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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

Liquidity shocks and order book dynamics

Biais, Bruno; Weill, Pierre-Olivier - 2009

Persistent link: https://www.econbiz.de/10003982512

Equilibrium pricing and trading volume under preference uncertainty

Biais, Bruno; Hombert, Johan; Weill, Pierre-Olivier - 2013

Persistent link: https://www.econbiz.de/10010198960

Equilibrium pricing and trading volume under preference uncertainty

Biais, Bruno; Hombert, Johan; Weill, Pierre-Olivier - In: The review of economic studies 81 (2014) 4, pp. 1401-1437

Persistent link: https://www.econbiz.de/10010485871

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/10003849107