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The impact of the French financial transaction tax on HFT activities and market quality

Veryzhenko, Iryna; Harb, Etienne; Louhichi, Waël; … - In: Economic modelling 67 (2017), pp. 307-315

Persistent link: https://www.econbiz.de/10011813833

Time to slow down for high-frequency trading? : lessons from artificial markets

Veryzhenko, Iryna; Arena, Lise; Harb, Etienne; Oriol, … - In: Intelligent systems in accounting finance and … 24 (2017) 2/3, pp. 73-79

Persistent link: https://www.econbiz.de/10011825061

Market structure or traders' behavior? : a multi agent model to assess flash crash phenomena and their regulation

Oriol, Nathalie; Veryzhenko, Iryna - In: Quantitative finance 19 (2019) 7, pp. 1075-1092

Persistent link: https://www.econbiz.de/10012194745

Investissement institutionnel et révision de la directive MIF

Oriol, Nathalie - In: Revue d'économie financière : revue trimestrielle de … 104 (2011), pp. 217-235

Persistent link: https://www.econbiz.de/10009408772

La fragmentation des flux d'ordres et la révision de la directive MIF : apports de l'économie industrielle

Oriol, Nathalie - In: Revue d'économie industrielle 139 (2012) 3, pp. 49-76

Persistent link: https://www.econbiz.de/10009658793

How Much Can You Earn in the Stock Market ? Answers from the Algorithmic Graph Theory

Brandouy, Olivier - 2012

This paper proposes a new method for determining the upper bound of any investment strategy's maximum profit, applied in a given time window [0, T]. This upper bound is defined once all the prices are known at time T and therefore represents the ex-post maximum efficiency of any investment...

Persistent link: https://www.econbiz.de/10013116944

Intraday volatility smile : effects of fragmentation and high frequency trading on price efficiency

Ligot, Stephanie; Gillet, Roland; Veryzhenko, Iryna - In: Journal of international financial markets, … 75 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012820849

Computation of the ex-post optimal strategy for the trading of a single financial asset

Brandouy, Olivier; Mathieu, Philippe; Veryzhenko, Iryna - In: Artificial economics : the generative method in …, (pp. 171-184). 2009

Persistent link: https://www.econbiz.de/10003889478

A re-examination of the "zero is enough" hypothesis in the emergence of financial stylized facts

Brandouy, Olivier; Corelli, Angelo; Veryzhenko, Iryna; … - In: Journal of economic interaction and coordination : JEIC 7 (2012) 2, pp. 223-248

Persistent link: https://www.econbiz.de/10009633323

Agent's minimal intelligence calibration for realistic market dynamics

Veryzhenko, Iryna; Brandouy, Olivier; Mathieu, Philippe - In: Progress in artificial economics : computational and …, (pp. 3-14). 2010

Persistent link: https://www.econbiz.de/10008698384