IDEAS home Printed from https://ideas.repec.org/e/por185.html
   My authors  Follow this author

Nathalie Oriol

Personal Details

First Name:Nathalie
Middle Name:
Last Name:Oriol
Suffix:
RePEc Short-ID:por185
[This author has chosen not to make the email address public]

Affiliation

Groupe de REcherche en Droit, Économie, Gestion (GREDEG)
École Universitaire de Recherche d'Économie et de Management (ELMI)
Université Côte d'Azur

Nice, France
https://gredeg.univ-cotedazur.fr/
RePEc:edi:credcfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nathalie Oriol, 2021. "Agilité et inclusion pédagogique: un retour d'expérience dans le domaine des Fintechs," Post-Print hal-03403360, HAL.
  2. Nathalie Oriol & Iryna Veryzhenko & Lise Arena, 2020. "From the Pit to millions of Bits: Exploring Stock market Crashes as Socio-technical Failures through a History-Friendly Agent-Based Model," Post-Print halshs-03068226, HAL.
  3. Nathalie Oriol, 2020. "Agilité et inclusion pédagogique à l’université : un retour d’expérience," Post-Print hal-03047962, HAL.
  4. Nathalie Oriol & Iryna Veryzhenko, 2019. "Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation," Post-Print halshs-01984442, HAL.
  5. Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2018. "Fifty-shades of grey: competition between dark and lit pools in stock exchanges," Post-Print halshs-01860709, HAL.
  6. Lise Arena & Nathalie Oriol & Iryna Veryzhenko, 2018. "Too Fast, Too Furious? Algorithmic Trading and Financial Instability," Post-Print halshs-01789636, HAL.
  7. Nathalie Oriol & Alexandra Rufini & Eric Darmon, 2018. "Lending Robots and Human Crowds : Interest rate determination on a reverse auction platform," Post-Print hal-03403418, HAL.
  8. Eric Darmon & Nathalie Oriol & Alexandra Rufini, 2018. "Enchères, notation et fixation du taux d’intérêt par la foule: Le cas d’une plateforme de crowdlending," Post-Print halshs-01910353, HAL.
  9. Nathalie Oriol & Iryna Veryzhenko, 2018. "Spotting manipulation in the Tape: the good igniter, the bad Reg and the wily spoofer," Post-Print hal-03403378, HAL.
  10. Nathalie Oriol & Iryna Veryzhenko, 2018. "Spotting Manipulation in the Tape: The Good Igniter, the Bad Painter and the Wily Spoofer," GREDEG Working Papers 2018-32, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  11. 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.
  12. Nathalie Oriol & Iryna Veryzhenko, 2017. "High Frequency Trading and Extreme Market Events," Post-Print hal-03403422, HAL.
  13. Iryna Veryzhenko & Etienne Harb & Waël Louhichi & Nathalie Oriol, 2017. "The Impact of the French Financial Transaction Tax on HFT Activities and Market Quality," GREDEG Working Papers 2017-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  14. Lise Arena & Nathalie Oriol & Iryna Veryzhenko, 2017. "Exploring Stock Markets Crashes as Socio-Technical Failures," GREDEG Working Papers 2017-04, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  15. Iryna Veryzhenko & Nathalie Oriol, 2016. "Post Flash Crash Recovery: An Agent-based Analysis," Post-Print halshs-01444792, HAL.
  16. Nathalie Oriol & Iryna Veryzhenko, 2015. "Market Structure or Traders' Behaviour? An Assessment of Flash Crash Phenomena and their Regulation based on a Multi-agent Simulation," GREDEG Working Papers 2015-16, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  17. Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2015. "Heterogeneous investors and trading platforms competition," Post-Print halshs-01444793, HAL.
  18. Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2015. "Should Dark Pools be Banned from Regulated Exchanges?," GREDEG Working Papers 2015-21, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  19. Lise Arena & Nathalie Oriol & Iryna Veryzhenko, 2014. "Flash krach et trading haute-fréquence : Le rôle des algorithmes dans l'instabilité boursière," Post-Print halshs-01066420, HAL.
  20. Nathalie Oriol & Fabrice Pansard, 2013. "La directive Solvency II : quels impacts pour les marchés et le financement de l'économie ?," Post-Print halshs-01066373, HAL.
  21. 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.

Articles

  1. Nathalie Oriol & Iryna Veryzhenko, 2019. "Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation," Quantitative Finance, Taylor & Francis Journals, vol. 19(7), pages 1075-1092, July.
  2. Éric Darmon & Nathalie Oriol & Alexandra Rufini, 2018. "Enchères, notation et fixation du taux d’intérêt par la foule. Le cas d’une plateforme de crowdlending," Revue française de gestion, Lavoisier, vol. 0(4), pages 159-177.
  3. Oriol, Nathalie & Rufini, Alexandra & Torre, Dominique, 2018. "Fifty-shades of grey: Competition between dark and lit pools in stock exchanges," Information Economics and Policy, Elsevier, vol. 45(C), pages 68-85.
  4. 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.
  5. 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.
  6. Nathalie Oriol, 2012. "La fragmentation des flux d'ordres et la révision de la Directive MIF : apports de l'économie industrielle," Revue d'économie industrielle, De Boeck Université, vol. 0(3), pages 49-76.
  7. Nathalie Oriol, 2011. "Investissement institutionnel et révision de la directive MIF," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 217-236.

