Work

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

Year: 1995

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1995.tb05192.x

Authors: BRUNO BIAIS, PIERRE HILLION, CHESTER SPATT

Institutions: Stockholm School of Economics, Cornell University, University of Michigan, Carnegie Mellon University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2171217792

FWCI: 29.37

Cites: 31

Cited by: 1,103

Related to: 9