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Brussels, Belgium, 25–26 octobre 2007
Stephen Ross (Professeur de finance à la Sloan School of Management - MIT)
Salle des Illustres, Hôtel de Ville, Place du Capitole, Toulouse, France, 19 octobre 2007
Michel Pebereau (Président de BNP Paribas)
Amphithéâtre Despax, Toulouse : Ecole d'économie de Toulouse (TSE), 1 octobre 2007
François Ortalo-Magné (UW-Madison)
TSE, 1 octobre 2007
François Ortalo-Magné (University of Wisconsin)
Ulf Axelson (Stockholm School of Economics)
IDEI, 25 septembre 2007
Thierry Foucault (HEC)
TSE, 24 septembre 2007
IDEI, 24 septembre 2007
We consider a multi-period rational expectations model in which informed traders (speculators) differ in their access to information on past transaction prices (the ticker). Insiders observe the entire price history before trading whereas outsiders observe past prices with a delay. We show that the...
TSE, 10 septembre 2007
Pierre-Olivier Weill (UCLA)
IDEI, 10 septembre 2007
We study the dynamics of liquidity provision by dealers during an asset market crash, described as a temporary negative shock to investors aggregate asset demand. We consider a class of dynamic market settings where dealers can trade continuously with each other, whiletrading between dealers and...
