Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	3	8	46
A mean field game of portfolio trading and its consequences on perceived correlations	0	0	0	5	3	8	14	52
Co-impact: Crowding effects in institutional trading activity	0	0	0	38	1	3	9	123
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs	0	0	0	0	0	2	4	35
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data	0	0	0	0	3	8	24	51
Dealing with the Inventory Risk. A solution to the market making problem	2	4	14	135	11	42	85	580
Dealing with the Inventory Risk. A solution to the market making problem	0	0	0	1	5	27	46	213
Do Word Embeddings Really Understand Loughran-McDonald's Polarities?	0	0	0	1	0	2	3	20
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis	0	1	2	90	0	8	15	214
Endogeneous Dynamics of Intraday Liquidity	0	0	1	16	1	3	7	61
General Intensity Shapes in Optimal Liquidation	0	0	0	29	1	4	9	123
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program	1	1	1	25	2	6	10	50
Incorporating Signals into Optimal Trading	0	1	2	38	2	13	30	121
La finance de marché à l’ère de l’intelligence bon marché	0	0	0	1	0	0	1	19
Learning a functional control for high-frequency finance	0	0	0	15	0	3	8	44
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency	1	2	2	39	4	22	30	88
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process	0	0	1	58	0	1	4	144
Market impacts and the life cycle of investors orders	0	0	1	15	0	1	3	52
Market microstructure: confronting many viewpoints	0	0	0	1	0	8	15	128
Mean Field Game of Controls and An Application To Trade Crowding	0	0	0	26	2	12	17	64
Mini-symposium on automatic differentiation and its applications in the financial industry	0	0	0	23	0	2	3	64
Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance	0	0	0	0	2	5	7	13
Optimal Portfolio Liquidation with Limit Orders	0	1	2	79	0	9	13	244
Optimal Portfolio Liquidation with Limit Orders	0	0	0	0	1	5	8	26
Optimal algorithmic trading and market microstructure	0	0	2	235	2	3	5	436
Optimal liquidity-based trading tactics	0	0	0	15	3	7	14	58
Optimal posting price of limit orders: learning by trading	0	0	0	54	0	5	10	193
Optimal split of orders across liquidity pools: a stochastic algorithm approach	0	0	0	87	0	6	11	188
Optimal split of orders across liquidity pools: a stochastic algorithm approach	0	0	0	0	1	3	6	6
Optimal starting times, stopping times and risk measures for algorithmic trading	0	0	0	69	1	4	6	192
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall	0	0	3	71	2	7	14	138
Optimal trading algorithms and selfsimilar processes: a p-variation approach	0	0	1	59	2	10	13	159
Optimal trading using signals	0	0	0	0	3	7	14	64
Optimal trading using signals	0	0	4	16	0	12	20	64
Optimization and statistical methods for high frequency finance	0	0	0	15	1	4	5	52
Phase Transitions in Kyle's Model with Market Maker Profit Incentives	0	0	0	14	3	12	13	28
Realtime market microstructure analysis: online Transaction Cost Analysis	0	1	2	52	2	9	16	114
Simulating and analyzing order book data: The queue-reactive model	0	0	5	50	6	12	47	182
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies	0	0	0	0	0	4	5	6
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies	0	0	2	4	2	9	15	52
Transaction Cost Analytics for Corporate Bonds	0	0	1	17	3	8	11	89
Total Working Papers	4	11	46	1,402	70	319	598	4,596

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	6	7	45
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION	0	0	0	3	1	9	13	43
Incorporating signals into optimal trading	0	0	1	13	2	8	18	78
La finance de marché à l’ère de l’intelligence bon marché	0	0	1	14	0	1	9	41
Portfolio selection with active strategies: how long only constraints shape convictions	0	0	0	6	1	7	14	46
Real-time market microstructure analysis: online transaction cost analysis	0	0	1	8	1	7	11	72
Simulating and Analyzing Order Book Data: The Queue-Reactive Model	2	4	7	20	8	16	27	72
Transaction cost analytics for corporate bonds	0	0	0	0	0	2	4	7
Total Journal Articles	2	4	10	70	14	56	103	404

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Introduction	4	14	25	96	7	24	36	137
Mathematics of Embeddings: Spillover of Polarities over Financial Texts	0	0	1	4	0	2	3	13
Monitoring the Fragmentation at Any Scale	0	0	4	11	7	18	24	41
Monitoring the Fragmentation at Any Scale	0	2	4	24	2	9	16	56
Optimal Organisations for Optimal Trading	0	2	3	16	1	8	11	32
Optimal Organizations for Optimal Trading	0	0	0	6	1	3	3	18
Understanding the Stakes and the Roots of Fragmentation	0	0	0	1	0	7	7	10
Understanding the Stakes and the Roots of Fragmentation	0	1	1	8	0	5	8	22
Total Chapters	4	19	38	166	18	76	108	329

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Statistics updated 2026-03-04