Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation.

Circular dependence, Correlation, Correlation matrix, Correlation methods, Covariance matrices, Discrete-event systems, Earthquakes, Earthquakes occurrence dynamics, Estimation, Estimation error, Financial markets, First-order statistics characterization, Hawkes kernel matrix, High-frequency trading events, Integral equations, Inverse problems, Kernel, Mathematical model, Matrix algebra, Microstructure, Monovariate processes, Multivariate Hawkes process, Multivariate point processes, Nonparametric estimation procedure, Nonpositive kernels, Numerical inversion, Power-law, Second-order statistics characterization, Shape, Statistical analysis, Stochastic processes, Three-variate processes, Wiener-Hopf integral equations

Environmental crises, financial markets and corporate environmental communication:.

Accident industriel, Communication environnementale, Crise environnementale, Environmental communication, Environmental crisis, Financial markets, Industrial accident, Marchés financiers

Financial Markets and the Transition to a Low-Carbon Economy: Challenging the Dominant Logics.

Climate change, Financial markets, Low-carbon economy, Theory of change

Regulation.

Financial markets, FoHFs industry, Regulation, Risk

Anatomy of high-frequency financial markets: analysis of the influence of automation on the microstructure of financial markets.

Algorithmic trading, Automatic trading, Bourse d’échanges, Financial markets, High-frequency trading, Liquidity, Liquidité, Marché financier virtuel, Marchés financiers, Market microstructure, Market stability, Microstructure des marchés financiers, Multilateral trading facilities, Plateforme multilatérale de négociation, Stabilité financière, Stock exchange, Trading, Trading algorithmique, Trading automatique, Trading haute-fréquence, Virtual financial markets

Financial Regulation: More Accurate Measurements for Control Enhancements and the Capture of the Intrinsic Uncertainty of the VaR.

Distribution, Financial markets, Regulation, Risk measures

Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises?

Centrality, Commodity markets, Crises, Derivative markets, Financial markets, Graph theory, Market integration, Minimum spanning tree

Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises?

Centrality, Commodity markets, Crises, Derivative markets, Financial markets, Graph theory, Market integration, Minimum spanning tree

Moral categories in the financial crisis.

Economic sociology, Financial crises, Financial markets, Social values

Financial sector development, economic growth and demography in MENA region.

Changement Démographique, Croissance Economique, Demographic Change, Development, Développement, Economic Growth, Financial Markets, Financial index, Indicateur financier, MENA Countries, Marchés financiers, Région MENA

Financial sector development, economic growth and demography in MENA region.

Changement Démographique, Croissance Economique, Demographic Change, Development, Développement, Economic Growth, Financial Markets, Financial index, Indicateur financier, MENA Countries, Marchés financiers, Région MENA

Three essays on corporate financial misconduct and market reactions.

Efficience des marchés, Event study, Financial markets, Financial misconduct, Information and market efficiency, Listed companies, Manquement financier, Marchés financiers, Meta-analysis, Méta-analyse, Regulation, Régulation, Sanction, Sociétés cotées, Étude d'évènement