Fabrice Rousseau

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

County Kildare

Ireland

  • National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting

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SCHOLARLY PAPERS

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Scholarly Papers (4)

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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, Finance and Accounting
Downloads 232 (218,689)

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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, Finance and Accounting
Downloads 172 (287,054)
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, Finance and Accounting and Toulouse Business School
Downloads 157 (309,975)

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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, Finance and Accounting
Downloads 76 (515,862)

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