Le corps professoral

Le corps professoral de l’ESSEC

Parce que l’excellence de l’enseignement repose  sur la qualité du corps professoral, l’ESSEC  s’attache à recruter les meilleurs professeurs. Excellence académique, ouverture internationale, créativité pédagogique , 3 mots clé pour caractériser le corps professoral de l'ESSEC .

Vous trouverez sur cette page  la présentation des CV de tous nos professeurs ainsi que les annonces de recrutement de professeurs.


Laurence Lescourret
Professeur Associé, Département Finance

Photo of Laurence Lescourret
CV en pdf
Présentation Thèmes de Recherche Publications Enseignement Autres Activités
Formation

Ph.D.in Finance - HEC School of Management - 2003
M.Sc. in Economics (research) - EHESS, Paris - 1999
M.Sc. in Finance (research) - University Paris IX-Dauphine - 1997
M. in Management, (Major: Corporate Finance) - EDHEC Business School - 1996

Biographie
Thèmes de Recherche
Thèmes
Microstructure des Marchés Financiers


Publications académiques
Articles
  "Transparency matters: Price formation in the presence of order preferencing" (L. Lescourret, C. Robert), Journal of Financial Markets, mai 2011, Vol. 14, Numéro 2, p. 227‑258 ( )
  "Extreme dependence of multivariate catastrophic losses" (L. Lescourret, C. Robert), Scandinavian Actuarial Journal, juil. 2006, Vol. 2006 , Numéro 4, p. 203‑225
  "Les bourses face au défi de l'internalisation" (L. Lescourret), Problèmes Economiques, déc. 2005, Numéro 2.888, p. 25‑27
  "Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems" (T. Foucault), Finance, déc. 2003, Vol. 24, p. 45‑78


Chapitres
  A first look at the microstructure of CDS markets. In: Proceedings of the 1st International Financial Research Forum (avec A. Fulop). : Economica, Monique Jeanblanc. 2008, p. -


Working papers
  "Information barter and floor trading" (avec T. Foucault). HEC , CR 742/2001 déc. 20.
  "Preferencing, Internalization and Dealer Inventory - Paper and Proofs" (L. Lescourret). Essec Research Center, DR‑06017 oct. 06.


Autres publications
Communications publiées
  "Liquidity externalities and buyout delisting activity", avec JM. Gaspar. In : SSRN, European Finance Association. Frankfurt (Germany) : EFA, 2010. ( )
  "How liquid is the CDS market?", avec A. Fulop. In : EFA 2008 ATHENS MEETINGS, EFA conference. Athens (Greece) : SSRN, 2008.
  "Transparency matters: Price formation in presence of order preferencing", avec C. Robert. In : 2nd WORKSHOP ON FINANCIAL MARKET QUALITY, 2nd NYSE-Euronexy/ Dauphine Workshop on financial market quality. Paris (France) : NYSE-Euronext / Dauphine, 2008.
  "Liquidity supply in multiple markets", avec S. Moinas. In : EFMA 2006 , EFMA 2006 . Madrid (Espagne) : EFMA, 2006.
  "Preferencing, Internalization and Dealer Inventory", avec C. Robert. In : Proceedings of International Conference on New Financial Market Structures, Montréal (Canada) : HEC Montréal, 2005.
  "Why is there heterogeneity among dealers' behavior during the Nasdaq preopening session? ", avec C. Robert. In : EFMA Basel Meeting Paper, EFMA Basel Meeting. ? (?) : SSRN, 2003.


