Midwest Finance Association 2010 Las Vegas, NV, USA, .
2010 (2010) Discussion of Media Coverage, Stock Price Informativeness and Investor Trading Behaviour in China MFA 2010 Las Vegas, NV, USA, .
2009 Fabrice Rousseau (2009) Optimal IPO design with Aftermarket Trading Smurfit School of Business, UCD Dublin, .
2009 (2009) Optimal IPO Design with Aftermarket Trading Seminar at the Department of Economics Vigo, Spain, .
2009 (2009) Irrational Financial markets Midwest Finance Association 2009 Chicago, IL, USA, .
2008 (2008) Optimal IPO Design with Aftermarket Trading ESEM 2008 Milan, Italy, .
2008 Fabrice Rousseau (2008) Optimal IPO design with Aftermarket Trading School of Economics, UCD Dublin, .
2007 (2007) Optimal IPO Design with Aftermarket Trading 82nd Western Economic Association Seattle, WA, USA, .
2007 (2007) Optimal IPO Design with Aftermarket Trading Seminar at the Finance Department, Arizona State University Phoenix, AZ, USA, .
2007 (2007) Discussion of Strategic Payday Loans: Evidence from Colorado, 2000-2005 82nd Western Economic Association Seattle, WA, USA, .
Certain data included herein are derived from the © Web of Science (2023) of Clarivate. All rights reserved.

Honors and Awards

Date Title Awarding Body
01/01/2015 Best Paper Award from Finance French Finance Association

Education

Start date Institution Qualification Subject
IDEA, Universitat Autonoma de Barcelona PhD
IDEA, Universitat Autonoma de Barcelona MA in Economics
University of Toulouse 1 Maitrise en Econometrie

Teaching Interests

Financial Economics, Fixed Income Markets, Financial Modelling, Market Microstructure