"A previous version of this paper was circulated under the title: Dealer attention, liquidity spillovers and endogenous market segmentation."--Pg.[1].
"Issued under the auspices of the Centre's research programme in Financial Economics."
Learning from prices, liquidity spillovers and market segmentation by Giovanni Cespa. Published by Centre for Economic Policy Research in 2011. Publication and catalogue information, links to buy online and reader comments.