Imperial College London
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ProfessorCharles-AlbertLehalle

Faculty of Natural Sciences, Department of Mathematics

Visiting Professor
 
 
 
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Contact

 

c.lehalle Website

 
 
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Location

 

Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Bucci:2020:10.1080/14697688.2019.1660398,
author = {Bucci, F and Mastromatteo, I and Eisler, Z and Lillo, F and Bouchaud, J-P and Lehalle, C-A},
doi = {10.1080/14697688.2019.1660398},
journal = {QUANTITATIVE FINANCE},
pages = {193--205},
title = {Co-impact: crowding effects in institutional trading activity},
url = {http://dx.doi.org/10.1080/14697688.2019.1660398},
volume = {20},
year = {2020}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Bucci,F
AU  - Mastromatteo,I
AU  - Eisler,Z
AU  - Lillo,F
AU  - Bouchaud,J-P
AU  - Lehalle,C-A
DO  - 10.1080/14697688.2019.1660398
EP  - 205
PY  - 2020///
SN  - 1469-7688
SP  - 193
TI  - Co-impact: crowding effects in institutional trading activity
T2  - QUANTITATIVE FINANCE
UR  - http://dx.doi.org/10.1080/14697688.2019.1660398
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000487907200001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 20
ER  -
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