Articles

Gresse C. (2017), Effects of Lit and Dark Market Fragmentation on Liquidity, Journal of Financial Markets, vol. 35, p. 1-20

Bouzouita N., Gajewski J-F., Gresse C. (2015), Liquidity Benefits from IPO Underpricing : Ownership Dispersion or Information Effect, Financial Management, vol. 44, n°4, p. 785-810

De Séverac B., Deville L., Gresse C. (2014), Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity : Evidence from the CAC 40 Index, European Financial Management, vol. 20, n°2, p. 352-373

Gresse C. (2014), Market fragmentation: assessments and prospects?, Revue du Conseil scientifique de l’Autorité des marchés financiers, n°1, p. 23-37

Platten I., De Winne R., Gresse C. (2014), Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index, International Review of Financial Analysis, vol. 34, p. 31–43

Gajewski J-F., Boutron E., Gresse C., Labégorre F. (2007), Are IPOs Still a Puzzle? A Survey of the Empirical Evidence from Europe, Finance, vol. 28, n°2, p. 5-41

Gresse C., Gajewski J-F. (2007), Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange), Journal of Banking and Finance, vol. 31, n°9, p. 2906-2924

Gresse C. (2006), The Effect of Crossing-Network Trading on Dealer Market's Bid-Ask Spreads, European Financial Management, vol. 12, n°2, p. 143-160

Labégorre F., Gajewski J-F., Boutron E., Gresse C. (2006), Les procédures d'introduction en Bourse en Europe : évolution des pratiques et perspectives, Revue d'économie financière, n°82, p. 99-115

Gajewski J-F., Gresse C. (2004), A Comparison of Trading Costs on NSC (Euronext) and SETS (London Stock Exchange), Revue Bancaire et Financière, vol. 68, n°4, p. 193-199

Gresse C., Jacquillat B. (1998), The Diversion of Order Flow on French Stocks from CAC to SEAQ International : A field Study, European Financial Management, vol. 4, n°2, p. 121-142

Gresse C., Jacquillat B., Gillet R. (1998), Revisiting the Competition between the International Equity Market of the London Stock Exchange and the Brussels Stock Exchange, Revue de la banque, vol. 7, p. 375-383

Ouvrages

Gresse C. (2017), Marchés de taux d'intérêt, Paris: Economica, 256 p.

Gresse C. (2003), Les entreprises en difficulté, Paris: Economica, 112 p.

Gresse C., Fontaine P. (2003), Gestion des risques internationaux, Paris: Dalloz, 506 p.

Gresse C. (2001), Fragmentation des marchés d'actions et concurrence entre systèmes d'échange, Paris: Economica, 234 p.

Chapitres d'ouvrage

Gresse C. (2017), Gestion obligataire, in Jean-Michel Rocchi, MBA Finance, Paris: Eyrolles, p. 505-538

Dargnies M-P., Gresse C., Roger T., Simon A. (2017), Robert J. Shiller. l’exubérance irrationnelle des marchés, in Michel Albouy et Gérard Charreaux, Les grands auteurs en finance, Colombelles (Calvados): EMS - Editions Management et Sociétés, p. 603-626

Gresse C. (2014), Market Fragmentation and Market Quality: The European Experience, in Louhichi, Waël, Market Microstructure and Nonlinear Dynamics. Keeping Financial Crisis in Context Springer

Gresse C. (2010), Gestion obligataire, in Rocchi, Jean-Michel, MBA finance : tout ce qu'il faut savoir sur la finance par les meilleurs professeurs et praticiens, Paris: Eyrolles, p. 885

Gresse C. (1994), Les facteurs déterminant les déformations de la structure à terme des taux, in Jacquillat, Bertrand, Recherche en finance du CEREG, Paris: Economica, p. 292

Communications sans actes

Degryse H., De Winne R., Gresse C., Payne R. (2018), Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity, FMA Annual Meeting, San Diego, États-Unis

Degryse H., De Winne R., Gresse C., Payne R. (2018), High frequency trading and ghost liquidity, 35th Annual Conference of the French Finance Association (AFFI), Paris, France

Gresse C., Porteu de la Morandière L. (2016), Rising and Senior Stars in European Financial Analyst Rankings: the Talented and the Famous, 23rd MFS annual conference (Multinational Finance Society), Stockholm, Suède

Gresse C., Porteu de la Morandière L. (2016), Rising and Senior Stars in European Financial Analyst Rankings: The Talented and the Famous, 2016 FMA European conference (Financial Management Association), Helsinki, Finlande

Gresse C. (2013), Effects of Lit and Dark Trading Venue Competition on Liquidity : The MiFID Experience, 2013 FMA European Conference, Luxembourg, Luxembourg

Brière M., Werker B., Gresse C., Boon L-N. (2013), Regulatory Environment and Pension Investment Performance, 11th Workshop on Pension, Insurance and Savings, Paris, France

Gresse C. (2011), Effects of the Competition between Multiple Trading Platforms on Market Liquidity : Evidence from the MiFID Experience, 2011 FMA Annual Meeting, Denver, États-Unis

Gresse C. (2010), Multi-Market trading and Market Liquidity: the Post MiFID Picture, 2010 AMF Scientific Advisory Board Conference : How Should Regulators Address Changes in Equity Markets?, Paris, France

Platten I., Gresse C., De Winne R. (2009), How does the Introduction of an ETF Market with Liquidity Providers Impact the Liquidity of the Underlying Stocks?, Financial Management Association Annual Meeting, Reno, États-Unis

Gresse C., Gajewski J-F. (2008), IPO Underpricing, Post-Listing Liquidity, and Information Asymmetry in the Secondary Market, 21st Australasian Finance and Banking Conference, Sydney, Australie

Gresse C., de Séverac B., Deville L. (2005), The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship, EFMA 2006, Madrid, Espagne

Gajewski J-F., Gresse C. (2004), Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange), AFFI (Association Française de Finance), Paris, France

Gresse C. (2001), The Impact of Crossing on Market Quality : an Empirical Study on the UK Market, AFFI (Association Française de Finance), Paris, France

Prépublications / Cahiers de recherche

Gresse C., Porteu de la Morandière L. (2014), Rising and Senior Stars in European Financial Analyst Rankings: The Talented and the Famous, 40 p.

Werker B., Brière M., Gresse C., Boon L-N. (2014), Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based, SSRN Working Paper Series, 12 p.

Gresse C., De Winne R., Platten I. (2011), Liquidity and Risk Sharing Benefits from the Introduction of an ETF, Paris, Université Paris-Dauphine, 44 p.

Gresse C. (2010), Multi-Market Trading and Market Quality, Paris, Université Paris-Dauphine, 36 p.

Gresse C. (2010), L’évolution de la liquidité sur les marchés d’actions depuis l’entrée en vigueur de la Directive sur les Marchés d’Instruments Financiers, Paris, 27 p.

Gresse C. (2010), Post-MiFID Developments in Equity Market Liquidity, Paris, les cahiers scientifiques - AMF, 26 p.

Rapports

Gresse C., Gajewski J-F. (2006), A Survey of the European IPO Market, ECMI Research Report, 94 p.