Similar Search Results

Market microstructure: A survey of microfoundations, empirical results, and policy implications

Biais, Bruno; Glosten, Larry; Spatt, Chester - In: Journal of Financial Markets 8 (2005) 2, pp. 217-264

Persistent link: https://www.econbiz.de/10005320076

An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse

Biais, Bruno; Hillion, Pierre; Spatt, Chester - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1655-1690

Persistent link: https://www.econbiz.de/10007337056

Imperfect Competition in Financial Markets: An Empirical Study of Island and Nasdaq

Biais, Bruno; Bisière, Christophe; Spatt, Chester - In: Management Science 56 (2010) 12, pp. 2237-2250

The competition between Island and Nasdaq at the beginning of the century offers a natural laboratory to study competition between and within trading platforms and its consequences for liquidity supply. Our empirical strategy takes advantage of the difference between the pricing grids used on...

Persistent link: https://www.econbiz.de/10009214346

Imperfect Competition in Financial Markets: An Empirical Study of Island and Nasdaq

Biais, Bruno; Bisière, Christophe; Spatt, Chester - In: Management science : journal of the Institute for … 56 (2010) 12, pp. 2237-2251

Persistent link: https://www.econbiz.de/10008760780

Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - In: The review of financial studies 23 (2010) 4, pp. 1467-1467

Persistent link: https://www.econbiz.de/10008397294

Articles - Price Discovery and Learning during the Preopening Period in the Paris Bourse

Biais, Bruno; Hillion, Pierre; Spatt, Chester - In: Journal of political economy 107 (1999) 6, pp. 1218-1248

Persistent link: https://www.econbiz.de/10007683236

Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - In: The review of financial studies 23 (2013) 4, pp. 1503-1502

Persistent link: https://www.econbiz.de/10010114044

Equilibrium Asset Pricing Under Heterogeneous Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - UCLA Department of Economics - 2003

Persistent link: https://www.econbiz.de/10005827978

Price Discovery and Learning during the Preopening Period in the Paris Bourse

Biais, Bruno; Hillion, Pierre; Spatt, Chester - In: Journal of Political Economy 107 (1999) 6, pp. 1218-1248

Persistent link: https://www.econbiz.de/10005833263

Equilibrium Asset Pricing Under Heterogenous Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - Institut d'Économie Industrielle (IDEI), Toulouse … - 2003

Persistent link: https://www.econbiz.de/10005767492