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Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists
Sandrine Jacob Leal
Economics Bulletin, 2013, 33 (4), pp.3102-3116
Article dans une revue
hal-01514507v1
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Algorithmic trading, what if it is just an illusion? Evidence from experimental financial markets
Sandrine Jacob Leal
,
Nobuyuki Hanaki
10th meeting of the French Association of Experimental Economics (ASFEE), 2019, Toulouse, France
Communication dans un congrès
hal-02297911v1
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Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading
Sandrine Jacob Leal
,
Mauro Napoletano
4th International Symposium in Computational Economics and Finance (ISCEF), 2016, Paris, France
Communication dans un congrès
hal-01512780v1
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La java des fréquences : une explication du « krach éclair » / Rock around the clock : an explanation of flash crashes, Blog OFC
Sandrine Jacob Leal
,
Mauro Napoletano
,
Andrea Roventini
,
Giorgio Fagiolo
2014
Autre publication scientifique
hal-01514010v1
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Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading
Sandrine Jacob Leal
,
Mauro Napoletano
Article dans une revue
hal-03403589v1
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Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading
Sandrine Jacob Leal
,
Mauro Napoletano
[Research Report] Cahier de recherche du CEREFIGE. 2016
Rapport
hal-01512781v1
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High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments
Sandrine Jacob Leal
,
Mauro Napoletano
,
Andrea Roventini
,
Giorgio Fagiolo
Paris Financial Management Conference (PFMC), 2015, Paris, France
Communication dans un congrès
hal-01508005v1
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High-Frequency Trading: Does Latency Floor Matter?
Sandrine Jacob Leal
WEHIA Conference, Jun 2019, London, United Kingdom
Communication dans un congrès
hal-02454191v1
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Algorithm trading, what if it is just an illusion? Evidence from experimental financial markets
Sandrine Jacob Leal
,
Nobuyuki Hanaki
CEF (Computing in Economics and Finance - International Conference), 2019, Ottawa, Canada
Communication dans un congrès
hal-02298343v1
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Market volatility and crashes in experimental nancial markets with interactions between human and high-frequency traders
Sandrine Jacob Leal
,
Nobuyuki Hanaki
,
Mauro Napoletano
Experimental Finance conference 2017, 2017, Nice, France
Communication dans un congrès
hal-01772345v1
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Rock around the clock: an agent-based model of low- and high-frequency trading
Sandrine Jacob Leal
,
Mauro Napoletano
,
Andrea Roventini
,
Giorgio Fagiolo
2014
Pré-publication, Document de travail
hal-01070542v1
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High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments
Sandrine Jacob Leal
,
Mauro Napoletano
,
Andrea Roventini
,
Giorgio Fagiolo
5th International Conference of the Financial Engineering and Banking Society (FEBS), 2015, Nantes, France
Communication dans un congrès
hal-01508006v1
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High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments
Sandrine Jacob Leal
,
Mauro Napoletano
,
Andrea Roventini
,
Giorgio Fagiolo
Economic Science with Heterogeneous Interacting Agents (WEHIA), 2015, Sophia-Antipolis, France
Communication dans un congrès
hal-01508009v1
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Fundamentalists, Chartists and Asset pricing anomalies
Sandrine Jacob Leal
Article dans une revue
hal-01508002v1
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Facilitating knowledge creation and team performance through behavioral integration and skill-based identity
Matthew Hawkins
,
Mahamadou Biga Diambeidou
,
Sandrine Jacob Leal
Article dans une revue
hal-04056772v1
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Rock around the clock: An agent-based model of low- and high-frequency trading
Sandrine Jacob Leal
,
Mauro Napoletano
,
Andrea Roventini
,
Giorgio Fagiolo
Colloque annuel du GDRE \Monnaie, Banque, Finance du CNRS, 2014, Lyon, France
Communication dans un congrès
hal-01515227v1
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Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading
Sandrine Jacob Leal
,
Mauro Napoletano
22nd International Conference on Computing in Economics and Finance (CEF), 2016, Bordeaux, France
Communication dans un congrès
hal-01512779v1
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Rock around the Clock : An agent-based model of low- and high-frequency trading
Sandrine Jacob Leal
,
Mauro Napoletano
,
Andrea Roventini
,
Giorgio Fagiolo
Article dans une revue
hal-01512863v1
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