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.
Finance, Microstructure of Financial Markets, Corporate Finance, Behavioural Finance, IPOs, Regulation and Banking.
Peer Reviewed Journal
|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]|
|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.|
|2002||Flavin, TJ;Hurley, MJ;Rousseau, F (2002) MANCHESTER SCHOOL Explaining stock market correlation: A gravity model approach [Full-Text]|
|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]|
Certain data included herein are derived from the © Web of Science (2023) of Clarivate. All rights reserved.
Financial Economics, Fixed Income Markets, Financial Modelling, Market Microstructure