Menkveld, Albert J., Dreber, Anna, Declerck, Fany and Moinas, Sophie (2023) Non-Standard Errors. TSE Working Paper, n. 23-1451, Toulouse

Biais, Bruno, Declerck, Fany and Moinas, Sophie (2017) Who supplies liquidity, how and when? TSE Working Paper, n. 17-818, Toulouse

Declerck, Fany (2016) High‑frequency trading, geographical concerns and the curvature of the Earth. Financial Stability Review (Banque de France) (20). pp. 153-160.

Declerck, Fany and Lescourret, Laurence (2015) Dark pools and high-frequency trading: a useful evolution? Revue d'économie financière, 120. pp. 113-125.

Biais, Bruno and Declerck, Fany (2007) Liquidity, Competition & Price Discovery in the European Corporate Bond Market. IDEI Working Paper, n. 475

Aktas, N., De Bodt, E., Declerck, Fany and Van Oppens, H. (2007) PIN anomaly around M&A announcements. Journal of Financial Markets, 10 (2). pp. 169-191.

Biais, Bruno and Declerck, Fany (2007) Dealing in Junk. IDEI Working Paper, n. 479

Declerck, Fany and Léautier, Thomas-Olivier (2007) Value Creation from Risk Management Activities: An Empirical Investigation. IDEI Working Paper, n. 512

Biais, Bruno, Declerck, Fany, Dow, James and Von Thadden, Elu (2006) Transparency, Liquidity and Information in Dealer Markets. IDEI Working Paper, n. 480

Bourghelle, D. and Declerck, Fany (2004) Why markets should not necessarily reduce the tick size. Journal of Banking and Finance, 28. pp. 373-398.

Declerck, Fany (2003) Analyse de l'impact de l'extension des horaires de cotation sur la qualité du marché parisien. Banque et Marchés, 63. pp. 34-45.

Declerck, Fany and Hazart, Patrick (2002) Impacts de l'animation sur la qualité du Second Marché. Banque et Marchés, 60. pp. 5-18.

Declerck, Fany (2002) Le prix de l'immédiateté : le cas de la Bourse de Paris. Banque et Marchés, 57. pp. 31-45.