Follow
Fabrice Rousseau
Fabrice Rousseau
Verified email at nuim.ie - Homepage
Title
Cited by
Cited by
Year
Explaining stock market correlation: A gravity model approach
TJ Flavin, MJ Hurley, F Rousseau
The Manchester School 70 (S1), 87-106, 2002
1832002
Irrational market makers
L Germain**, F Rousseau***, A Vanhems****
Finance 35 (1), 107-145, 2014
62014
Heterogeneous noisy beliefs and dynamic competition in financial markets
H Boco, L Germain, F Rousseau
Economic Modelling 54, 347-363, 2016
52016
Strategic market making and risk sharing
L Germain, F Rousseau
Available at SSRN 819745, 2005
52005
High frequency trading: Strategic competition between slow and fast traders
H Boco, L Germain, F Rousseau
Available at SSRN 2938593, 2017
32017
Irrational Financial Markets
F Rousseau, L Germain, A Vahnems
32007
Irrational Financial Markets
F Rousseau, L Germain, A Vahnems
32007
When overconfident traders meet feedback traders
H Boco, L Germain, F Rousseau
22011
When overconfident traders meet feedback traders
H Boco, L Germain, F Rousseau
22011
Optimism, pessimism and financial markets
L Germain, F Rousseau, A Vanhems
Available at SSRN 676612, 2006
12006
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
The system can't perform the operation now. Try again later.
Articles 1–20