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Chercheurs

Christophe DESAGRE

christophe.desagre@ichec.be

Expertise

  • Finance quantitative
  • Marchés financiers
  • Analyse de données

Education

  • Docteur en sciences de gestion, 2020,

Teaching

  • 21GE058-A - Evaluation des actifs financiers
  • 21FFM14-A - Gestion de portefeuille et durabilité
  • 21FFM12-A - Gestion de portefeuille et durabilité
  • 21FFM41-A - Marchés et risques financiers
  • 21FFM20-A - TIFD- Travail Intégré en Finance Durable
  • 12UIF22-C - Introduction à la programmation : Python
  • 11UIF13-C - Introduction à la programmation : Python

Publications

  • Desagre, C., Mazza, P., Petitjean, M. (2022). Crypto market dynamics in stressful conditions. Applied Economics. DOI: https://doi.org/10.1080/00036846.2022.2108754.
  • Desagre, C., D'Hondt, C., Petitjean, M. (2022). The rise of fast trading: curse or blessing for liquidity?. Finance. Association Française de Finance. Finance 2022/3. Vol.43, pages 119 à 158. DOI: https://doi.org/10.3917/fina.pr.i.
  • Desagre, C., D'Hondt, C. (2022). Options and retail trading activity. Journee des chercheurs de l'ICHEC.
  • Dreber, A., Menkveld, A. J., Holzmeister, F., Johannesson, M., Huber, J., Kirchler, M., ... & Lajaunie, Q. (2021). Non-standard errors. SSRN.
  • Anciaux, H., Desagre, C. & Petitjean, M. (2021). Liquidity Co-Movements and Volatility Regimes in Cryptocurrencies. DOI: https://dx.doi.org/10.2139/ssrn.3769309.
  • Desagre, C., D'Hondt, C. (2021). Googlization and retail trading activity. Journal of Behavioral and Experimental Finance . Elsevier. DOI: https://doi.org/10.1016/j.jbef.2020.100453.

Autres contributions intellectuelles

  • Desagre, C., D'Hondt, C. (2022). Options and retail trading activity. Midi de la recherche (ICHEC).
  • Desagre, C., Mazza, P. & Petitjean, M. (2020). The Dynamics of Extreme Price Movements in Cryptocurrencies. 6th International Symposium in Computational Economics and Finance.
  • Desagre, C., Mazza, P. & Petitjean, M. (2019). The Dynamics of Extreme Price Movements in Cryptocurrencies. New Zealand Finance Meeting (Auckland, NZ).
  • Desagre, C., Mazza, P. & Petitjean, M. (2019). The Dynamics of Extreme Price Movements in Cryptocurrencies. 32nd Australasian Finance and Banking Conference (Sydney, AU).
  • Desagre, C. & D'Hondt, C. (2019). Googlization and retail investors' trading activity. 3rd European Capital Market Workshop.
  • Desagre, C., D'Hondt, C. & Petitjean, M. (2018). Liquidity and the rise of fast trading on Euronext. Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets.
  • Desagre, C., D'Hondt, C. & Petitjean, M. (2018). Liquidity and fast trading on Euronext: A historical perspective. 2nd European Capital Market Workshop — London (UK).
  • Desagre, C. & D'Hondt, C. (2018). Googlization and retail investment decisions. Warsaw International Economic Meeting — Warsaw.
  • Desagre, C. & D'Hondt, C. (2018). Googlization and retail investment decisions. 16th Belgian Financial Research Forum.
  • Desagre, C. & D'Hondt, C. (2018). Googlization and retail investment decisions. 35th Annual Conference of the French Finance Association.
  • Desagre, C. & D'Hondt, C. (2017). Googlization and retail investment decisions. 3L Finance Research Workshop — Brussels (Belgium).
  • Desagre, C., D'Hondt, C. & Petitjean, M. (2016). Liquidity and the rise of fast trading on Euronext. 33rd International AFFI Conference — Liège (Belgium).
  • Desagre, C., D'Hondt, C. & Petitjean, M. (2016). Liquidity and the rise of fast trading on Euronext: A historical perspective. 3L Finance Research Workshop — Brussels (Belgium).
  • Desagre, C., D'Hondt, C. & Petitjean, M. (2016). Liquidity and fast trading on Euronext: A historical perspective. UCL-UNamur PhD workshop in Finance — Namur (Belgium).