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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High-frequency trading : statistical analysis, modelling and regulation.

Adverse selection, Agent-based model, Bid-ask spread, Carnet d’ordres, Financial regulation, High frequency trading, Limit order book, Market making, Market microstructure, Microstructure de marché, Modèle multi-agents, Pas de cotation, Queue position valuation, Régulation financière, Sélection adverse, Tenue de marché, Tick size, Trading haute fréquence, Volatility, Volatilité

Three essays on regulation and taxation of stocks and derivatives.

Capital gains tax, Derivatives markets, Efficience des marchés, Financial regulation, Financial transaction tax, French STT, Individual traders, Marchés des actions, Marchés des produits dérivés, Market efficiency, Régulation financière, Stock markets, Taxe sur les gains en capital, Taxe sur les transactions financières, Taxe sur les transactions financières (STT)

Reforming financial regulation after the global financial crisis : the case of over-the-counter derivative market regulation.

Crise financière, Dérivés de gré à gré, Economie politique, Financial crisis, Financial regulation, Over-the-counter derivatives, Political economy, Régulation financière

Have the banking reforms been taken too far?

Banques commerciales, Réglementation bancaire, Régulation financière

Financial Systems. Mutations, Crises and Regulation.

Banques, Crise financière, Régulation financière, Shadow banking, Système financier

Price discovery risk in stock markets: theoretical and empirical aspects.

Co-intégration, Cointegration, Consolidation versus fragmentation, Découverte des prix, Error Correction Models, Financial regulation, High-Frequency Trading, Market Quality, Mi- FID, MiF, Microstructure, Modèles à correction d’erreurs, Price discovery, Qualité du marché, Régulation financière, Trading à Haute-Fréquence

The political economy of financial regulation.

Administrative tradition, Agences, Agencies, Capture cognitive, Capture informationnelle, Cognitive capture, Financial regulation, Gouvernance, Governance, Information capture, Régulation financière, Tradition administrative