Citations of
Christophe Bisière

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| Working papers | Articles | Access and download statistics

Working papers

1. Biais, Bruno & Bisière, Christophe & Pouget, Sébastien, 2009. "Equilibrium Discovery and Preopening Mechanisms in an Experimental Market," IDEI Working Papers 543, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]

   Cited by:

   1. Robert Kelly, 2008. "Opening and Closing Asymmetry: Empirical Analysis from ISE Xetra," The Economic and Social Review, Economic and Social Studies, vol. 39(1), pages 55-78. [Downloadable!]

2. Bruno Biais & Christophe Bisiere & Chester Spatt, 2002. "Imperfect Competition in Financial Markets: ISLAND vs. NASDAQ," GSIA Working Papers 2003-E41, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

   Cited by:

   1. Maureen O'Hara, 2004. "Searching for a new center: U.S. securities markets in transition," Economic Review, Federal Reserve Bank of Atlanta, issue Q 4, pages 37-52. [Downloadable!]
   2. Hollifield, Burton & Miller, Robert A. & Sandås, Patrik & Slive, Joshua, 2002. "Liquidity Supply and Demand in Limit Order Markets," CEPR Discussion Papers 3676, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

3. Bruno Biais & Christophe Bisiere & Jean-Paul Decamps, 2000. "A Structural Econometric Investigation of the Agency Theory of Financial Structure," Econometric Society World Congress 2000 Contributed Papers 0817, Econometric Society. [Downloadable!]

   Cited by:

   1. Calcagno, R., 2000. "Is leverage effective in increasing performance under managerial moral hazard?," Discussion Paper 101, Tilburg University, Center for Economic Research. [Downloadable!]

4. Biais, B. & Bisiere, C. & Decamps, J.-P., 1997. "Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," Papers 97.485, Toulouse - GREMAQ.
   Published as:
   • Bruno Biais & Christophe Bisière & Jean‐Paul Décamps, 1999. "Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," European Financial Management, Blackwell Publishing Ltd, vol. 5(3), pages 395-410. [Downloadable!] (restricted)

   Cited by:

   1. Asli Bayar & Zeynep Önder, 2005. "Liquidity and price volatility of cross-listed French stocks," Applied Financial Economics, Taylor and Francis Journals, vol. 15(15), pages 1079-1094, October. [Downloadable!] (restricted)
   2. Foucault, Thierry & Sraer, David & Thesmar, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
      • Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," Les Cahiers de Recherche 899, HEC Paris. [Downloadable!]

1. Christophe Bisiere & Thierry Kamionka, 2000. "Timing of Orders, Order Aggressiveness and the Order Book at the Paris Bourse," Annales d'Economie et de Statistique, ADRES, issue 60, pages 04, Octobre-D. [Downloadable!]

   Cited by:

   1. Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Research Paper Series 121, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
      Other versions:
      • Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers 04-07, University of Copenhagen. Department of Economics. [Downloadable!]
      • Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," FRU Working Papers 2004/03, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
   2. Anthony D. Hall & Nikolaus Hautsch, 2004. "Order Aggressiveness and Order Book Dynamics," FRU Working Papers 2005/04, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
      Other versions:
      • Anthony Hall & Nikolaus Hautsch, 2006. "Order aggressiveness and order book dynamics," Empirical Economics, Springer, vol. 30(4), pages 973-1005, January. [Downloadable!] (restricted)
   3. Valeri Voev, 2006. "A Trade-by-Trade Surprise Measure and Its Relation to Observed Spreadson the NYSE," CoFE Discussion Paper 06-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

2. Bruno Biais & Christophe Bisière & Jean‐Paul Décamps, 1999. "Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," European Financial Management, Blackwell Publishing Ltd, vol. 5(3), pages 395-410. [Downloadable!] (restricted)
   Other versions:
   • Biais, B. & Bisiere, C. & Decamps, J.-P., 1997. "Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," Papers 97.485, Toulouse - GREMAQ.

   See citations under working paper version above.

This page was last updated on 2009-11-26.