    RePEc:eme:jrfpps:v:16:y:2015:i:3:p:303-320 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Nathalie Oriol & Iryna Veryzhenko, 2019. "Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation," Post-Print halshs-01984442, HAL.

    Cited by:

    1. Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2020. "Non-Value-Added Tax to Improve Market Fairness," Working Papers hal-02881064, HAL.
    2. Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2022. "Non-Value-Added Tax to improve market fairness and quality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-30, December.
    3. Yang, Haijun & Xue, Feng, 2021. "Analysis of stock market volatility: Adjusted VPIN with high-frequency data," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 210-222.
    4. Artem Stopochkin & Inessa Sytnik & Janusz Wielki & Nataliia Zemlianska, 2021. "Methodology for Building Trader's Investment Strategy Based on Assessment of the Market Value of the Company," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 913-935.

  2. Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2018. "Fifty-shades of grey: competition between dark and lit pools in stock exchanges," Post-Print halshs-01860709, HAL.

    Cited by:

    1. Ibikunle, Gbenga & Rzayev, Khaladdin, 2023. "Volatility and dark trading: Evidence from the Covid-19 pandemic," The British Accounting Review, Elsevier, vol. 55(4).

  3. Lise Arena & Nathalie Oriol & Iryna Veryzhenko, 2018. "Too Fast, Too Furious? Algorithmic Trading and Financial Instability," Post-Print halshs-01789636, HAL.

    Cited by:

    1. Frédéric Marty, 2023. "Deciphering Algorithmic Collusion: Insights from Bandit Algorithms and Implications for Antitrust Enforcement," Working Papers halshs-04363106, HAL.

  4. Iryna Veryzhenko & Etienne Harb & Waël Louhichi & Nathalie Oriol, 2017. "The Impact of the French Financial Transaction Tax on HFT Activities and Market Quality," GREDEG Working Papers 2017-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.

    Cited by:

    1. Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2020. "Non-Value-Added Tax to Improve Market Fairness," Working Papers hal-02881064, HAL.
    2. Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2022. "Non-Value-Added Tax to improve market fairness and quality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-30, December.
    3. Stephanie Ligot & Roland Gillet & Iryna Veryzhenko, 2021. "Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency," Post-Print hal-03621248, HAL.
    4. 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.
    5. Ankinée Kirakozian & Christophe Charlier, 2015. "Public Policies for Households Recycling when Reputation Matters," GREDEG Working Papers 2015-20, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Nov 2018.
    6. Nathalie Oriol & Iryna Veryzhenko, 2019. "Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation," Post-Print halshs-01984442, HAL.
    7. Yin, Zhichao & Peng, Hongfeng & Xiao, Weiguo & Xiao, Zumian, 2022. "Capital control and monetary policy coordination: Tobin tax revisited," Research in International Business and Finance, Elsevier, vol. 59(C).

  5. Iryna Veryzhenko & Nathalie Oriol, 2016. "Post Flash Crash Recovery: An Agent-based Analysis," Post-Print halshs-01444792, HAL.

    Cited by:

    1. 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.

  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-01066376, HAL.

    Cited by:

    1. Nordine Benkeltoum, 2017. "Open source software adoption for safety-critical information systems design: the Thales case study [Adoption de l’open source pour la conception de systèmes d’information critiques : le cas Thales," Post-Print hal-04191308, HAL.
    2. 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.

Articles

  1. Nathalie Oriol & Iryna Veryzhenko, 2019. "Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation," Quantitative Finance, Taylor & Francis Journals, vol. 19(7), pages 1075-1092, July.
    See citations under working paper version above.
  2. Oriol, Nathalie & Rufini, Alexandra & Torre, Dominique, 2018. "Fifty-shades of grey: Competition between dark and lit pools in stock exchanges," Information Economics and Policy, Elsevier, vol. 45(C), pages 68-85.
    See citations under working paper version above.
  3. 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.
    See citations under working paper version above.
  4. 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.

    Cited by:

    1. Monira Essa Aloud, 2020. "The role of attribute selection in Deep ANNs learning framework for high‐frequency financial trading," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 27(2), pages 43-54, April.
    2. Iryna Veryzhenko, 2021. "Who gains and who loses on stock markets? Risk preferences and timing matter," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 28(2), pages 143-155, April.
    3. 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.
    4. Javier Bajo & Philippe Mathieu & María José Escalona, 2017. "Multi‐agent technologies in economics," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 24(2-3), pages 59-61, April.
    5. Xinhui Yang & Jie Zhang & Qing Ye, 2020. "Tick size and market quality: Simulations based on agent‐based artificial stock markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 27(3), pages 125-141, July.

  5. Nathalie Oriol, 2011. "Investissement institutionnel et révision de la directive MIF," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 217-236.

    Cited by:

    1. Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2015. "Should Dark Pools be Banned from Regulated Exchanges?," GREDEG Working Papers 2015-21, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (5) 2015-05-02 2015-05-30 2016-02-12 2016-02-23 2018-06-25. Author is listed
  2. NEP-CMP: Computational Economics (3) 2015-05-02 2016-02-23 2018-06-25
  3. NEP-NET: Network Economics (2) 2015-05-30 2016-02-12
  4. NEP-REG: Regulation (1) 2015-05-30

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Nathalie Oriol should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.