City Research Online

Items where Author is "Cespa, G."

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Number of items: 7.

Article

Cespa, G. ORCID: 0000-0003-2466-6168, Gargano, A., Riddiough, S. & Sarno, L. (2022). Foreign exchange volume. The Review of Financial Studies, 35(5), pp. 2386-2427. doi: 10.1093/rfs/hhab095

Cespa, G. ORCID: 0000-0003-2466-6168 & Vives, X. (2021). Exchange Competition, Entry, and Welfare. The Review of Financial Studies, 35(5), pp. 2570-2624. doi: 10.1093/rfs/hhab101

Cespa, G. & Vives, X. (2015). The Beauty Contest and Short-Term Trading. The Journal of Finance, 70(5), pp. 2099-2154. doi: 10.1111/jofi.12279

Cespa, G. & Foucault, T. (2014). Illiquidity Contagion and Liquidity Crashes. Review of Financial Studies, 27(6), pp. 1615-1660. doi: 10.1093/rfs/hhu016

Cespa, G. & Foucault, T. (2014). Sale of price information by exchanges: Does it promote price discovery?. Management Science, 60(1), pp. 148-165. doi: 10.1287/mnsc.2013.1735

Cespa, G. & Vives, X. (2012). Dynamic trading and asset prices: Keynes vs. Hayek. Review of Economic Studies, 79(2), pp. 539-580. doi: 10.1093/restud/rdr040

Monograph

Cespa, G. ORCID: 0000-0003-2466-6168, Gargano, A., Riddiough, S. J. & Sarno, L. ORCID: 0000-0003-1279-9748 (2021). Foreign Exchange Volume (DP16128). London, UK: CEPR.

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