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Sandrine Jacob Leal

ICN Business School

Assistant Professor

86 Rue du Sergent Blandan

Nancy, 54000

France

http://https://www.icn-artem.com/en/professeur/jacob-leal-sandrine

Université de Lorraine - CEREFIGE

23-25 Rue Baron Louis

Nancy, 54000

France

http://cerefige.univ-lorraine.fr/fr/membres/membres-titulaires/jacob-leal

  • ICN Business School

SCHOLARLY PAPERS

5

DOWNLOADS

1,309

TOTAL CITATIONS

14

Scholarly Papers (5)

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1.

Rock Around the Clock: An Agent-Based Model of Low- and High-Frequency Trading

Number of pages: 25 Posted: 05 Feb 2014
Sandrine Jacob Leal, Mauro Napoletano, Andrea Roventini and Giorgio Fagiolo
ICN Business School, Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG), Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Downloads 632 (105,722)
Citation 6

Abstract:

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Agent-based models, Limit order book, High-frequency trading, Low- frequency trading, Flash crashes, Market volatility

2.

Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets

Number of pages: 36 Posted: 29 Nov 2023
Sandrine Jacob Leal and Nobuyuki Hanaki
ICN Business School and The University of Osaka - Institute of Social and Economic Research
Downloads 233 (337,699)
Citation 2

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Market efficiency, Market volatility, Algorithmic trading, Experiment, Asset market

3.

Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading

Number of pages: 40 Posted: 17 Apr 2016
Sandrine Jacob Leal and Mauro Napoletano
ICN Business School and Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG)
Downloads 222 (351,440)
Citation 6

Abstract:

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High-Frequency Trading, Flash Crashes, Regulatory Policies, Agent-Based Models, Limit Order Book, Market Volatility

4.

Who Do You Think You are? An Experimental Study on Shared Identity and Team Performance

Number of pages: 38 Posted: 26 Mar 2020 Last Revised: 12 Aug 2020
Matthew A. Hawkins, Mahamadou Biga Diambedou and Sandrine Jacob Leal
ICN Business School, ICN Business School and ICN Business School
Downloads 146 (508,926)

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Teams, Performance, Team Identity, Knowledge Creation, Behavioral Integration, Project Management, Field Experiment

5.

Big Banking Principles and Financial Performance - Outreach Relationship: An Application to the Microfinance Sector

Number of pages: 32 Posted: 03 Apr 2018
Sandra Kendo and Sandrine Jacob Leal
NEOMA Business School and ICN Business School
Downloads 76 (830,555)

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microfinance, big banking principles, quantile regression, distributional effects