JACOB-LEAL Sandrine

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Sandrine JACOB-LEAL
Professeur Permanent
ICN Business School
FCC

Email :
sandrine.jacob-leal@icn-artem.com

Téléphone :
+33 3 54 50 26 07

Sujet(s) de recherche :

Economie Financière

Théorie Financière

Alma mater :
Université de Sienne

CV :

Télécharger le CV
Sandrine JACOB-LEAL
Professeur Permanent
ICN Business School
FCC
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, 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.

Fonction(s)

    @ICN Business School - Professeur Permanent

Publications académiques


18 documents

Articles dans une revue5 documents

  • Matthew Hawkins, Mahamadou Biga Diambeidou, Sandrine Jacob Leal. Facilitating knowledge creation and team performance through behavioral integration and skill-based identity. Industry and Higher Education, 2023, pp.095042222311557. ⟨10.1177/09504222231155799⟩. ⟨hal-04056772⟩
  • Sandrine Jacob Leal, Mauro 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, 2019, 157, pp.15-41. ⟨10.1016/j.jebo.2017.04.013⟩. ⟨hal-03403589⟩
  • Sandrine Jacob Leal, Mauro Napoletano, Andrea Roventini, Giorgio Fagiolo. Rock around the Clock : An agent-based model of low- and high-frequency trading. Journal of Evolutionary Economics, 2016, 26 (1), pp.49-76. ⟨10.1007/s00191-015-0418-4⟩. ⟨hal-01512863⟩
  • Sandrine Jacob Leal. Fundamentalists, Chartists and Asset pricing anomalies. Quantitative Finance, 2015, 15 (11), pp.1837-1850. ⟨10.1080/14697688.2014.972434⟩. ⟨hal-01508002⟩
  • Sandrine Jacob Leal. Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists. Economics Bulletin, 2013, 33 (4), pp.3102-3116. ⟨hal-01514507⟩

Communications dans un congrès10 documents

  • Sandrine Jacob Leal. High-Frequency Trading: Does Latency Floor Matter?. WEHIA Conference, Jun 2019, London, United Kingdom. ⟨hal-02454191⟩
  • Sandrine Jacob Leal, Nobuyuki 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. ⟨hal-02298343⟩
  • Sandrine Jacob Leal, Nobuyuki 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. ⟨hal-02297911⟩
  • Sandrine Jacob Leal, Nobuyuki Hanaki, Mauro Napoletano. Market volatility and crashes in experimental nancial markets with interactions between human and high-frequency traders. Experimental Finance conference 2017, 2017, Nice, France. ⟨hal-01772345⟩
  • Sandrine Jacob Leal, Mauro 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. ⟨hal-01512779⟩
  • Sandrine Jacob Leal, Mauro 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. ⟨hal-01512780⟩
  • Sandrine Jacob Leal, Mauro Napoletano, Andrea Roventini, Giorgio Fagiolo. High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments. Paris Financial Management Conference (PFMC), 2015, Paris, France. ⟨hal-01508005⟩
  • Sandrine Jacob Leal, Mauro Napoletano, Andrea Roventini, Giorgio 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. ⟨hal-01508009⟩
  • Sandrine Jacob Leal, Mauro Napoletano, Andrea Roventini, Giorgio 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. ⟨hal-01508006⟩
  • Sandrine Jacob Leal, Mauro Napoletano, Andrea Roventini, Giorgio 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. ⟨hal-01515227⟩

Autres publications1 document

  • Sandrine Jacob Leal, Mauro Napoletano, Andrea Roventini, Giorgio Fagiolo. La java des fréquences : une explication du « krach éclair » / Rock around the clock : an explanation of flash crashes, Blog OFC. 2014. ⟨hal-01514010⟩

Pré-publications, Documents de travail1 document

  • Sandrine Jacob Leal, Mauro Napoletano, Andrea Roventini, Giorgio Fagiolo. Rock around the clock: an agent-based model of low- and high-frequency trading. 2014. ⟨hal-01070542⟩

Rapports1 document

  • Sandrine Jacob Leal, Mauro Napoletano. Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. [Research Report] Cahier de recherche du CEREFIGE. 2016. ⟨hal-01512781⟩

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