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12 documents ordered by : Date Title first author name document type Submit date

1 - 2

Double moral hazard and the energy efficiency gap Giraudet L.-G., Houde S. IAEE Energy Forum (2013) 29-31 [hal-00799725 - version 1]

An equilibrium trading volume model in presence of heterogeneous biased estimations and information acquisition costs Bialecki A., Haguet E., Turinici G. [hal-00723189 - version 1] (08/08/2012)

Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information Guilbaud F., Pham H. [hal-00697125 - version 1] (14/05/2012)

Optimal execution and price manipulations in time-varying limit order books Alfonsi A., Infante Acevedo J. [hal-00687193 - version 1] (2012-04-12)

Microsturcture des marchés et modelistion des flux de trading. Dayri K. A. Ecole Polytechnique X (16/01/2012), Emmanuel Bacry (Dir.) [pastel-00689127 - version 1]

Optimal High Frequency Trading with limit and market orders Guilbaud F., Pham H. [hal-00603385 - version 1] (24/06/2011)

Modelling microstructure noise with Hawkes processes Bacry E., Delattre S., Hoffmann M., Muzy J.-F. Dans ICASSP 2011, Prague - ICASSP 2011 International Conference on acoustics, speech and signal processing. Session: Signal Processing Methods for Finance Applications, Tchèque, République (2011) [hal-00604490 - version 1]

Essais d'Économie des Télécommunications Saavedra Valenzuela C. Ecole Polytechnique X (30/09/2010), Rida Laraki et Jean-Pierre Ponssard (Dir.) [pastel-00550206 - version 1]

The nature of price returns during periods of high market activity Al Dayri K., Bacry E., Muzy J.-F. Dans Econophysics of order driven markets - Econophys-Kolkata V, Inde (2010) [hal-00604504 - version 1]

Analyse économique du marché du haut débit : contributions théoriques et empiriques Drouard J. Télécom ParisTech (30/06/2010), Marc Bourreau (Dir.) [pastel-00543896 - version 1]