Details about Fabrice Rousseau

Access statistics for papers by Fabrice Rousseau.

Last updated 2023-04-10. Update your information in the RePEc Author Service.

Short-id: pro329

Working Papers

2020

1. High Frequency Trading: Strategic Competition Between Slow and Fast Traders
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
2. When Overconfident Traders Meet Feedback Traders - Updated from 2016
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

2016

3. Heterogeneous Noisy Beliefs and Dynamic Competition in Financial Markets*
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
   See also Journal Article Heterogeneous noisy beliefs and dynamic competition in financial markets, Economic Modelling, Elsevier (2016) View citations (3) (2016)

2015

4. Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

2013

5. Irrational Market Makers
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
   See also Journal Article Irrational Market Makers, Finance, Presses universitaires de Grenoble (2014) View citations (1) (2014)

2009

6. Optimal Initial Public O¤ering design with aftermarket trading
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

2008

7. Irrational Financial Markets
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)

2007

8. Optimal IPO design with informed trading
   Working Papers, School of Economics, University College Dublin

1999

9. Bluffing: an equilibrium strategy
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
10. Signalling with Debt Maturity Choice
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

Journal Articles

2021

1. When Overconfident Traders Meet Feedback Traders
   Finance, 2021, 42, (3), 7-55

2016

2. Heterogeneous noisy beliefs and dynamic competition in financial markets
   Economic Modelling, 2016, 54, (C), 347-363 View citations (3)
   See also Working Paper Heterogeneous Noisy Beliefs and Dynamic Competition in Financial Markets*, Economics Department Working Paper Series (2016) (2016)

2014

3. Irrational Market Makers
   Finance, 2014, 35, (1), 107-145 View citations (1)
   See also Working Paper Irrational Market Makers, Economics Department Working Paper Series (2013) (2013)

2002

4. Explaining Stock Market Correlation: A Gravity Model Approach
   Manchester School, 2002, 70, (S1), 87-106 View citations (65)