Jump to navigation
François Ortalo-Magné (University of Wisconsin)
TSE, 1 octobre 2007
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...
Evanston, USA : Northwestern University, 7–8 septembre 2007
Paul Champsaur (Directeur de l'ARCEP)
Amphithéâtre Guy Isaac, Toulouse : Ecole d'économie de Toulouse (TSE), 22 juin 2007
Toulouse : TSE, 21 juin 2007
Toulouse, France, 14–15 juin 2007
