Publications
Journals
Guo X, Lehalle C-A, Xu R, 2022, Transaction cost analytics for corporate bonds, Quantitative Finance, Vol:22, Pages:1295-1319
Books
Capponi A, Lehalle C-A, 2023, Machine Learning and Data Sciences for Financial Markets A Guide to Contemporary Practices, Cambridge University Press, ISBN:9781316516195
Lehalle C-A, Raboun A, 2022, Financial Markets in Practice From Post-crisis Intermediation to Fintechs, World Scientific Publishing Company, ISBN:9789811252570