Article

Biais, BrunoORCID: https://orcid.org/0000-0002-0220-9989, Bisière, ChristopheORCID: https://orcid.org/0000-0001-8051-077X and Spatt, Chester (2010) Imperfect Competition in Financial Markets: An Empirical Study of Island and Nasdaq. Management Science, vol. 56 (n° 12). pp. 2237-2250.

Biais, BrunoORCID: https://orcid.org/0000-0002-0220-9989, Foucault, Thierry and Moinas, SophieORCID: https://orcid.org/0000-0002-6187-3396 (2015) Equilibrium Fast Trading. Journal of Financial Economics, 116 (2). pp. 292-313.

Bonomo, Marco, Garcia, René, Meddahi, NourORCID: https://orcid.org/0009-0008-7138-3869 and Tédongap, Roméo (2011) Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices. Review of Financial Studies, 24 (1). pp. 82-122.

Bonomo, Marco, Garcia, René, Meddahi, NourORCID: https://orcid.org/0009-0008-7138-3869 and Tédongap, Roméo (2015) The long and the short of the risk-return trade-off? Journal of Econometrics, 187 (n°2). pp. 580-592.

Hörner, JohannesORCID: https://orcid.org/0000-0002-6736-973X, Lovo, Stefano and Tomala, Tristan (2018) Belief-free Price Formation. Journal of Financial Economics, 127 (2). pp. 342-365.

Moinas, SophieORCID: https://orcid.org/0000-0002-6187-3396 and Pouget, SébastienORCID: https://orcid.org/0000-0002-8764-2043 (2016) The Bubble Game: A classroom experiment. Southern Economic Journal, 82 (4). pp. 1402-1412.

Monograph

Biais, BrunoORCID: https://orcid.org/0000-0002-0220-9989, Bisière, ChristopheORCID: https://orcid.org/0000-0001-8051-077X and Spatt, Chester (2003) Imperfect Competition in Financial Markets: ISLAND versus NASDAQ. IDEI Working Paper, n. 220

Biais, BrunoORCID: https://orcid.org/0000-0002-0220-9989, Declerck, Fany and Moinas, SophieORCID: https://orcid.org/0000-0002-6187-3396 (2017) Who supplies liquidity, how and when? TSE Working Paper, n. 17-818, Toulouse

Biais, BrunoORCID: https://orcid.org/0000-0002-0220-9989, Foucault, Thierry and Moinas, SophieORCID: https://orcid.org/0000-0002-6187-3396 (2013) Equilibrium Fast Trading. TSE Working Paper, n. 13-387

Biais, BrunoORCID: https://orcid.org/0000-0002-0220-9989, Hombert, Johan and Weill, Pierre-Olivier (2013) Equilibrium Pricing and Trading Volume under Preference Uncertainty. TSE Working Paper, n. 13-422, Toulouse

Bonomo, Marco, Garcia, René, Meddahi, NourORCID: https://orcid.org/0009-0008-7138-3869 and Tédongap, Roméo (2010) Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices. TSE Working Paper, n. 10-187

Décamps, Jean-Paul and Lovo, Stefano (2003) Market Informational Inefficiency, Risk Aversion and Quantity Grid. IDEI Working Paper, n. 177

Décamps, Jean-Paul and Lovo, Stefano (2003) Risk Aversion and Herd Behavior in Financial Markets. IDEI Working Paper, n. 246

Ha-Huy, Thai, Le Van, Quang and Nguyen, Manh-Hung (2013) Arbitrage and asset market equilibrium in infinite dimensional economies with risk-averse expected utilities. , Toulouse

Hörner, JohannesORCID: https://orcid.org/0000-0002-6736-973X and Lovo, Stefano (2017) Belief-free Price Formation. TSE Working Paper, n. 17-790, Toulouse