Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Mean Field Game of Portfolio Trading and Its Consequences On Perceived Correlations 0 0 0 9 2 2 7 45
A mean field game of portfolio trading and its consequences on perceived correlations 0 0 0 5 3 7 11 49
Co-impact: Crowding effects in institutional trading activity 0 0 0 38 2 4 8 122
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 1 4 4 35
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 4 10 23 48
Dealing with the Inventory Risk. A solution to the market making problem 1 4 12 133 18 41 78 569
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 8 26 44 208
Do Word Embeddings Really Understand Loughran-McDonald's Polarities? 0 0 0 1 1 2 3 20
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 1 2 2 90 4 12 15 214
Endogeneous Dynamics of Intraday Liquidity 0 0 1 16 1 4 6 60
General Intensity Shapes in Optimal Liquidation 0 0 0 29 1 5 9 122
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 0 24 3 4 8 48
Incorporating Signals into Optimal Trading 1 1 3 38 9 15 31 119
La finance de marché à l’ère de l’intelligence bon marché 0 0 0 1 0 1 1 19
Learning a functional control for high-frequency finance 0 0 0 15 1 4 9 44
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 1 1 38 9 20 26 84
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 1 58 1 2 4 144
Market impacts and the life cycle of investors orders 0 0 1 15 1 1 3 52
Market microstructure: confronting many viewpoints 0 0 0 1 3 9 16 128
Mean Field Game of Controls and An Application To Trade Crowding 0 0 0 26 3 12 17 62
Mini-symposium on automatic differentiation and its applications in the financial industry 0 0 0 23 1 2 4 64
Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance 0 0 0 0 2 3 6 11
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 1 4 7 25
Optimal Portfolio Liquidation with Limit Orders 0 1 2 79 5 9 13 244
Optimal algorithmic trading and market microstructure 0 0 3 235 0 1 4 434
Optimal liquidity-based trading tactics 0 0 0 15 3 6 12 55
Optimal posting price of limit orders: learning by trading 0 0 0 54 4 7 10 193
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 87 2 8 11 188
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 0 0 2 5 5
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 0 69 1 3 5 191
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 1 3 71 3 7 12 136
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 1 59 5 8 11 157
Optimal trading using signals 0 0 0 0 4 6 12 61
Optimal trading using signals 0 0 4 16 8 14 21 64
Optimization and statistical methods for high frequency finance 0 0 0 15 2 3 4 51
Phase Transitions in Kyle's Model with Market Maker Profit Incentives 0 0 0 14 5 9 10 25
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 2 52 3 11 14 112
Simulating and analyzing order book data: The queue-reactive model 0 1 5 50 2 12 41 176
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 2 4 5 7 14 50
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 0 0 3 4 5 6
Transaction Cost Analytics for Corporate Bonds 0 0 1 17 5 6 8 86
Total Working Papers 3 12 44 1,398 139 317 552 4,526
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 0 6 4 5 6 44
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 6 9 12 42
Incorporating signals into optimal trading 0 0 2 13 2 8 17 76
La finance de marché à l’ère de l’intelligence bon marché 0 0 1 14 1 3 9 41
Portfolio selection with active strategies: how long only constraints shape convictions 0 0 0 6 3 10 13 45
Real-time market microstructure analysis: online transaction cost analysis 0 1 1 8 4 9 11 71
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 2 5 18 3 10 20 64
Transaction cost analytics for corporate bonds 0 0 0 0 2 2 4 7
Total Journal Articles 0 3 9 68 25 56 92 390

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 2 14 22 92 6 21 31 130
Mathematics of Embeddings: Spillover of Polarities over Financial Texts 0 0 1 4 1 2 3 13
Monitoring the Fragmentation at Any Scale 0 2 4 11 3 13 17 34
Monitoring the Fragmentation at Any Scale 1 2 4 24 6 9 18 54
Optimal Organisations for Optimal Trading 1 2 3 16 6 8 10 31
Optimal Organizations for Optimal Trading 0 0 0 6 2 2 2 17
Understanding the Stakes and the Roots of Fragmentation 1 1 2 8 2 7 10 22
Understanding the Stakes and the Roots of Fragmentation 0 0 0 1 3 7 7 10
Total Chapters 5 21 36 162 29 69 98 311

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Statistics updated 2026-02-12