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