JACOB LEAL Sandrine
Sandrine Jacob Leal est Professeur Associée à ICN Business School (France). Elle a obtenu son Ph.D ainsi que son MSc en Economie à l'Université de Sienne (Italie).
Sandrine a été la responsable du département Finance, Audit, Comptabilité et Contrôle (janv. 2016 – oct. 2018). Elle est membre titulaire du CEREFIGE, laboratoire de Recherche en Science de Gestion et en Finance de l'Université de Lorraine (France), de l'axe Finance Comptabilité et Contrôle (FCC). De 2013 à 2018, Sandrine a été responsable adjointe de l'axe FCC et membre du conseil du CEREFIGE.
Ses recherches relèvent principalement de l'économie financière et s'articulent autour des thèmes suivants : Théorie financière, Anomalies de marché, Modèles multi-agents appliquées à la Finance, Trading à haute fréquence, Finance expérimentale.
Sandrine enseigne principalement la Finance d'entreprise mais elle a eu, dans le passé, l'opportunité d'enseigner la Finance internationale, l'économie, notamment la Microéconomie et la Macroéconomie.
Postes
Cours enseignés
Intêrets de Recherche
Publications
JACOB LEAL, S., N. HANAKI, “Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets”, Journal of Behavioral and Experimental Economics (formerly “Journal of Socio-Economics”), Octobre 2024, vol. 112
HAWKINS, M. A., M. BIGA DIAMBEIDOU, S. JACOB LEAL, “Facilitating knowledge creation and team performance through behavioral integration and skill-based identity”, Industry and Higher Education, Octobre 2023, vol. 37, no. 5, pp. 619–633
HAWKINS, M. A., M.BIGA DIAMBEIDOU, S.JACOB LEAL, “Who Do You Think You are? An Experimental Study on Shared Identity and Team Performance”, ssrn, 2020
JACOB LEAL, S., M. NAPOLETANO, “Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low-and high-frequency trading”, Journal of Economic Behavior and Organization, Janvier 2019, vol. 157, pp. 15-41
JACOB LEAL, S., “High-Frequency Trading: Does Latency Floor Matter?” dans WEHIA Conference, 2019, London, Royaume Uni
JACOB LEAL, S., N.HANAKI, “Algorithm trading, what if it is just an illusion? Evidence from experimental financial markets” CEF (Computing in Economics and Finance – International Conference). 2019, Ottawa, Canada
JACOB LEAL, S., N.HANAKI, “Algorithmic trading, what if it is just an illusion? Evidence from experimental financial markets” 10th meeting of the French Association of Experimental Economics (ASFEE). 2019, Toulouse, France
JACOB LEAL, S., N.HANAKI, “Algorithmic Trading, What if it is just an illusion? Evidence from Experimental Financial Market”, Documents de travail GREDEG, 2018
KENDO, S., S.JACOB LEAL, “Big Banking Principles and Financial Performance – Outreach Relationship: An Application to the Microfinance Sector”, ssrn, 2018
JACOB LEAL, S., “High-Frequency Trading: Does latency floor matter?” CEF (Computing in Economics and Finance ‐ International Conference). 2018, Milan, Italie
JACOB LEAL, S., “Market volatility and crashes in experimental financial markets with interactions between human and high-frequency traders” Collective Intelligence conference. 2018, Zurich, Suisse
JACOB LEAL, S., M.NAPOLETANO – “High-frequency trading and regulatory policies. A tale of market stability vs. market resilience” – 2018, Blog de l’OFCE – Observatoire Français des Conjonctures Economiques
JACOB LEAL, S., N.HANAKI, M.NAPOLETANO, “Market volatility and crashes in experimental nancial markets with interactions between human and high-frequency traders” Experimental Finance conference 2017. 2017, Nice, France
JACOB LEAL, S., M.NAPOLETANO, A.ROVENTINI, G.FAGIOLO, “Rock around the Clock : An agent-based model of low- and high-frequency trading”, Journal of Evolutionary Economics, Mars 2016, vol. 26, no. 1, pp. 49-76
JACOB LEAL, S., M.NAPOLETANO, “Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading”, Cahier de recherche du CEREFIGE, 2016
JACOB LEAL, S., M.NAPOLETANO, “Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading” 22nd International Conference on Computing in Economics and Finance (CEF). 2016, Bordeaux, France
JACOB LEAL, S., M.NAPOLETANO, “Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading” 4th International Symposium in Computational Economics and Finance (ISCEF). 2016, Paris, France
