Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, Fany Declerck, and Sophie Moinas, “Nonstandard Errors”, The Journal of Finance, vol. 79, n. 3, June 2024, pp. 2339–2390.
Fany Declerck, “High‑frequency trading, geographical concerns and the curvature of the Earth”, Financial Stability Review (Banque de France), n. 20, April 2016, pp. 153–160.
Fany Declerck, and Laurence Lescourret, “Dark pools and high-frequency trading: a useful evolution?”, Revue d'économie financière, vol. 120, December 2015, pp. 113–125.
N. Aktas, E. de Bodt, Fany Declerck, and H. Van Oppens, “PIN anomaly around M&A announcements”, Journal of Financial Markets, vol. 10, n. 2, May 2007, pp. 169–191.
D. Bourghelle, and Fany Declerck, “Why markets should not necessarily reduce the tick size ”, Journal of Banking and Finance, vol. 28, February 2004, pp. 373–398.
Fany Declerck, “Analyse de l'impact de l'extension des horaires de cotation sur la qualité du marché parisien”, Banque et Marchés, vol. 63, March 2003, pp. 34–45.
Fany Declerck, and Patrick Hazart, “Impacts de l'animation sur la qualité du Second Marché”, Banque et Marchés, vol. 60, September 2002, pp. 5–18.
Fany Declerck, “Le prix de l'immédiateté : le cas de la Bourse de Paris”, Banque et Marchés, vol. 57, March 2002, pp. 31–45.
Fany Declerck, “Un an après: bilan positif de la réforme des pas de cotation”, Bourse Info, February 2000.
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