Daures-Lescouret, Laurence and Moinas, Sophie (2023) Fragmentation and strategic market-making. Journal of Financial and Quantitative Analysis, vol. 58 (n° 4). pp. 1675-1700.

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

Foucault, Thierry and Moinas, Sophie (2018) Is Trading Fast Dangerous? TSE Working Paper, n. 18-881, Toulouse

Hong, Jieying, Moinas, Sophie and Pouget, Sébastien (2018) Learning in Speculative Bubbles: An Experiment. TSE Working Paper, n. 18-882, Toulouse

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

Moinas, Sophie, Nguyen, Minh and Valente, Giorgio (2017) Funding Constraints and Market Illiquidity in the European Treasury Bond Market. TSE Working Paper, n. 17-814, Toulouse

Biais, Bruno, Mariotti, Thomas, Moinas, Sophie and Pouget, Sébastien (2017) Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation. TSE Working Paper, n. 17-798, Toulouse

Moinas, Sophie and Pouget, Sébastien (2016) The Bubble Game: A classroom experiment. Southern Economic Journal, 82 (4). pp. 1402-1412.

Biais, Bruno, Foucault, Thierry and Moinas, Sophie (2015) Equilibrium Fast Trading. Journal of Financial Economics, 116 (2). pp. 292-313.

Moinas, Sophie and Pouget, Sébastien (2013) The Bubble Game : An experimental Analysis of Speculation. Econometrica, vol. 81 (n° 4). pp. 1507-1539.

Moinas, Sophie (2011) MTF: leur concurrence a fait évoluer le business model des Bourses. Revue Banque.

Moinas, Sophie (2010) Hidden Limit Orders and Liquidity in Order Driven Markets. TSE Working Paper, n. 10-147

Moinas, Sophie (2008) Le Carnet d’Ordres : une revue de littérature. Finance, 29 (n°1). pp. 81-147.

Foucault, Thierry, Moinas, Sophie and Theissen, Erik (2007) Does Anonymity Matter in Electronic Limit Order Markets? Review of Financial Studies, 20 (n°5). pp. 1707-1747.