Domaines de recherche
- Évaluation des actifs / Économie financière
- Trading haute fréquence (algorithmique)
- Agent-based Finance
- Finance experimentale
Domaines d'enseignement
- Méthodes quantitatives en finance
- Gestion du risque financier
- Gestion de portefeuille
- Finance d'entreprise
Prix et distinctions
Bourse de recherche pour le projet de recherche intitulé “Algorithmic arbitrage in experimental asset markets”
Institut Europlace de Finance (EIF), Paris, France
Participante au projet 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
Participante au projet de recherche européen H2020 : “Distributed Global Financial Systems for Society (DOLFINS)”. PI: Stefano Battiston, University of Zurich
Commission européenne, Bruxelles, Belgique
Publications des cinq dernières années
Articles
JACOB LEAL, C. et 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. et 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.
Conférences et autres contributions
JACOB LEAL, C. et HANAKI, N. (2024). Algorithmic trading, what if it is just an illusion? Evidence from experimental financial markets. Dans: 8th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND). Paris.
JACOB LEAL, C. et HANAKI, N. (2021). When does the information about the presence of manipulators matter? Evidence from experimental asset markets. Dans: 5th Annual Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA). Università Cattolica del Sacro Cuore, Milano.
JACOB LEAL, C. et HANAKI, N. (2021). When does the information about the presence of manipulators matter? Evidence from experimental asset markets”. Dans: 11th International Conference of the French Association of Experimental Economics (ASFEE). Burgundy School of Business, Dijon.