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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996

Biais, Bruno (contributor); … - 1997

Persistent link: https://www.econbiz.de/10000954868

Insider and liquidity trading in stock and options markets

Biais, Bruno - In: The review of financial studies 7 (1994) 4, pp. 743-780

Persistent link: https://www.econbiz.de/10001174798

Insider and liquidity trading in stock and options markets

Biais, Bruno; Hillion, Pierre Henri - In: New research in financial markets, (pp. 113-147). 2001

Persistent link: https://www.econbiz.de/10001674482

Liquidity shocks and order book dynamics

Biais, Bruno; Weill, Pierre-Olivier - 2009

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

Equilibrium asset pricing and portfolio choice under asymmetric information

Biais, Bruno; Bossaerts, Peter L.; Spatt, Chester S. - In: The review of financial studies 23 (2010) 4, pp. 1503-1543

Persistent link: https://www.econbiz.de/10003959859

Equilibrium asset pricing and portfolio choice under asymmetric information

Biais, Bruno (contributor); Bossaerts, Peter L. (contributor) - 2007 - Rev.

Persistent link: https://www.econbiz.de/10003563714

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

Liquidity Shocks and Order Book Dynamics

Biais, Bruno - 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/10012463640

Incentive constrained risk sharing, segmentation, and asset pricing

Biais, Bruno; Hombert, Johan; Weill, Pierre-Olivier - In: American economic review 111 (2021) 11, pp. 3575-3610

Persistent link: https://www.econbiz.de/10012656023

Liquidity Shocks and Order Book Dynamics

Biais, Bruno; Weill, Pierre-Olivier - 2009

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