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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

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

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

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
Image document

Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading

Sandrine Jacob Leal , Mauro Napoletano
Journal of Economic Behavior and Organization, 2019, 157, pp.15-41. ⟨10.1016/j.jebo.2017.04.013⟩
Article dans une revue hal-03403589v1

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

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

High-Frequency Trading: Does Latency Floor Matter?

Sandrine Jacob Leal
WEHIA Conference, Jun 2019, London, United Kingdom
Communication dans un congrès hal-02454191v1

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

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
Image document

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

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

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

Fundamentalists, Chartists and Asset pricing anomalies

Sandrine Jacob Leal
Quantitative Finance, 2015, 15 (11), pp.1837-1850. ⟨10.1080/14697688.2014.972434⟩
Article dans une revue hal-01508002v1

Facilitating knowledge creation and team performance through behavioral integration and skill-based identity

Matthew Hawkins , Mahamadou Biga Diambeidou , Sandrine Jacob Leal
Industry and Higher Education, 2023, pp.095042222311557. ⟨10.1177/09504222231155799⟩
Article dans une revue hal-04056772v1

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

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

Rock around the Clock : An agent-based model of low- and high-frequency trading

Sandrine Jacob Leal , Mauro Napoletano , Andrea Roventini , Giorgio Fagiolo
Journal of Evolutionary Economics, 2016, 26 (1), pp.49-76. ⟨10.1007/s00191-015-0418-4⟩
Article dans une revue hal-01512863v1