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Dealer Attention, liquidity spillovers, and endogenous market segmentation

Thierry Foucault 1 G. Cespa
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
keyword : Dealer Attention liquidity spillovers endogenous market segmentation
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Conference papers
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https://hal-hec.archives-ouvertes.fr/hal-00577869
Contributor : Antoine Haldemann <>
Submitted on : Thursday, March 17, 2011 - 4:04:59 PM
Last modification on : Thursday, January 11, 2018 - 6:19:32 AM

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  • HAL Id : hal-00577869, version 1

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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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