| Mini flash crashes: Review, taxonomy and policy responses F Laly, M Petitjean Bulletin of Economic Research 72 (3), 251-271, 2020 | 12 | 2020 |
| Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs M Aloy, F Laly, S Laurent, C Lecourt Recent Econometric Techniques for Macroeconomic and Financial Data, 229-264, 2021 | 3 | 2021 |
| High-Frequency Traders and Flash Events: Trading Activity and Liquidity Dynamics Around Mini Flash Crashes C Desagre, F Laly, P Mazza, M Petitjean | 2 | 2019 |
| Revisiting the Trading Activity of High-Frequency Trading Firms Around Flash Events C Desagre, F Laly, M Petitjean Available at SSRN 4712193, 2024 | 1 | 2024 |
| Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events C Desagre, F Laly, M Petitjean Financial Innovation 11 (1), 68, 2025 | | 2025 |
Mikael PetitjeanProfesseur de finance, UPHF & UCLouvain確認したメール アドレス: uclouvain.be