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 0 0 5 43
A mean field game of portfolio trading and its consequences on perceived correlations 0 0 0 5 2 2 7 44
Co-impact: Crowding effects in institutional trading activity 0 0 0 38 2 2 8 120
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 2 2 2 33
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 5 9 21 43
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 4 13 24 186
Dealing with the Inventory Risk. A solution to the market making problem 2 3 11 131 10 28 49 538
Do Word Embeddings Really Understand Loughran-McDonald's Polarities? 0 0 0 1 0 0 1 18
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 1 1 1 89 4 6 7 206
Endogeneous Dynamics of Intraday Liquidity 0 0 1 16 2 2 4 58
General Intensity Shapes in Optimal Liquidation 0 0 0 29 2 4 6 119
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 44
Incorporating Signals into Optimal Trading 0 0 2 37 4 10 21 108
La finance de marché à l’ère de l’intelligence bon marché 0 0 0 1 1 1 1 19
Learning a functional control for high-frequency finance 0 0 0 15 1 2 9 41
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 0 0 37 2 4 8 66
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 1 58 1 2 3 143
Market impacts and the life cycle of investors orders 0 0 1 15 0 0 3 51
Market microstructure: confronting many viewpoints 0 0 0 1 1 2 9 120
Mean Field Game of Controls and An Application To Trade Crowding 0 0 0 26 2 3 10 52
Mini-symposium on automatic differentiation and its applications in the financial industry 0 0 0 23 0 0 2 62
Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance 0 0 0 0 0 1 4 8
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 3 21
Optimal Portfolio Liquidation with Limit Orders 0 0 2 78 0 1 5 235
Optimal algorithmic trading and market microstructure 0 1 3 235 0 1 3 433
Optimal liquidity-based trading tactics 0 0 0 15 2 2 9 51
Optimal posting price of limit orders: learning by trading 0 0 0 54 2 3 5 188
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 0 0 0 3 3
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 87 2 5 5 182
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 0 69 0 1 2 188
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 1 3 3 71 2 5 7 131
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 1 59 0 0 3 149
Optimal trading using signals 0 0 0 0 2 5 9 57
Optimal trading using signals 0 1 4 16 2 4 10 52
Optimization and statistical methods for high frequency finance 0 0 0 15 0 0 1 48
Phase Transitions in Kyle's Model with Market Maker Profit Incentives 0 0 0 14 0 0 1 16
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 1 51 4 7 7 105
Simulating and analyzing order book data: The queue-reactive model 1 2 5 50 6 19 38 170
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 2 4 0 1 9 43
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 0 0 0 0 1 2
Transaction Cost Analytics for Corporate Bonds 0 1 1 17 1 2 3 81
Total Working Papers 5 13 39 1,391 68 150 332 4,277
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 1 39
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 1 3 4 34
Incorporating signals into optimal trading 0 1 2 13 2 3 13 70
La finance de marché à l’ère de l’intelligence bon marché 0 0 1 14 2 3 8 40
Portfolio selection with active strategies: how long only constraints shape convictions 0 0 0 6 4 6 9 39
Real-time market microstructure analysis: online transaction cost analysis 1 1 1 8 3 4 5 65
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 2 4 16 2 6 13 56
Transaction cost analytics for corporate bonds 0 0 0 0 0 0 3 5
Total Journal Articles 1 4 8 66 14 25 56 348

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 4 5 17 82 4 6 19 113
Mathematics of Embeddings: Spillover of Polarities over Financial Texts 0 0 2 4 0 0 3 11
Monitoring the Fragmentation at Any Scale 2 2 4 11 2 3 6 23
Monitoring the Fragmentation at Any Scale 0 1 3 22 2 5 12 47
Optimal Organisations for Optimal Trading 0 0 1 14 1 1 4 24
Optimal Organizations for Optimal Trading 0 0 0 6 0 0 2 15
Understanding the Stakes and the Roots of Fragmentation 0 0 2 7 2 3 7 17
Understanding the Stakes and the Roots of Fragmentation 0 0 0 1 0 0 0 3
Total Chapters 6 8 29 147 11 18 53 253

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Statistics updated 2025-12-06