2002

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.

2003

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.

2004

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

2006

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

2007

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

2015

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

2016

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

2017

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

2024

Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Razen, Michael, Weitzel, Utz, Declerck, Fany and Moinas, Sophie (2024) Non-standard errors. The Journal of Finance, Vol. 79 (N° 3). pp. 2339-2390.