David Bourghelle
Maitre de conferences à l'IAE de Lille |
BiographieDavid Bourghelle est Ma?tres de Conf?rences ? l'IAE de Lille. Il a soutenu sa th?se en Sciences de Gestion en Mai 1995 ? l'Universit? de Lille 2 (Ecole Sup?rieure des Affaires). Professeur ? l'EDHEC entre 1995 et 1996, Ma?tre de Conf?rences ? la Facult? d'Economie et de Gestion d'Angers, puis ? l'IAE de Lille depuis 1999. Ses travaux de recherche sont relatifs aux march?s d?riv?s et la microstructures des march?s financiers |
Contributions à un ouvrage collectif
D.BOURGHELLE, R.GILLET (2002) "Nouvelles technologies et comp?tition entre march?s financiers ", " Sciences de gestion et pratiques manag?riales " XVI?mes conf?rences des IAE, Economica, septembre 2002,
D. BOURGHELLE (2000) "Cotation internationale des actifs financiers et liquidit? : Les r?sultats empiriques ", Aspects ?conomiques et manag?riaux de la mondialisation, Presses universitaires d'Angers,
Revue à comité de lecture
D.BOURGHELLE, F.DECLERCK (2003) "Why markets should not necessarily reduce the tick size", Journal of Banking and Finance (2004) Vol 28, N?2, p 373-398, Vol 28, N?2, p 373-398
D. BOURGHELLE-R.GILLET (2002) "Electronic networks and competition for order flow", Revue bancaire et financi?re, pages 147-155, Mars-Avril 2002,
Communications dans des colloques avec comité de lecture
BOURGHELLE David, BRANDOUY Olivier (2003) "On the Long Term Dependancy Macro Indicators-Financial Markets : Rational Expectations versus Conventional Beliefs ", Colloque Conventions et Institutions : Approfondissements th?oriques et d?bat politique, Paris-La D?fense, D?cembre 2003
D.BOURGHELLE-F.DECLERCK (2001) "Why Markets should not necessarily reduce tick size : An empirical examination of trading costs and liquidity provision following the new pricing grid agreement in the Paris Bourse", Northern Finance Association Meeting, Halifax, CANADA (sept 2001)- French Finance Association Meeting, Namur, (June 2001),
D.BOURGHELLE-R.GILLET (2001) "The impact of new technologies on the competition between stock markets", 23rd Soci?t? Universitaire Europ?enne de Recherche en Finance Colloqium on Technology and Finance-Challenges for Financial Markets, Business Strategies and Policy Makers, 25-27th October 2001, Brussels,
D. BOURGHELLE (2000) "A microstructural analysis of volatility (half) smiles on options markets ", Proceedings of the 10th Derivatives Securities Conference, Boston, (April 2000)- Northern Finance Association Meeting, Toronto, (Sept 1998) ,
P.ALPHONSE-D.BOURGHELLE (2000) "Stock splits, liquidity, and limit order trading : Evidence from the Paris Bourse ", Northern Finance Association Meeting, Calgary (Sept 1999)- 6th Annual Multinational Finance Society Conference, Toronto, July 1999 -Annual Meeting of the French Finance Association, Aix-en-Provence(June 1999) -Eastern Finance Association Meeting, Miami (April 1999)- Workshop on Microstructure and high frequency data, Paris (December 1998) ,