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 2 9 50
A mean field game of portfolio trading and its consequences on perceived correlations 0 0 0 5 3 6 20 61
Co-impact: Crowding effects in institutional trading activity 0 0 0 38 0 5 14 131
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 2 7 38
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 1 4 23 56
Dealing with the Inventory Risk. A solution to the market making problem 0 4 15 140 5 23 114 618
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 4 7 51 222
Do Word Embeddings Really Understand Loughran-McDonald's Polarities? 0 0 0 1 0 5 7 25
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 2 90 0 4 20 219
Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis 0 0 0 0 0 3 6 6
Endogeneous Dynamics of Intraday Liquidity 0 0 0 16 0 1 7 62
General Intensity Shapes in Optimal Liquidation 0 0 0 29 0 4 12 127
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 1 2 26 0 1 10 51
Incorporating Signals into Optimal Trading 0 0 1 38 3 9 37 132
La finance de marché à l’ère de l’intelligence bon marché 0 0 0 1 0 3 4 22
Learning a functional control for high-frequency finance 0 0 0 15 0 4 11 49
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 1 1 4 41 10 22 59 119
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 1 2 59 1 2 6 146
Market impacts and the life cycle of investors orders 0 0 0 15 0 3 9 60
Market microstructure: confronting many viewpoints 0 0 0 1 1 6 19 136
Mean Field Game of Controls and An Application To Trade Crowding 0 0 0 26 0 2 21 70
Mini-symposium on automatic differentiation and its applications in the financial industry 0 0 0 23 0 4 7 68
Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance 0 0 0 0 1 4 10 17
Optimal Portfolio Liquidation with Limit Orders 0 0 2 79 1 5 19 251
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 5 26
Optimal algorithmic trading and market microstructure 0 0 1 235 0 6 11 443
Optimal liquidity-based trading tactics 0 2 2 17 0 6 17 64
Optimal posting price of limit orders: learning by trading 0 0 0 54 0 4 13 197
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 0 0 1 7 7
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 87 0 1 12 189
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 3 72 1 2 13 199
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 3 71 0 2 15 140
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 1 59 0 2 14 162
Optimal trading using signals 0 0 0 0 0 1 15 65
Optimal trading using signals 0 0 2 16 0 2 21 67
Optimization and statistical methods for high frequency finance 0 0 0 15 0 1 5 53
Phase Transitions in Kyle's Model with Market Maker Profit Incentives 0 0 0 14 0 0 12 28
Realtime market microstructure analysis: online Transaction Cost Analysis 1 1 3 53 4 16 35 133
Simulating and analyzing order book data: The queue-reactive model 1 2 7 54 2 14 54 200
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 0 0 0 0 5 7
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 1 1 5 0 5 17 58
Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance 0 0 0 2 3 10 32 59
Transaction Cost Analytics for Corporate Bonds 0 0 1 17 1 8 19 98
Total Working Papers 3 13 52 1,424 41 212 824 4,931
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 7 13 52
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 0 2 14 45
Incorporating signals into optimal trading 1 1 2 14 2 7 21 85
La finance de marché à l’ère de l’intelligence bon marché 0 0 0 14 0 2 6 43
Portfolio selection with active strategies: how long only constraints shape convictions 0 0 0 6 0 4 17 50
Real-time market microstructure analysis: online transaction cost analysis 0 1 2 9 4 12 25 86
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 2 7 13 27 8 35 64 112
Transaction cost analytics for corporate bonds 0 0 0 0 0 4 8 12
Total Journal Articles 3 9 17 79 14 73 168 485

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 10 38 111 2 19 59 162
Mathematics of Embeddings: Spillover of Polarities over Financial Texts 0 2 2 6 0 7 9 20
Monitoring the Fragmentation at Any Scale 0 2 7 27 1 7 27 67
Monitoring the Fragmentation at Any Scale 3 3 6 15 4 10 35 55
Optimal Organisations for Optimal Trading 2 2 6 19 2 6 20 41
Optimal Organizations for Optimal Trading 1 1 1 7 2 5 8 23
Understanding the Stakes and the Roots of Fragmentation 0 0 1 8 0 1 10 24
Understanding the Stakes and the Roots of Fragmentation 0 0 0 1 0 1 8 11
Total Chapters 6 20 61 194 11 56 176 403

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Statistics updated 2026-07-10