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Dealer Attention, liquidity spillovers, and endogenous market segmentation

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Submitted on : Monday, January 10, 2011-1:27:00 PM

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hal-00554041 , version 1 (10-01-2011)

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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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