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Too fast, Too furious? Une réflexion historique et contemporaine sur l'emballement des marchés financiers

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  • Sébastien Duchêne

    (GREDEG - Groupe de Recherche en Droit, Economie et Gestion - UNS - Université Nice Sophia Antipolis (1965 - 2019) - CNRS - Centre National de la Recherche Scientifique - UniCA - Université Côte d'Azur)

  • Nathalie Oriol

    (GREDEG - Groupe de Recherche en Droit, Economie et Gestion - UNS - Université Nice Sophia Antipolis (1965 - 2019) - CNRS - Centre National de la Recherche Scientifique - UniCA - Université Côte d'Azur)

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  • Sébastien Duchêne & Nathalie Oriol, 2018. "Too fast, Too furious? Une réflexion historique et contemporaine sur l'emballement des marchés financiers," Post-Print halshs-01860721, HAL.
    • Handle: RePEc:hal:journl:halshs-01860721
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-01860721
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    References listed on IDEAS

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    3. Bruno Beaufils & Olivier Brandouy & Lin Ma & Philippe Mathieu, 2009. "Simuler pour comprendre : un éclairage sur les dynamiques de marchés financiers à l'aide des systèmes multi-agents," Post-Print hal-00826140, HAL.
    4. Haruvy, E. & Noussair, C.N. & Powell, O.R., 2012. "The Impact of Asset Repurchases and Issues in an Experimental Market," Other publications TiSEM 8f1cf177-abfb-4cf3-8649-0, Tilburg University, School of Economics and Management.
    5. Smith, Vernon L, 1976. "Experimental Economics: Induced Value Theory," American Economic Review, American Economic Association, vol. 66(2), pages 274-279, May.
    6. Lise Arena & Nathalie Oriol & Ivan Pastorelli, 2013. "Systèmes d'information et gestion du couple performance/sécurité : trajectoires comparées de trois situations extrêmes," Post-Print halshs-00864471, HAL.
    7. Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
    8. Albert J. Menkveld, 2016. "The Economics of High-Frequency Trading: Taking Stock," Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 1-24, October.
    9. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    10. Veryzhenko, Iryna & Harb, Etienne & Louhichi, Waël & Oriol, Nathalie, 2017. "The impact of the French financial transaction tax on HFT activities and market quality," Economic Modelling, Elsevier, vol. 67(C), pages 307-315.
    11. Ernan Haruvy & Charles N. Noussair, 2006. "The Effect of Short Selling on Bubbles and Crashes in Experimental Spot Asset Markets," Journal of Finance, American Finance Association, vol. 61(3), pages 1119-1157, June.
    12. Iryna Veryzhenko & Lise Arena & Etienne Harb & Nathalie Oriol, 2017. "Time to Slow Down for High‐Frequency Trading? Lessons from Artificial Markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 24(2-3), pages 73-79, April.
    13. Iryna Veryzhenko & Nathalie Oriol, 2016. "Post Flash Crash Recovery: An Agent-based Analysis," Post-Print halshs-01444792, HAL.
    14. Florin Aftalion, 2005. "Le MEDAF et la finance comportementale," Revue française de gestion, Lavoisier, vol. 157(4), pages 203-214.
    15. Lise Arena & Nathalie Oriol & Ivan Pastorelli, 2013. "Systèmes d'information et gestion du couple performance/sécurité : trajectoires comparées de trois situations extrêmes," Post-Print halshs-01066376, HAL.
    16. Iryna Veryzhenko & Lise Arena, 2016. "A Reexamination of High Frequency Trading Regulation Effectiveness in an Artificial Market Framework," Post-Print hal-01350656, HAL.
    17. Pankaj K. Jain, 2005. "Financial Market Design and the Equity Premium: Electronic versus Floor Trading," Journal of Finance, American Finance Association, vol. 60(6), pages 2955-2985, December.
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