Enseignement à l'ESSEC


Trading et Organisation des Marchés / Trading and Market Organization

Théorie Financière (FIN 124)

Gestion Financière (FIN 021)

 

Autres activités pédagogiques

Tutorat
Apprentissage
Prix et distinctions

 

2010 Grant: Paris Europlace for a research project on inventory management across different trading platforms, joint with Sophie Moinas

2008 Grant: Paris Europlace for a research project on liquidity externalities, joint with José-Miguel Gaspar

2007 Grant: Euronext Paris for a research project on the Credit Default Swap market, joint with Andras Fulop

2004 Laureate du "Prix de Thèse FNEGE-AFFI 2003" pour la dissertation doctorale


Activités scientifiques
Communications présentées à des conférences
  "Preferencing, Internalization, and Dealer Inventory", (avec C. Robert). Annual Conference on Market Structure and Market Integrity, Market Regulation Services ¿ DeGroote School of Business, Toronto, CANADA, 13 nov. 2006
  "Liquidity supply in multiple markets", (avec S. Moinas). Annual Conference on Market Structure and Market Integrity, Market Regulation Services ¿ DeGroote School of Business, Toronto, CANADA, 13 nov. 2006
CONFERENCES INTERNATIONALES
2010: EFA - European Economic Association (Frankfurt, Germany)
2009: the Third Annual Risk Management Conference in Singapore (coauthor presented)
2008: EFA - European Finance Association (Athens, Greece), the 2008 Credit conference in Venice (coauthor presented)
2007: EFA - European Finance Association (Ljubljana, Slovenia), EEA - European Economic Association (Budapest, Hungary)
2006: EFMA - European Financial Management Association (Madrid, Spain)
2005: International Conference on New Financial Market Structures (HEC Montréal, Canada), EFMA - European Financial Management Association (Milan, Italy)
2004: EFMA - European Financial Management Association (Basel, Swizerland)
2001: FMA - Financial Management Association European Conference (Paris)
2000: EEA, European Economic Association (Bolzano, Italy)

CONFERENCES NATIONALES

French Finance Association (AFFI) : Cergy-Pontoise (June 2004), Lyon (June 2003), Strasbourg (June 2002), Namur(June 2001), Paris (June 2000)
French Applied Microeconomics Conference(JMA) - Montpellier (2003), Rennes/St Malo (2002), Nancy (2001).

INVITED SEMINARS, WORKSHOPS
2010: 3rd NYSE-Euronext/Dauphine Workshop on Financial Market Quality (Paris, France)
2009: First Leuven-Louvain Finance Research Workshop, Lille School of Management, EIF 7th Annual Forum (coauthor presented)
2008: Financial Risks International Forum in Paris (coauthor presented), 2nd NYSE-Euronext/Dauphine Workshop on Financial Market Quality (Paris, France), the 4th Annual Central Bank Workshop on the Microstructure of Financial Markets in Hong-Kong, Toulouse School of Economics
2006: Dauphine Workshop on Financial Financial Market Quality (Paris, France), (coauthor presented)
2004: Univ. Lugano (Switzerland, December), RTN MicFinMa Summer School "Economics and Econometrics of Market Microstructure", (Konstanz, Germany, June) ; Univ. Namur (Belgium, Jan.), CEREG seminar (Univ. Paris IX-Dauphine, Jan.), THEMA seminar (Univ. Cergy-Pontoise, March).
2003: UCL-CORE seminar (Louvain, Belgium)
2002: Sixth Toulouse Finance Workshop (IDEI & Viel), CREST seminar (Paris)
2001: Seminar of the Finance department, Univ. Laval (Quebec)
2000: CREST seminar (Paris)

Affiliations et activités académiques

Centre de Recherche en Economie et Statistique, CREST
French Finance Association, AFFI
European Financial Management Association, EFMA

Expérience professionnelle

Research fellow at the Centre de Recherche en Economie et Statistique (CREST, Paris), (1999-current position).

Lecturer in "Microstructure of Financial Markets", ENSAE (France), (2000-current position).
Instructor in "Financial markets" and "Introduction to Microeconomics", Univ. of Cergy (France), (2002-2004)

Co-organizer of the French Association in Finance - AFFI Paris (December, 2001)

Consultant, Middle Office, SGCIB, Johannesburg (South Africa), (Sept 1997- Sept 1998)
Liens utiles
Finance
Contact
E-mail

ESSEC Business School
Av. Bernard Hirsch
B.P. 50105
95021 Cergy
France