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

Optimal insurance with adverse selection and comonotonic background risk.

Adverse Selection, Background risk, Optimal Contract

3 essays in corporate finance.

Adverse selection, Agences de notation, Anti-sélection, Apprentissage, Innovation, Learning, Options réelles, Rating agencies, Real options, Reputation, Réputation, Stock options, Stock-options

Toxic Arbitrage.

Adverse Selection, Arbitrage, High Frequency Trading, Liquidity

Three essays in monetary and financial economics.

Adverse selection, Credit cycle, Cycle du crédit, Financial derivatives, Optimal monetary policy, Politique monétaire optimale, Produits financiers dérivés, Sélection adverse

Nonexclusive competition and adverse selection.

Adverse selection, Competition, Nonexclusivity

Nonexclusive competition under adverse selection.

Adverse selection, Competing mechanisms, Nonexclusivity

The Social Costs of Side Trading.

Adverse Selection, Second-Best Allocations, Side Trading

The Social Costs of Side Trading.

Adverse Selection, Second-Best Allocations, Side Trading

On competitive nonlinear pricing.

Adverse selection, Competing mechanism, Competing mechanisms, Limit-order book

The Social Costs of Side Trading.

Adverse Selection, Second-Best Allocations, Side Trading

Entry-proofness and discriminatory pricing under adverse selection.

Adverse Selection, Ascending Auctions, Ascending Auctions JEL Classification D43, D82, D86, Discriminatory Pricing, Entry-Proofness, Markets, Nonexclusive, Nonexclusive Markets