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Dealer Attention, liquidity spillovers, and endogenous market segmentation

Thierry Foucault
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Groupement de Recherche et d'Etudes en Gestion à HEC
G. Cespa
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https://hal-hec.archives-ouvertes.fr/hal-00577868

Submitted on : Thursday, March 17, 2011-4:04:04 PM

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hal-00577868 , version 1 (17-03-2011)

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Thierry Foucault, G. Cespa. Dealer Attention, liquidity spillovers, and endogenous market segmentation. Séminaire de recherche, Vienna University if Economics and Business, Apr 2011, Vienne, Austria. ⟨hal-00577868⟩

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