JACOB LEAL, S., “Fundamentalists, Chartists and Asset pricing anomalies”, Quantitative Finance, Novembre 2015, vol. 15, no. 11, pp. 1837-1850
JACOB LEAL, S., M.NAPOLETANO, A.ROVENTINI, G.FAGIOLO, “High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments” 5th International Conference of the Financial Engineering and Banking Society (FEBS). 2015, Nantes, France
JACOB LEAL, S., M.NAPOLETANO, A.ROVENTINI, G.FAGIOLO, “High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments” Economic Science with Heterogeneous Interacting Agents (WEHIA). 2015, Sophia-Antipolis, France
JACOB LEAL, S., M.NAPOLETANO, A.ROVENTINI, G.FAGIOLO, “High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments” Paris Financial Management Conference (PFMC). 2015, Paris, France
JACOB LEAL, S., M.NAPOLETANO, A.ROVENTINI, G.FAGIOLO, “Rock around the Clock : An agent-based model of low- and high-frequency trading” Third International Symposium in Computational Economics and Finance (ISCEF 2014). 2014, Paris, France
JACOB LEAL, S., M.NAPOLETANO, A.ROVENTINI, G.FAGIOLO, “Rock around the clock : An agent-based model of low- and high-frequency trading” 20th International Conference on Computing in Economics and Finance (CEF). 2014, Oslo, Norvège
JACOB LEAL, S., M.NAPOLETANO, A.ROVENTINI, G.FAGIOLO, “Rock around the clock : An agent-based model of low- and high-frequency trading” 31st French Finance Association (AFFI) Conference. 2014, Aix-en-Provence
JACOB LEAL, S., M.NAPOLETANO, A.ROVENTINI, G.FAGIOLO, “Rock around the clock: An agent-based model of low- and high-frequency trading” Colloque annuel du GDRE “Monnaie, Banque, Finance” du CNRS. 2014, Lyon, France
JACOB LEAL, S., M.NAPOLETANO, A.ROVENTINI, G.FAGIOLO – “La java des fréquences : une explication du « krach éclair » / Rock around the clock : an explanation of flash crashes, Blog OFC ” – 2014, Blog de l’OFCE – Observatoire Français des Conjonctures Economiques
JACOB LEAL, S., “Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists”, Economics Bulletin, Décembre 2013, vol. 33, no. 4, pp. 3102-3116
JACOB LEAL, S., G.FAGIOLO, M.NAPOLETANO, A.ROVENTINI, “Exploiting the Volume Clock : An Agent-based Model of High and Low Frequency Trading ” Workshop on Heterogeneity and Networks in (Financial) Markets. 2013, Marseille, France
JACOB LEAL, S., G.FAGIOLO, M.NAPOLETANO, A.ROVENTINI, “Exploiting the Volume Clock : An Agent-based Model of High and Low Frequency Trading” 18th Annual Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA). 2013, Reykjavik, Islande
JACOB LEAL, S., G.FAGIOLO, M.NAPOLETANO, A.ROVENTINI, “Exploiting the Volume Clock : An Agent-based Model of High and Low Frequency Trading” 8th European Meeting on Applied Evolutionary Economics (EMAEE). 2013, Sophia-Antipolis, France
JACOB LEAL, S., G.FAGIOLO, M.NAPOLETANO, A.ROVENTINI, “Exploiting the Volume Clock : An Agent-based Model of High and Low Frequency” 19th International Conference on Computing in Economics and Finance (CEF). 2013, Vancouver, Canada
JACOB LEAL, S., “Fundamentalists, Chartists and Asset Pricing Anomalies” 15th Conference of the Swiss Society for Financial Market Research (SGF). 2012, Zurich, Suisse
JACOB LEAL, S., “Fundamentalists, Chartists and Asset Pricing Anomalies” 18th International Conference on Computing in Economics and Finance (CEF). 2012, Prague, République tchèque
JACOB LEAL, S., “Heterogeneous Beliefs among Fundamentalists and Momentum Effect” 17th Annual Workshop on Economic Heterogeneous Interacting Agents (WEHIA 2012). 2012, Paris, France
JACOB LEAL, S., “Momentum Effect in Individual Stocks and Heterogeneous Beliefs among Fundamentalists” 61ème Congrès de l’Association Française de Science Economique (AFSE). 2012, Paris, France
JACOB LEAL, S., “Fundamentalists, Chartists and Asset Pricing Anomalies” 5th CSDA International Conference on Computational and Financial Econometrics (CFE). 2011, London, Royaume Uni
JACOB LEAL, S., “Fundamentalists, Chartists and Asset Pricing Anomalies” Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA). 2011, Ancona, Italie
JACOB LEAL, S., “A Stochastic Model of Price Formation and Predictability of Returns” dans 7th International Conference on Applied Financial Economics., International Conference on Applied Financial Economics, pp. 99-107, 2010