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A martingale characterization of equilibrium asset price processes

Décamps, Jean-Paul; Lazrak, A. - In: Economic theory : official journal of the Society for … 15 (2000) 1, pp. 207-213

Persistent link: https://www.econbiz.de/10001455375

Risk aversion and herd behavior in financial markets

Décamps, Jean-Paul; Lovo, Stefano M. - 2002

Persistent link: https://www.econbiz.de/10001676695

Free cash flow, issuance costs, and stock prices

Décamps, Jean-Paul; Mariotti, Thomas; Rochet, Jean-Charles - In: The journal of finance : the journal of the American … 66 (2011) 5, pp. 1501-1544

Persistent link: https://www.econbiz.de/10009376350

Free cash-flow, issuance costs and stock price volatility

Décamps, Jean-Paul; Mariotti, Thomas; Rochet, Jean-Charles - 2008 - Rev.

Persistent link: https://www.econbiz.de/10003749433

Price formation and equilibrium liquidity in fragemented and centralized markets

Biais, Bruno - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 157-185

Persistent link: https://www.econbiz.de/10001141546

Formation des prix sur les marchés de contrepartie : une synthèse de la littérature récente

Biais, Bruno - In: Revue économique : revue bimestrielle 41 (1990) 5, pp. 755-787

Persistent link: https://www.econbiz.de/10001095433

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

Price discovery across the Rhine

Biais, Bruno; Martinez, Isabelle - In: Review of finance : journal of the European Finance … 8 (2004) 1, pp. 49-74

Persistent link: https://www.econbiz.de/10002390110

Liquidity Shocks and Order Book Dynamics

Biais, Bruno; Weill, Pierre-Olivier - 2009

We propose a dynamic competitive equilibrium model of limit order trading, based on the premise that investors cannot monitor markets continuously. We study how limit order markets absorb transient liquidity shocks, which occur when a significant fraction of investors lose their willingness and...

Persistent link: https://www.econbiz.de/10014216118

Liquidity Shocks and Order Book Dynamics

Biais, Bruno - 2010

Persistent link: https://www.econbiz.de/10013152621