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 1 1 8 51
A mean field game of portfolio trading and its consequences on perceived correlations 0 0 0 5 2 5 21 63
Co-impact: Crowding effects in institutional trading activity 0 0 0 38 0 0 13 131
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 1 8 39
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 0 1 22 56
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 2 8 53 226
Dealing with the Inventory Risk. A solution to the market making problem 0 0 12 140 10 21 124 634
Do Word Embeddings Really Understand Loughran-McDonald's Polarities? 0 0 0 1 2 2 9 27
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 2 90 1 2 21 221
Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis 0 0 0 0 0 0 6 6
Endogeneous Dynamics of Intraday Liquidity 0 0 0 16 0 0 6 62
General Intensity Shapes in Optimal Liquidation 0 0 0 29 1 1 13 128
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 2 26 4 4 12 55
Incorporating Signals into Optimal Trading 0 0 1 38 8 11 42 140
La finance de marché à l’ère de l’intelligence bon marché 0 0 0 1 1 1 5 23
Learning a functional control for high-frequency finance 0 0 0 15 2 2 12 51
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 3 6 43 6 23 70 132
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 1 59 1 2 6 147
Market impacts and the life cycle of investors orders 0 0 0 15 2 2 11 62
Market microstructure: confronting many viewpoints 0 0 0 1 2 4 21 139
Mean Field Game of Controls and An Application To Trade Crowding 0 0 0 26 0 2 23 72
Mini-symposium on automatic differentiation and its applications in the financial industry 0 0 0 23 2 2 8 70
Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance 0 0 0 0 0 7 16 23
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 5 26
Optimal Portfolio Liquidation with Limit Orders 0 0 1 79 0 3 19 253
Optimal algorithmic trading and market microstructure 0 0 1 235 1 1 12 444
Optimal liquidity-based trading tactics 0 1 3 18 1 2 17 66
Optimal posting price of limit orders: learning by trading 0 0 0 54 1 1 13 198
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 0 1 2 6 9
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 87 0 0 12 189
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 3 72 1 2 13 200
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 3 71 0 0 14 140
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 0 59 1 1 14 163
Optimal trading using signals 0 0 1 16 0 0 19 67
Optimal trading using signals 0 0 0 0 0 0 13 65
Optimization and statistical methods for high frequency finance 0 0 0 15 0 0 5 53
Phase Transitions in Kyle's Model with Market Maker Profit Incentives 0 0 0 14 1 1 13 29
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 3 53 1 5 36 134
Simulating and analyzing order book data: The queue-reactive model 0 3 8 56 8 14 61 212
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 1 5 0 0 16 58
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 0 0 0 0 5 7
Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance 0 0 0 2 1 6 31 62
Transaction Cost Analytics for Corporate Bonds 0 0 1 17 3 4 22 101
Total Working Papers 0 8 49 1,429 67 144 876 5,034
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 1 1 7 0 1 14 53
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 1 1 4 0 2 16 47
Incorporating signals into optimal trading 0 1 2 14 2 6 22 89
La finance de marché à l’ère de l’intelligence bon marché 0 0 0 14 0 1 7 44
Portfolio selection with active strategies: how long only constraints shape convictions 0 0 0 6 5 5 22 55
Real-time market microstructure analysis: online transaction cost analysis 0 0 2 9 0 4 25 86
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 4 15 29 5 20 74 124
Transaction cost analytics for corporate bonds 0 0 0 0 0 1 8 13
Total Journal Articles 0 7 21 83 12 40 188 511

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 34 111 0 2 55 162
Mathematics of Embeddings: Spillover of Polarities over Financial Texts 0 0 2 6 0 0 9 20
Monitoring the Fragmentation at Any Scale 0 2 8 29 0 4 28 70
Monitoring the Fragmentation at Any Scale 0 3 6 15 0 6 37 57
Optimal Organisations for Optimal Trading 0 3 6 20 1 4 20 43
Optimal Organizations for Optimal Trading 0 1 1 7 0 2 8 23
Understanding the Stakes and the Roots of Fragmentation 0 0 0 1 0 0 8 11
Understanding the Stakes and the Roots of Fragmentation 0 0 1 8 0 0 10 24
Total Chapters 0 9 58 197 1 18 175 410

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Statistics updated 2026-09-10