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 5 12 50
A mean field game of portfolio trading and its consequences on perceived correlations 0 0 0 5 3 9 18 58
Co-impact: Crowding effects in institutional trading activity 0 0 0 38 4 8 14 130
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 1 2 6 37
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 2 6 24 54
Dealing with the Inventory Risk. A solution to the market making problem 2 5 15 138 10 36 107 605
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 2 9 48 217
Do Word Embeddings Really Understand Loughran-McDonald's Polarities? 0 0 0 1 4 4 6 24
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 2 90 4 5 20 219
Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis 0 0 0 0 3 5 6 6
Endogeneous Dynamics of Intraday Liquidity 0 0 1 16 0 1 7 61
General Intensity Shapes in Optimal Liquidation 0 0 0 29 3 4 12 126
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 1 1 25 0 2 9 50
Incorporating Signals into Optimal Trading 0 0 1 38 4 8 35 127
La finance de marché à l’ère de l’intelligence bon marché 0 0 0 1 1 1 2 20
Learning a functional control for high-frequency finance 0 0 0 15 4 5 12 49
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 2 3 40 5 18 43 102
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 1 1 2 59 1 1 5 145
Market impacts and the life cycle of investors orders 0 0 0 15 3 8 10 60
Market microstructure: confronting many viewpoints 0 0 0 1 2 4 16 132
Mean Field Game of Controls and An Application To Trade Crowding 0 0 0 26 2 8 21 70
Mini-symposium on automatic differentiation and its applications in the financial industry 0 0 0 23 4 4 7 68
Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance 0 0 0 0 2 4 9 15
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 1 7 26
Optimal Portfolio Liquidation with Limit Orders 0 0 2 79 4 6 19 250
Optimal algorithmic trading and market microstructure 0 0 1 235 6 9 11 443
Optimal liquidity-based trading tactics 0 0 0 15 3 6 16 61
Optimal posting price of limit orders: learning by trading 0 0 0 54 4 4 13 197
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 0 1 2 7 7
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 87 0 0 11 188
Optimal starting times, stopping times and risk measures for algorithmic trading 0 3 3 72 1 7 12 198
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 3 71 2 4 16 140
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 1 59 2 5 14 162
Optimal trading using signals 0 0 0 0 1 4 15 65
Optimal trading using signals 0 0 4 16 2 3 23 67
Optimization and statistical methods for high frequency finance 0 0 0 15 1 2 5 53
Phase Transitions in Kyle's Model with Market Maker Profit Incentives 0 0 0 14 0 3 12 28
Realtime market microstructure analysis: online Transaction Cost Analysis 0 0 2 52 5 10 24 122
Simulating and analyzing order book data: The queue-reactive model 1 3 6 53 9 19 52 195
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 0 0 0 1 6 7
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 0 1 4 3 6 18 56
Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance 0 0 1 2 6 14 35 55
Transaction Cost Analytics for Corporate Bonds 0 0 1 17 4 8 15 94
Total Working Papers 4 15 50 1,415 120 271 780 4,839
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 5 6 12 50
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 1 2 14 44
Incorporating signals into optimal trading 0 0 1 13 0 2 17 78
La finance de marché à l’ère de l’intelligence bon marché 0 0 1 14 2 2 10 43
Portfolio selection with active strategies: how long only constraints shape convictions 0 0 0 6 4 5 17 50
Real-time market microstructure analysis: online transaction cost analysis 0 0 1 8 6 9 19 80
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 3 5 9 23 18 31 48 95
Transaction cost analytics for corporate bonds 0 0 0 0 3 4 7 11
Total Journal Articles 3 5 12 73 39 61 144 451

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 4 13 34 105 11 24 53 154
Mathematics of Embeddings: Spillover of Polarities over Financial Texts 1 1 2 5 5 5 8 18
Monitoring the Fragmentation at Any Scale 0 1 4 12 6 17 32 51
Monitoring the Fragmentation at Any Scale 2 3 7 27 6 12 26 66
Optimal Organisations for Optimal Trading 0 1 4 17 3 7 17 38
Optimal Organizations for Optimal Trading 0 0 0 6 2 3 5 20
Understanding the Stakes and the Roots of Fragmentation 0 0 0 1 1 1 8 11
Understanding the Stakes and the Roots of Fragmentation 0 0 1 8 1 2 10 24
Total Chapters 7 19 52 181 35 71 159 382

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Statistics updated 2026-05-06