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General intensity shapes in optimal liquidation

Guéant, Olivier; Lehalle, Charles-Albert - In: Mathematical finance : an international journal of … 25 (2015) 3, pp. 457-495

Persistent link: https://www.econbiz.de/10011350585

Incorporating signals into optimal trading

Lehalle, Charles-Albert; Neuman, Eyal - In: Finance and stochastics 23 (2019) 2, pp. 275-311

Persistent link: https://www.econbiz.de/10012023738

Market impacts and the life cycle of investors orders

Bacry, Emmanuel; Iuga, Adrian; Lasnier, Matthieu; … - In: Market microstructure and liquidity 1 (2015) 2, pp. 1-46

Persistent link: https://www.econbiz.de/10011588222

Understanding the stakes of high-frequency trading

Abergel, Frédéric; Lehalle, Charles-Albert; … - In: The journal of trading 9 (2014) 4, pp. 49-73

Persistent link: https://www.econbiz.de/10011291063

Market microstructure in practice

Lehalle, Charles-Albert (contributor); … - 2014

Persistent link: https://www.econbiz.de/10011294458

Market microstructure in practice

Lehalle, Charles-Albert (ed.); Laruelle, Sophie (ed.) - 2018 - Second edition

Market fragmentation : monitoring and history -- Smart order routing -- Tick size; -- Information seeking and price discovery -- Dark pools and broker crossing networks -- Liquidity : the viewpoint of trading venues -- The agenda of high frequency traders -- The link between fragmentation and...