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Selma Boussetta

Personal Details

First Name:Selma
Middle Name:
Last Name:Boussetta
Suffix:
RePEc Short-ID:pbo1004
[This author has chosen not to make the email address public]
https://sites.google.com/site/boussettamestiriselma/

Affiliation

Bordeaux Sciences Économiques (BSE)
Université de Bordeaux

Bordeaux, France
https://www.bse.u-bordeaux.fr/
RePEc:edi:ifredfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cécile Ayerbe & Jamal Eddine Azzam & Julien Pénin & Selma Boussetta, 2021. "Loans secured by patents and their consequences on patent trolling and innovation," Post-Print hal-03438371, HAL.
  2. Selma Boussetta, 2019. "Stock exchange demutualization, market performance and market quality," Post-Print hal-03187869, HAL.
  3. Selma Boussetta, 2018. "The role of pre-opening mechanisms in fragmented markets," Post-Print hal-02156137, HAL.
  4. Selma Boussetta & Laurence Lescourret & Sophie Moinas, 2018. "Pre-opening periods in fragmented markets," Post-Print hal-03147033, HAL.
  5. Selma Boussetta, 2017. "Competition among Exchanges and Reputational Concerns," Post-Print hal-02156160, HAL.

Articles

  1. Selma Boussetta, 2017. "Competition in Exchanges and Reputational Concerns," Finance, Presses universitaires de Grenoble, vol. 38(1), pages 7-44.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Selma Boussetta, 2018. "The role of pre-opening mechanisms in fragmented markets," Post-Print hal-02156137, HAL.

    Cited by:

    1. Ligot, Stephanie & Gillet, Roland & Veryzhenko, Iryna, 2021. "Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    2. Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020. "Coming early to the party," Working Papers 2020:11, Department of Economics, University of Venice "Ca' Foscari".
    3. Damien Challet & Nikita Gourianov, 2018. "Dynamical regularities of US equities opening and closing auctions," Papers 1802.01921, arXiv.org, revised Oct 2018.
    4. Damien Challet, 2018. "Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions," Papers 1807.00573, arXiv.org.

  2. Selma Boussetta & Laurence Lescourret & Sophie Moinas, 2018. "Pre-opening periods in fragmented markets," Post-Print hal-03147033, HAL.

    Cited by:

    1. Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020. "Coming early to the party," Working Papers 2020:11, Department of Economics, University of Venice "Ca' Foscari".
    2. Damien Challet & Nikita Gourianov, 2018. "Dynamical regularities of US equities opening and closing auctions," Papers 1802.01921, arXiv.org, revised Oct 2018.
    3. Damien Challet, 2018. "Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions," Papers 1807.00573, arXiv.org.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (1) 2018-09-03. Author is listed

Corrections

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