Catherine D’hondt
Professor
Accounting, Law & Finance Department
EDHEC Business School
France
Biography
Professor D’Hondt is a full-time Professor of Finance at EDHEC since September 2004. Her primary research area is market microstructure, with a special focus on traders’ behavior and order submission strategies. She had the opportunity to present most of her empirical works at several high quality international conferences. She is now working on the long-term implications of MiFID (the Markets in Financial Instruments Directive) on the European capital markets industry. Within this project, she actively contributes to the EDHEC MiFID and Best Execution Research Chair supported jointly by CACEIS, NYSE Euronext and SunGard. She currently teaches in the area of financial markets and assets.
Research Interest
Market Microstructure, Traders’ Behavior, Transaction Cost Analysis
Publications
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“La liquidité du Bel20 mesurée par la valeur optionnelle du carnet d’ordres†in Revue bancaire et financière, issue 4, 2002. (Co-author: R. De Winne)
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“Concurrence entre marchés boursiers : la transparence crée-t-elle la liquidité ?†in Revue bancaire et financière, issue 4, 2003. (Co-author: C. Majois)
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“Hidden Liquidity in a Pure Order-Driven Market†in Finance Letters, forthcoming (accepted in 2006). (Co-author: R. De Winne)
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“Cash Equity Transaction Cost Analysis: State of the art ... and beyond†in Journal of Asset Management, volume 7, issue ¾, 2006. (Co-author: JR. Giraud)
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“Hide-and-Seek in the Market: Placing and Detecting Hidden Orders†in Review of Finance, volume 11, issue 4, 2007. (Co-author: R. De Winne)
