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 1 3 5 43
A mean field game of portfolio trading and its consequences on perceived correlations 0 0 0 5 0 2 6 42
Co-impact: Crowding effects in institutional trading activity 0 0 0 38 1 2 8 118
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 1 2 17 34
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 0 3 13 173
Dealing with the Inventory Risk. A solution to the market making problem 0 4 8 128 1 7 22 510
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 0 0 1 88 1 1 2 200
Endogeneous Dynamics of Intraday Liquidity 0 1 3 16 0 2 4 56
General Intensity Shapes in Optimal Liquidation 0 0 0 29 0 1 4 115
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 0 24 2 2 6 43
Incorporating Signals into Optimal Trading 0 0 3 37 1 4 13 98
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 2 7 39
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 0 0 37 0 2 6 62
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 1 1 1 58 1 1 1 141
Market impacts and the life cycle of investors orders 0 0 2 15 0 0 4 51
Market microstructure: confronting many viewpoints 0 0 0 1 0 2 9 118
Mean Field Game of Controls and An Application To Trade Crowding 0 0 1 26 0 0 9 49
Mini-symposium on automatic differentiation and its applications in the financial industry 0 0 0 23 1 1 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 7
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 4 21
Optimal Portfolio Liquidation with Limit Orders 0 1 3 78 1 3 5 234
Optimal algorithmic trading and market microstructure 0 0 2 234 0 0 2 432
Optimal liquidity-based trading tactics 0 0 0 15 1 3 9 49
Optimal posting price of limit orders: learning by trading 0 0 0 54 1 1 2 185
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 0 3 3 3 3
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 0 69 1 1 2 187
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 0 68 0 1 3 126
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 1 1 59 0 1 3 149
Optimal trading using signals 0 0 0 0 2 2 5 52
Optimal trading using signals 1 2 4 15 1 3 9 48
Optimization and statistical methods for high frequency finance 0 0 0 15 0 0 2 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 0 0 50 0 0 1 98
Simulating and analyzing order book data: The queue-reactive model 1 1 3 48 3 8 20 151
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies 0 1 4 4 0 2 13 42
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 0 0 16 0 0 2 79
Total Working Papers 3 12 37 1,378 24 66 231 4,127
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 1 1 39
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 0 0 1 31
Incorporating signals into optimal trading 0 0 1 12 2 4 11 67
La finance de marché à l’ère de l’intelligence bon marché 0 0 1 14 0 2 5 37
Portfolio selection with active strategies: how long only constraints shape convictions 0 0 0 6 0 0 4 33
Real-time market microstructure analysis: online transaction cost analysis 0 0 0 7 0 0 1 61
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 0 2 14 0 2 7 50
Transaction cost analytics for corporate bonds 0 0 0 0 1 1 4 5
Total Journal Articles 0 0 4 62 3 10 34 323

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 1 5 22 77 1 5 25 107
Mathematics of Embeddings: Spillover of Polarities over Financial Texts 0 0 3 4 0 0 5 11
Monitoring the Fragmentation at Any Scale 0 0 2 9 0 0 3 20
Monitoring the Fragmentation at Any Scale 1 1 3 21 1 2 8 42
Optimal Organisations for Optimal Trading 0 1 1 14 1 2 3 23
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 0 0 4 14
Understanding the Stakes and the Roots of Fragmentation 0 0 0 1 0 0 0 3
Total Chapters 2 7 33 139 3 9 50 235

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Statistics updated 2025-09-05