Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems
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- Thierry Foucault & Laurence Lescourret, 2003. "Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems," Post-Print hal-00481203, HAL.
- Thierry Foucault & Laurence Lescourret, 2011. "Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems," Working Papers hal-00597189, HAL.
- FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," Les Cahiers de Recherche 742, HEC Paris.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Laurence Lescourret, 2012.
"Non-fundamental Information and Market-makers' Behavior during the NASDAQ Preopening Session,"
- Lescourret, Laurence, 2012. "Non-Fundamental Information and Market-Makers' Behavior during the NASDAQ Preopening Session," ESSEC Working Papers WP1212, ESSEC Research Center, ESSEC Business School.
- COLLA, Paolo, 2005. "A market microstructure rationale for the S&P game," CORE Discussion Papers 2005008, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nabi, Mahmoud Sami & Ben Souissi, Souraya, 2011. "Could dishonest banks be disciplined ?," MPRA Paper 32010, University Library of Munich, Germany.
More about this item
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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