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ECONIS (ZBW)
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1
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31
High-frequency simulations of an order book : a two-scale approach
Lehalle, Charles-Albert
;
Guéant, Olivier
; …
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 73-92)
.
2011
Persistent link: https://www.econbiz.de/10009348942
Saved in:
32
Dealing with the inventory risk : a solution to the market making problem
Guéant, Olivier
;
Lehalle, Charles-Albert
; …
- In:
Mathematics and financial economics
7
(
2013
)
4
,
pp. 477-507
Persistent link: https://www.econbiz.de/10009790467
Saved in:
33
Optimal posting price of limit orders : learning by trading
Laruelle, Sophie
;
Lehalle, Charles-Albert
;
Pagès, Gilles
- In:
Mathematics and financial economics
7
(
2013
)
3
,
pp. 359-403
Persistent link: https://www.econbiz.de/10009754843
Saved in:
34
Corporate liquidity, dividend policy and default risk : optimal financial policy and agency costs
Braouezec, Yann
;
Lehalle, Charles-Albert
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 537-576
Persistent link: https://www.econbiz.de/10008905026
Saved in:
35
Market microstructure : confronting many viewpoints
Abergel, Frédéric
(
ed.
); …
-
2012
Persistent link: https://www.econbiz.de/10009524952
Saved in:
36
Market microstructure in practice
Lehalle, Charles-Albert
(
contributor
); …
-
2014
Persistent link: https://www.econbiz.de/10011294458
Saved in:
37
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
Saved in:
38
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
39
How to predict the consequences of a tick value change? : evidence from the Tokyo stock exchange pilot program
Huang, Weibing
;
Lehalle, Charles-Albert
;
Rosenbaum, Mathieu
- In:
Market microstructure and liquidity
2
(
2016
)
3/4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011715772
Saved in:
40
Limit order strategic placement with adverse selection risk and the role of latency
Lehalle, Charles-Albert
;
Mounjid, Othmane
- In:
Market microstructure and liquidity
3
(
2017
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011778311
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