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Financial Globalization and Market Volatility : An Empirical Appraisal

Cordella, Tito - 2017

This paper computes a new financial globalization index for a large sample of countries for 1992-2016. Unlike other measures, the financial globalization index corrects for the heteroscedasticity of global volatility. This leads to a downward adjustment of financial globalization trends for...

Persistent link: https://www.econbiz.de/10012246024

Order flow composition and trading costs in a dynamic limit order market

Foucault, Thierry - In: Journal of financial markets 2 (1999) 2, pp. 99-134

Persistent link: https://www.econbiz.de/10001426676

Order flow composition and trading costs in dynamic limit order markets

Foucault, Thierry - 1998

Persistent link: https://www.econbiz.de/10013422488

Floors, dealer markets and limit order markets

Biais, Bruno; Foucault, Thierry; Salanié, François - In: Journal of financial markets 1 (1998) 3/4, pp. 253-284

Persistent link: https://www.econbiz.de/10001426539

Market making with costly monitoring : an analysis of the SOES controversy

Foucault, Thierry; Röell, Ailsa; Sandås, Patrik - 2000

Persistent link: https://www.econbiz.de/10001484909

Limit order book as a market for liquidity

Foucault, Thierry; Kadan, Ohad; Kandel, Eugene - 2001

Persistent link: https://www.econbiz.de/10001615334

Price improvements in financial markets as a screening device

Desgranges, Gabriel; Foucault, Thierry - 2000

Persistent link: https://www.econbiz.de/10001562119

Imperfect market monitoring and SOES trading

Foucault, Thierry; Röell, Ailsa; Sandås, Patrik - 1999

Persistent link: https://www.econbiz.de/10001412777

Market making with costly monitoring : an analysis of the SOES controversy

Foucault, Thierry; Röell, Ailsa; Sandås, Patrik - In: The review of financial studies 16 (2003) 2, pp. 345-384

Persistent link: https://www.econbiz.de/10001764233

Price improvement in financial markets as a screening device

Desgranges, Gabriel (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001661219

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