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 2 40
A mean field game of portfolio trading and its consequences on perceived correlations 0 0 0 5 0 2 5 40
Co-impact: Crowding effects in institutional trading activity 0 0 0 38 0 2 7 116
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 0 0 31
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 2 5 19 32
Dealing with the Inventory Risk. A solution to the market making problem 1 3 5 124 5 8 19 503
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 1 3 12 170
Do Word Embeddings Really Understand Loughran-McDonald's Polarities? 0 0 0 1 0 1 1 18
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 1 88 0 0 1 199
Endogeneous Dynamics of Intraday Liquidity 0 0 2 15 0 0 3 54
General Intensity Shapes in Optimal Liquidation 0 0 0 29 0 0 4 114
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 0 24 0 1 4 41
Incorporating Signals into Optimal Trading 0 1 3 37 2 3 12 94
La finance de marché à l’ère de l’intelligence bon marché 0 0 0 1 0 0 0 18
Learning a functional control for high-frequency finance 0 0 0 15 0 1 6 37
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 0 0 37 1 2 4 60
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 0 57 0 0 0 140
Market impacts and the life cycle of investors orders 0 1 2 15 1 2 5 51
Market microstructure: confronting many viewpoints 0 0 0 1 0 3 8 116
Mean Field Game of Controls and An Application To Trade Crowding 0 0 1 26 0 2 10 49
Mini-symposium on automatic differentiation and its applications in the financial industry 0 0 0 23 0 0 1 61
Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance 0 0 0 0 0 0 3 6
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 2 3 4 21
Optimal Portfolio Liquidation with Limit Orders 0 0 2 77 0 0 2 231
Optimal algorithmic trading and market microstructure 0 1 2 234 0 1 2 432
Optimal liquidity-based trading tactics 0 0 0 15 1 2 8 46
Optimal posting price of limit orders: learning by trading 0 0 0 54 0 1 1 184
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 0 0 0 0 0
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 87 0 0 1 177
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 1 69 0 0 3 186
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 0 68 1 1 3 125
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 0 58 0 2 3 148
Optimal trading using signals 1 1 4 13 1 1 9 45
Optimal trading using signals 0 0 0 0 0 0 5 50
Optimization and statistical methods for high frequency finance 0 0 0 15 0 1 2 48
Phase Transitions in Kyle's Model with Market Maker Profit Incentives 0 0 0 14 0 1 1 16
Realtime market microstructure analysis: online Transaction Cost Analysis 0 0 0 50 0 0 1 98
Simulating and analyzing order book data: The queue-reactive model 0 2 2 47 0 8 12 143
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 0 0 1 1 1 2
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 1 3 3 2 3 11 40
Transaction Cost Analytics for Corporate Bonds 0 0 0 16 0 1 2 79
Total Working Papers 2 10 29 1,366 22 63 197 4,061
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 0 0 0 38
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 1 1 1 31
Incorporating signals into optimal trading 0 0 1 12 2 3 9 63
La finance de marché à l’ère de l’intelligence bon marché 1 1 2 14 2 3 4 35
Portfolio selection with active strategies: how long only constraints shape convictions 0 0 0 6 0 1 6 33
Real-time market microstructure analysis: online transaction cost analysis 0 0 1 7 0 0 2 61
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 1 2 14 1 3 7 48
Transaction cost analytics for corporate bonds 0 0 0 0 0 1 4 4
Total Journal Articles 1 2 6 62 6 12 33 313

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 1 1 18 72 1 1 23 102
Mathematics of Embeddings: Spillover of Polarities over Financial Texts 1 1 4 4 1 1 10 11
Monitoring the Fragmentation at Any Scale 0 0 3 20 0 0 7 40
Monitoring the Fragmentation at Any Scale 1 2 2 9 1 3 3 20
Optimal Organisations for Optimal Trading 0 0 1 13 0 0 2 21
Optimal Organizations for Optimal Trading 0 0 0 6 0 0 2 15
Understanding the Stakes and the Roots of Fragmentation 0 0 0 1 0 0 0 3
Understanding the Stakes and the Roots of Fragmentation 0 0 2 7 0 0 4 14
Total Chapters 3 4 30 132 3 5 51 226

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Statistics updated 2025-06-06