Explaining stock market correlation: A gravity model approach TJ Flavin, MJ Hurley, F Rousseau The Manchester School 70 (S1), 87-106, 2002 | 184 | 2002 |
Irrational market makers L Germain**, F Rousseau***, A Vanhems**** Finance 35 (1), 107-145, 2014 | 6 | 2014 |
Heterogeneous noisy beliefs and dynamic competition in financial markets H Boco, L Germain, F Rousseau Economic Modelling 54, 347-363, 2016 | 5 | 2016 |
Strategic market making and risk sharing L Germain, F Rousseau Available at SSRN 819745, 2005 | 5 | 2005 |
High frequency trading: Strategic competition between slow and fast traders H Boco, L Germain, F Rousseau Available at SSRN 2938593, 2017 | 3 | 2017 |
Irrational Financial Markets F Rousseau, L Germain, A Vahnems | 3 | 2007 |
When overconfident traders meet feedback traders H Boco, L Germain, F Rousseau | 2 | 2011 |
Optimism, pessimism and financial markets L Germain, F Rousseau, A Vanhems Available at SSRN 676612, 2006 | 1 | 2006 |
Private Information and Trading Speed H Boco, L Germain, F Rousseau Available at SSRN 4240582, 2022 | | 2022 |
When Overconfident Traders Meet Feedback Traders 1 H Boco, L Germain, F Rousseau Finance 42 (3), 7-55, 2021 | | 2021 |
High Frequency Trading: Strategic Competition Between Slow and Fast Traders F Rousseau, H Boco, L Germain Economics Department Working Paper Series, 2020 | | 2020 |
When Overconfident Traders Meet Feedback Traders-Updated from 2016 F Rousseau, H Boco, L Germain Economics Department Working Paper Series, 2020 | | 2020 |
Strategic Market Making and Risk Sharing F Rousseau Journal of Mathematical Finance 7, 144-179, 2017 | | 2017 |
When Overconfident Traders Meet Feedback Traders F Rousseau, H Boco, L Germain Department of Economics, Finance and Accounting, 2016 | | 2016 |
Heterogeneous Noisy Beliefs and Dynamic Competition in Financial Markets F Rousseau, H Boco, L Germain Department of Economics, Finance and Accounting, 2016 | | 2016 |
Aftermarket Trading and the Strategic Allocation of Shares in an Initial Public Offering S Parlane, F Rousseau Advances in Investment Analysis and Portfolio Management, 221-262, 2014 | | 2014 |
Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets H Boco, L Germain, F Rousseau Available at SSRN 2378916, 2014 | | 2014 |
Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets F Rousseau, H Boco, L Germain National University of Ireland Maynooth, 2014 | | 2014 |
Irrational Market Makers F Rousseau, L Germain, A Vanhems Department of Economics, Finance & Accounting, Maynooth University, 2013 | | 2013 |
Strategic Financial Intermediaries with Brokerage Activities L Germain, F Rousseau, A Vanhems TRADING, 389, 2010 | | 2010 |