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 0 38
A mean field game of portfolio trading and its consequences on perceived correlations 0 0 0 5 0 1 3 38
Co-impact: Crowding effects in institutional trading activity 0 0 0 38 0 2 6 114
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 23 27
Dealing with the Inventory Risk. A solution to the market making problem 0 1 2 121 4 6 17 495
Dealing with the Inventory Risk. A solution to the market making problem 0 0 1 1 3 5 15 167
Do Word Embeddings Really Understand Loughran-McDonald's Polarities? 0 0 0 1 0 0 1 17
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 2 88 0 0 2 199
Endogeneous Dynamics of Intraday Liquidity 0 0 2 15 0 0 4 54
General Intensity Shapes in Optimal Liquidation 0 0 0 29 1 1 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 0 3 40
Incorporating Signals into Optimal Trading 1 1 2 36 3 4 9 91
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 1 4 6 36
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 0 0 37 0 0 3 58
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 0 57 0 0 1 140
Market impacts and the life cycle of investors orders 0 0 1 14 0 1 3 49
Market microstructure: confronting many viewpoints 0 0 0 1 1 2 10 113
Mean Field Game of Controls and An Application To Trade Crowding 0 0 1 26 2 5 9 47
Mini-symposium on automatic differentiation and its applications in the financial industry 0 0 0 23 1 1 2 61
Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance 0 0 0 0 1 2 3 6
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 0 0 1 15 0 0 2 47
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 1 18
Optimal Portfolio Liquidation with Limit Orders 0 1 3 77 0 1 5 231
Optimal algorithmic trading and market microstructure 1 1 1 233 1 1 3 431
Optimal liquidity-based trading tactics 0 0 0 15 1 2 10 44
Optimal posting price of limit orders: learning by trading 0 0 0 54 0 0 1 183
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 0 0 5 124
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 0 58 0 0 1 146
Optimal trading using signals 0 0 3 12 1 2 8 44
Optimal trading using signals 0 0 0 0 1 2 5 50
Phase Transitions in Kyle's Model with Market Maker Profit Incentives 0 0 0 14 0 0 0 15
Realtime market microstructure analysis: online Transaction Cost Analysis 0 0 0 50 0 0 3 98
Simulating and analyzing order book data: The queue-reactive model 0 0 2 45 0 3 9 135
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 2 2 1 3 8 37
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 0 0 0 0 0 1
Transaction Cost Analytics for Corporate Bonds 0 0 0 16 0 0 1 78
Total Working Papers 2 4 25 1,356 24 53 190 3,998
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 2 38
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 0 0 0 30
Incorporating signals into optimal trading 1 1 4 12 1 3 10 60
La finance de marché à l’ère de l’intelligence bon marché 0 0 1 13 0 0 2 32
Portfolio selection with active strategies: how long only constraints shape convictions 0 0 0 6 0 2 5 32
Real-time market microstructure analysis: online transaction cost analysis 0 0 1 7 1 1 2 61
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 1 1 13 1 2 4 45
Transaction cost analytics for corporate bonds 0 0 0 0 0 1 3 3
Total Journal Articles 1 2 7 60 3 9 28 301

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 1 6 19 71 2 7 27 101
Mathematics of Embeddings: Spillover of Polarities over Financial Texts 0 1 3 3 0 2 10 10
Monitoring the Fragmentation at Any Scale 0 1 3 20 4 5 7 40
Monitoring the Fragmentation at Any Scale 0 0 0 7 0 0 0 17
Optimal Organisations for Optimal Trading 0 0 2 13 0 1 3 21
Optimal Organizations for Optimal Trading 0 0 1 6 0 2 3 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 1 2 4 7 2 4 7 14
Total Chapters 2 10 32 128 8 21 57 221

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Statistics updated 2025-03-03