1995
An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
Bruno Biais, Pierre Hillion, Chester S. Spatt
The Journal of FinanceTop-listed
1.1k
cites
Researcher
Chester S. Spatt is a Finance scholar at National Bureau of Economic Research. Research spans Banking stability, regulation, efficiency, Financial Markets and Investment Strategies. 134 works, 7.3k citations (h-index 38).
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Affiliation on publications · National Bureau of Economic Research
Bruno Biais, Pierre Hillion, Chester S. Spatt
The Journal of FinanceTop-listed
Bruno Biais, Larry Glosten, Chester S. Spatt
Journal of Financial MarketsTop-listed
Bryan Routledge, Duane J. Seppi, Chester S. Spatt
The Journal of Finance OATop-listed