Dealer Attention, liquidity spillovers, and endogenous market segmentation

Thierry Foucault; G. Cespa

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Dealer Attention, liquidity spillovers, and endogenous market segmentation

(1) ,

1

Thierry Foucault

Function : Author
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Groupement de Recherche et d'Etudes en Gestion à HEC

G. Cespa

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Keywords

Dealer Attention liquidity spillovers endogenous market segmentation

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Humanities and Social Sciences Business administration

Antoine Haldemann : Connect in order to contact the contributor

https://hal-hec.archives-ouvertes.fr/hal-00577857

Submitted on : Thursday, March 17, 2011-3:58:04 PM

Last modification on : Friday, March 24, 2023-2:52:54 PM

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hal-00577857 , version 1 (17-03-2011)

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HAL Id : hal-00577857 , version 1

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Thierry Foucault, G. Cespa. Dealer Attention, liquidity spillovers, and endogenous market segmentation. Séminaire de recherche, ESADE, Mar 2011, Barcelone, Spain. ⟨hal-00577857⟩

Dealer Attention, liquidity spillovers, and endogenous market segmentation

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