Learning from Prices, Liquidity Spillovers, and Market Segmentation
Year of publication: |
2011-04
|
---|---|
Authors: | Cespa, Giovanni ; Foucault, Thierry |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Colocation | Contagion | Liquidity Risk | Liquidity spillovers | Transparency | Value of price information |
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