Home

Associate Professor of Finance at HEC Paris

Associate Editor, Management ScienceMember of the ACPR Chair "Regulation and Systemic Risks"CEPR FellowSUERF Research AffiliateMember of the Finance Theory GroupProud daddy of Joseph , Marin, and Aurel

In my research I study how financial institutions and frictions impact the functioning of financial markets, the formation of prices and the allocation of resources and risks in the economy. I am particularly interested in banking and market microstructure, and on the role of technology and digital transformation in these contexts.

Announcements: I am on sabbatical. I am very grateful to INSEAD for hosting me in September-December 2024 and to Sciences Po for hosting me in January-June 2025 !

Augustin Landier and I are organizing the HEC Paris Top Finance Graduate Award Conference 2025 ! Congratulations to the winners !

Where to meet me in the coming months:

13 December 2024: I will present "Algorithmic Pricing and Liquidity in Securities Markets" (joint with Thierry Foucault and Stefano Lovo) at the Workshop on Competition Policy in Direct Financial Markets organized by ESCP and Paris I in Paris.
21-23 January 2025: I will visit the European Central Bank in Frankfurt.
5 March 2025: I will give a seminar at Bayes Business School in London.
20 March 2025: I will present "Algorithmic Pricing and Liquidity in Securities Markets" (joint with Thierry Foucault and Stefano Lovo) at the Workshop on Artificial Intelligence in Finance organized by IESE in Barcelona.
17-19 July 2025: I will attend the Finance Theory Group summer meeting at University College London.
20-23 August 2025: I will attend the EFA Meetings at Skema Business School, Paris.
26 September 2025: I will give a seminar at the Chinese University of Hong Kong.

Latest updates and news:

April 2025: New version of "Financial Restructuring and Resolution of Banks" (with Denis Gromb).
November 2024: New version of "Measuring Regulatory Complexity" (with Co-Pierre Georg).
December 2023: New version of "Algorithmic Pricing and Liquidity in Securities Markets" (with Thierry Foucault and Stefano Lovo).
July 2023: New version of "The Economics of Computational Reproducibility" (with Christophe Hurlin and Christophe Pérignon).

Google Sites

Report abuse