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

Biais, Bruno, Hillion, Pierre and Spatt, Chester (1995) An Empirical Analysis of the Order Flow and Order Book in the Paris Bourse. Journal of Finance.

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Official URL : http://tse-fr.eu/pub/807
Item Type: Article
Language: English
Date: 1995
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSM Research (Toulouse), TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:47
Last Modified: 02 Apr 2021 15:33
OAI Identifier: oai:tse-fr.eu:807
URI: http://publications.ut-capitole.fr/id/eprint/1413

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