Details about Nathalie Oriol

Access statistics for papers by Nathalie Oriol.

Last updated 2022-01-07. Update your information in the RePEc Author Service.

Short-id: por185

Working Papers

2021

1. Agilité et inclusion pédagogique: un retour d'expérience dans le domaine des Fintechs
   Post-Print, HAL

2020

2. Agilité et inclusion pédagogique à l’université: un retour d’expérience
   Post-Print, HAL
3. From the Pit to millions of Bits: Exploring Stock market Crashes as Socio-technical Failures through a History-Friendly Agent-Based Model
   Post-Print, HAL

2019

4. Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation
   Post-Print, HAL View citations (5)
   See also Journal Article Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation, Quantitative Finance, Taylor & Francis Journals (2019) View citations (5) (2019)

2018

5. Enchères, notation et fixation du taux d’intérêt par la foule: Le cas d’une plateforme de crowdlending
   Post-Print, HAL
   See also Journal Article Enchères, notation et fixation du taux d’intérêt par la foule. Le cas d’une plateforme de crowdlending, Revue française de gestion, Lavoisier (2018) (2018)
6. Fifty-shades of grey: competition between dark and lit pools in stock exchanges
   Post-Print, HAL View citations (1)
   See also Journal Article Fifty-shades of grey: Competition between dark and lit pools in stock exchanges, Information Economics and Policy, Elsevier (2018) View citations (1) (2018)
7. Lending Robots and Human Crowds: Interest rate determination on a reverse auction platform
   Post-Print, HAL
   Also in Post-Print, HAL (2018)
   Post-Print, HAL (2018)
8. Spotting Manipulation in the Tape: The Good Igniter, the Bad Painter and the Wily Spoofer
   GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France
9. Spotting manipulation in the Tape: the good igniter, the bad Reg and the wily spoofer
   Post-Print, HAL
   Also in Post-Print, HAL (2018)
   Post-Print, HAL (2018)
10. Too Fast, Too Furious? Algorithmic Trading and Financial Instability
    Post-Print, HAL View citations (1)
11. Too fast, Too furious? Une réflexion historique et contemporaine sur l'emballement des marchés financiers
    Post-Print, HAL

2017

12. Exploring Stock Markets Crashes as Socio-Technical Failures
    Post-Print, HAL
    Also in GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France (2017)
13. High Frequency Trading and Extreme Market Events
    Post-Print, HAL
    Also in Post-Print, HAL (2017)
14. The Impact of the French Financial Transaction Tax on HFT Activities and Market Quality
    GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France View citations (7)
    See also Journal Article The impact of the French financial transaction tax on HFT activities and market quality, Economic Modelling, Elsevier (2017) View citations (8) (2017)

2016

15. Post Flash Crash Recovery: An Agent-based Analysis
    Post-Print, HAL View citations (1)
16. Should dark PoolS be banned from regulated exchangeS?
    Working Papers, HAL
    Also in GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France (2015)

2015

17. Heterogeneous investors and trading platforms competition
    Post-Print, HAL
18. Market Structure or Traders' Behaviour? An Assessment of Flash Crash Phenomena and their Regulation based on a Multi-agent Simulation
    GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France
    Also in Working Papers, HAL (2015)

2014

19. Flash krach et trading haute-fréquence: Le rôle des algorithmes dans l'instabilité boursière
    Post-Print, HAL

2013

20. La directive Solvency II: quels impacts pour les marchés et le financement de l'économie ?
    Post-Print, HAL
21. Systèmes d'information et gestion du couple performance/sécurité: trajectoires comparées de trois situations extrêmes
    Post-Print, HAL View citations (2)

Journal Articles

2019

1. Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation
   Quantitative Finance, 2019, 19, (7), 1075-1092 View citations (5)
   See also Working Paper Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation, Post-Print (2019) View citations (5) (2019)

2018

2. Enchères, notation et fixation du taux d’intérêt par la foule. Le cas d’une plateforme de crowdlending
   Revue française de gestion, 2018, N° 273, (4), 159-177
   See also Working Paper Enchères, notation et fixation du taux d’intérêt par la foule: Le cas d’une plateforme de crowdlending, Post-Print (2018) (2018)
3. Fifty-shades of grey: Competition between dark and lit pools in stock exchanges
   Information Economics and Policy, 2018, 45, (C), 68-85 View citations (1)
   See also Working Paper Fifty-shades of grey: competition between dark and lit pools in stock exchanges, Post-Print (2018) View citations (1) (2018)

2017

4. The impact of the French financial transaction tax on HFT activities and market quality
   Economic Modelling, 2017, 67, (C), 307-315 View citations (8)
   See also Working Paper The Impact of the French Financial Transaction Tax on HFT Activities and Market Quality, GREDEG Working Papers (2017) View citations (7) (2017)
5. Time to Slow Down for High‐Frequency Trading? Lessons from Artificial Markets
   Intelligent Systems in Accounting, Finance and Management, 2017, 24, (2-3), 73-79 View citations (5)

2012

6. La fragmentation des flux d'ordres et la révision de la Directive MIF: apports de l'économie industrielle
   Revue d'économie industrielle, 2012, n° 139, (3), 49-76

2011

7. Investissement institutionnel et révision de la directive MIF
   Revue d'économie financière, 2011, N° 104, (4), 217-236 View citations (2)
   Also in Revue d'Économie Financière, 2011, 104, (4), 217-235 (2011) View citations (1)