Fabrice Rousseau

National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics

County Kildare

Ireland

SCHOLARLY PAPERS

5

DOWNLOADS

533

SSRN CITATIONS
Rank 33,575

SSRN RANKINGS

Top 33,575

in Total Papers Citations

2

CROSSREF CITATIONS

17

Scholarly Papers (5)

1.

High Frequency Trading: Strategic Competition between Slow and Fast Traders

Number of pages: 32 Posted: 22 Mar 2017
Herve Boco, Laurent Germain and Fabrice Rousseau
Toulouse Business School, Toulouse University, Toulouse Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 175 (177,843)

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High frequency trading, Insider, Volatility, Market efficiency

2.

Strategic Market Making and Risk Sharing

Number of pages: 31 Posted: 15 Mar 2006
Laurent Germain and Fabrice Rousseau
Toulouse University, Toulouse Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 155 (197,376)
Citation 1

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Risk aversion, splitting orders, strategic market making

3.

When Overconfident Traders Meet Feedback Traders

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 45 Posted: 16 May 2011
Laurent Germain, Fabrice Rousseau and Herve Boco
Toulouse University, Toulouse Business School, National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and Toulouse Business School
Downloads 134 (222,292)

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Overconfidence, Positive feedback trading, Bubbles, Excess volatility, Market efficiency.

4.

Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets

Number of pages: 57 Posted: 14 Jan 2014
Herve Boco, Laurent Germain and Fabrice Rousseau
Toulouse Business School, Toulouse University, Toulouse Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 52 (395,372)

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efficiency, asymmetric information, noise, liquidity, adverse selection, competition.

5.

Explaining Stock Market Correlation: A Gravity Model Approach

The Manchester School, Vol. 70, pp. 87-106, 2002
Number of pages: 20 Posted: 13 May 2003
Thomas Flavin, Margaret Hurley and Fabrice Rousseau
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, National University of Ireland, Maynooth and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 17 (559,199)
Citation 2
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