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Dealer Attention, liquidity spillovers, and endogenous market segmentation

Thierry Foucault 1 G. Cespa 1
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
keyword : endogenous market segmentation liquidity spillovers Dealer Attention
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https://hal-hec.archives-ouvertes.fr/hal-00554041
Contributor : Antoine Haldemann <>
Submitted on : Monday, January 10, 2011 - 1:27:00 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00554041, version 1

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Thierry Foucault, G. Cespa. Dealer Attention, liquidity spillovers, and endogenous market segmentation. Séminaire de Recherche, School of Banking and Finance at UNSW, 2010, Sydney, Australia. ⟨hal-00554041⟩

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