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Dealer Attention, liquidity spillovers, and endogenous market segmentation

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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-00577869

Submitted on : Thursday, March 17, 2011-4:04:59 PM

Last modification on : Saturday, June 25, 2022-10:51:48 AM

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hal-00577869 , version 1 (17-03-2011)

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Thierry Foucault, G. Cespa. Dealer Attention, liquidity spillovers, and endogenous market segmentation. Séminaire de recherche, Rotterdam School of Management, Apr 2011, Rotterdam, Netherlands. ⟨hal-00577869⟩

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