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

  • Published:1995-12 Issue:5 Volume:50 Page:1655-1689
  • ISSN:0022-1082
  • Container-title:The Journal of Finance
  • language:en
  • Short-container-title:The Journal of Finance

Author:

BIAIS BRUNO,HILLION PIERRE,SPATT CHESTER

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference39 articles.

1. A theory of intraday trading patterns;Admati;Review of Financial Studies,1988

2. Bernhardt , D. E. Hughson 1993a Discrete pricing and institutional design of dealership markets, Working paper, Queen's University

3. Bernhardt , D. E. Hughson 1993b Splitting orders, Working paper, Queen's University

4. Bernhardt , D. E. Hughson 1993c Immune market maker schedules, Working paper, Queen's University

5. Price formation and equilibrium liquidity in fragmented and centralized markets;Biais;Journal of Finance,1993

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