Essais en Microstructure des Marchés Financiers
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- Type
- dissertation
- Published
- 2013-07-19
- Cited by
- 0
- References
- 68
- Access
- Open access
- OpenAlex
- https://openalex.org/W45781863
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:187893414
Keywords
Humanities, Political science, Art
References
- Market Liquidity: Theory, Evidence, and Policy
- Market fragmentation in Europe: Assessment and prospects for market quality
- Market Making with Costly Monitoring: An Analysis of the SOES Controversy
- Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information
- Low-latency trading $
- Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
- Liquidity Provision with Limit Orders and a Strategic Specialist
- Order flow composition and trading costs in a dynamic limit order market 1 I am grateful to Bruno Bi
- Trading Volume And Price Reactions To Public Announcements
- Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market
- Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation
- Competition for Order Flow and Smart Order Routing Systems
- The Effect of Crossing-Network Trading on Dealer Market's Bid-Ask Spreads
- Investor Attention: Overconfidence and Category Learning
- A Dynamic Model of the Limit Order Book
- Technology and Liquidity Provision: The Blurring of Traditional Definitions
- Does Public Financial News Resolve Asymmetric Information
- A Search-Based Theory of the On-the-Run Phenomenon
- Equilibrium in a Dynamic Limit Order Market
- Liquidity-Based Competition for Order Flow
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