Areas of research
- Asset Pricing / Financial Economics
- High-frequency (algorithmic) trading
- Agent-based Finance
- Experimental Finance
Areas of teaching
- Quantitative methods for finance
- Financial Risk Management
- Portfolio Management
- Corporate Finance
Grants and awards
Research grant for the research project entitled “Algorithmic arbitrage in experimental asset markets”
Institut Europlace de Finance (EIF), Paris, France
Participant to ANR ORA-Plus project: “Behavioral and Experimental Analyses on Macro-finance (BEAM)”. PI: Nobuyuki Hanaki, Professor at University of Nice, Sophia-Antipolis and GREDEG.
Agence Nationale de Recherche (ANR), Paris, France
Participant to H2020 European research project: “Distributed Global Financial Systems for Society (DOLFINS)”. PI: Stefano Battiston, University of Zurich
Commission européenne, Bruxelles, Belgium
Publications from the last 5 years
Articles
JACOB LEAL, C. and HANAKI, N. (2024). Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets. Journal of Behavioral and Experimental Economics, 112, pp. 102240.
HAWKINS, M.A., BIGA-DIAMBEIDOU, M. and JACOB LEAL, C. (2023). Facilitating knowledge creation and team performance through behavioral integration and skill-based identity. Industry and Higher Education, 37(5), pp. 619-633.
Conferences and other contributions
JACOB LEAL, C. and HANAKI, N. (2024). Algorithmic trading, what if it is just an illusion? Evidence from experimental financial markets. In: 8th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND). Paris.
JACOB LEAL, C. and HANAKI, N. (2021). When does the information about the presence of manipulators matter? Evidence from experimental asset markets. In: 5th Annual Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA). Università Cattolica del Sacro Cuore, Milano.
JACOB LEAL, C. and HANAKI, N. (2021). When does the information about the presence of manipulators matter? Evidence from experimental asset markets”. In: 11th International Conference of the French Association of Experimental Economics (ASFEE). Burgundy School of Business, Dijon.