Laura Leal

Princeton University

PhD Student

United States

  • Princeton University

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Repricing Avalanches in the Billion-Prices Data

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Repricing Avalanches in the Billion-Prices Data

Number of pages: 15 Posted: 20 Aug 2021 Last Revised: 02 Sep 2021
Laura Leal, Haaris Mateen, Makoto Nirei and José A. Scheinkman
Princeton University, Columbia University, The University of Tokyo and Columbia University
Downloads 277 (176,142)

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Repricing Avalanches in the Billion-Prices Data

NBER Working Paper No. w29236
Number of pages: 16 Posted: 13 Sep 2021 Last Revised: 21 May 2023
Laura Leal, Haaris Mateen, Makoto Nirei and José A. Scheinkman
Princeton University, Columbia University, The University of Tokyo and Columbia University
Downloads 4 (991,995)

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2.

Optimal Execution with Quadratic Variation Inventories

Number of pages: 26 Posted: 04 May 2021
Rene Carmona and Laura Leal
Princeton University - Bendheim Center for Finance and Princeton University
Downloads 173 (275,619)
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Quantitative Finance, High-Frequency Econometrics, Quadratic Variation, Brownian Motion