Stéphanie LIGOT




Research themes

  • Market efficiency: Market microstructure and quality
  • Price discovery process in financial markets
  • Financial regulations: MiFID I and II/MiFIR
  • Financial innovations: High-Frequency Trading, Circuit-Breakers and Crypto-Assets

Professional career of Stéphanie Ligot


Stéphanie Ligot defended her thesis in Management Sciences at the University of Paris 1 Panthéon-Sorbonne in 2017. She previously graduated as a business engineer from the Free University of Brussels (Solvay Brussels School of Economics and Management and Institute of European Studies – Jean Monnet) with a research specialization in finance from University Paris Dauphine (Master 104). Her research interests focus on the study of the efficiency of financial markets (microstructure) and more specifically on the study of the impacts of financial regulations and financial innovations on market quality and on the dynamics of the price discovery process for the stock markets. She is now ATER at CNAM Paris and a member of LIRSA where she works on the microstructure of financial markets and more particularly on the effects of financial innovations (High Frequency Trading (THF) and Circuit Breakers) on the quality of the market.

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Publications et travaux scientifiques

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