Nathalie Oriol : Citation Profile


Are you Nathalie Oriol?

Université Côte d'Azur

3

H index

0

i10 index

13

Citations

RESEARCH PRODUCTION:

9

Articles

29

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 1
   Journals where Nathalie Oriol has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 4 (23.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/por185
   Updated: 2022-10-01    RAS profile: 2022-01-07    
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Relations with other researchers


Works with:

Torre, Dominique (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nathalie Oriol.

Is cited by:

Charlier, Christophe (1)

Kirakozian, Ankinée (1)

GILLET, Roland (1)

Cites to:

Westerhoff, Frank (17)

Pellizzari, Paolo (10)

Colliard, Jean-Edouard (8)

Fagiolo, Giorgio (8)

Napoletano, Mauro (8)

Roventini, Andrea (8)

Subrahmanyam, Avanidhar (7)

Brandouy, Olivier (6)

Degryse, Hans (6)

Foucault, Thierry (5)

Boehmer, Ekkehart (5)

Main data


Where Nathalie Oriol has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL22
GREDEG Working Papers / Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Universit Cte d'Azur, France5
Working Papers / HAL2

Recent works citing Nathalie Oriol (2022 and 2021)


YearTitle of citing document
2021Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency. (2021). GILLET, Roland ; Veryzhenko, Iryna ; Ligot, Stephanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001499.

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2021Analysis of stock market volatility: Adjusted VPIN with high-frequency data. (2021). Xue, Feng ; Yang, Haijun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:210-222.

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2022Capital control and monetary policy coordination: Tobin tax revisited. (2022). Xiao, Zumian ; Peng, Hongfeng ; Yin, Zhichao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001355.

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2021Methodology for Building Traders Investment Strategy Based on Assessment of the Market Value of the Company. (2021). Zemlianska, Nataliia ; Wielki, Janusz ; Sytnik, Inessa ; Stopochkin, Artem. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:913-935.

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2022Non-Value-Added Tax to improve market fairness and quality. (2022). Harb, Etienne ; Jonath, Arthur ; Veryzhenko, Iryna. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00327-0.

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2021Who gains and who loses on stock markets? Risk preferences and timing matter. (2021). Veryzhenko, Iryna. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:28:y:2021:i:2:p:143-155.

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Works by Nathalie Oriol:


YearTitleTypeCited
2011Investissement institutionnel et révision de la directive MIF In: Revue d'économie financière.
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2011Investissement institutionnel et révision de la directive MIF.(2011) In: Revue d'Économie Financière.
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2012La fragmentation des flux dordres et la révision de la Directive MIF : apports de léconomie industrielle In: Revue d'économie industrielle.
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2018Enchères, notation et fixation du taux d’intérêt par la foule. Le cas d’une plateforme de crowdlending In: Revue française de gestion.
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2018Enchères, notation et fixation du taux d’intérêt par la foule: Le cas d’une plateforme de crowdlending.(2018) In: Post-Print.
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2017The impact of the French financial transaction tax on HFT activities and market quality In: Economic Modelling.
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2017The Impact of the French Financial Transaction Tax on HFT Activities and Market Quality.(2017) In: GREDEG Working Papers.
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2018Fifty-shades of grey: Competition between dark and lit pools in stock exchanges In: Information Economics and Policy.
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2018Fifty-shades of grey: competition between dark and lit pools in stock exchanges.(2018) In: Post-Print.
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2015Heterogeneous investors and trading platforms competition In: Journal of Risk Finance.
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2015Heterogeneous investors and trading platforms competition.(2015) In: Post-Print.
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2015Market Structure or Traders Behaviour? An Assessment of Flash Crash Phenomena and their Regulation based on a Multi-agent Simulation In: GREDEG Working Papers.
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2015Market structure or traders’ behavior? An assessment of flash crash phenomena and their regulation based on a multi-agent simulation.(2015) In: Working Papers.
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2015Should Dark Pools be Banned from Regulated Exchanges? In: GREDEG Working Papers.
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2016Should dark PoolS be banned from regulated exchangeS?.(2016) In: Working Papers.
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2017Exploring Stock Markets Crashes as Socio-Technical Failures In: GREDEG Working Papers.
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2017Exploring Stock Markets Crashes as Socio-Technical Failures.(2017) In: Post-Print.
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2018Spotting Manipulation in the Tape: The Good Igniter, the Bad Painter and the Wily Spoofer In: GREDEG Working Papers.
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2020Agilité et inclusion pédagogique à l’université : un retour d’expérience In: Post-Print.
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2021Agilité et inclusion pédagogique: un retour dexpérience dans le domaine des Fintechs In: Post-Print.
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2018Spotting manipulation in the Tape: the good igniter, the bad Reg and the wily spoofer In: Post-Print.
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2018Spotting manipulation in the Tape: the good igniter, the bad Reg and the wily spoofer.(2018) In: Post-Print.
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2018Spotting manipulation in the Tape: the good igniter, the bad Reg and the wily spoofer.(2018) In: Post-Print.
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2018Lending Robots and Human Crowds : Interest rate determination on a reverse auction platform In: Post-Print.
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2018Lending Robots and Human Crowds : Interest rate determination on a reverse auction platform.(2018) In: Post-Print.
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2018Lending Robots and Human Crowds: Interest rate determination on a reverse auction platform.(2018) In: Post-Print.
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2017High Frequency Trading and Extreme Market Events In: Post-Print.
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2017High Frequency Trading and Extreme Market Events.(2017) In: Post-Print.
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2013La directive Solvency II : quels impacts pour les marchés et le financement de léconomie ? In: Post-Print.
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2013Systèmes dinformation et gestion du couple performance/sécurité : trajectoires comparées de trois situations extrêmes In: Post-Print.
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2014Flash krach et trading haute-fréquence : Le rôle des algorithmes dans linstabilité boursière In: Post-Print.
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2016Post Flash Crash Recovery: An Agent-based Analysis In: Post-Print.
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2018Too Fast, Too Furious? Algorithmic Trading and Financial Instability In: Post-Print.
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2018Too fast, Too furious? Une réflexion historique et contemporaine sur lemballement des marchés financiers In: Post-Print.
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2019Market structure or traders behavior? A multi agent model to assess flash crash phenomena and their regulation In: Post-Print.
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2019Market structure or traders behavior? A multi agent model to assess flash crash phenomena and their regulation.(2019) In: Quantitative Finance.
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2020From the Pit to millions of Bits: Exploring Stock market Crashes as Socio-technical Failures through a History-Friendly Agent-Based Model In: Post-Print.
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2017Time to Slow Down for High?Frequency Trading? Lessons from Artificial Markets In: Intelligent Systems in Accounting, Finance and Management.
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