Research

Research interests                                                                                                                                                                                                

• market microstructure, high-frequency trading, flash events

• portfolio management, asset allocation, technical analysis

Academic visits                                                                                                                                                                                                

• Visiting PhD researcher, Aix-Marseille School of Economics (09/2019-12/2019)

Publications in refereed journals

[2] Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events, Financial Innovation, 2025; 11 (1), 68 (joint work with Mikael Petitjean and Christophe Desagre)

[1] Mini Flash Crashes: Review, Taxonomy and Policy Responses, Bulletin of Economic Research, 2019; 1-21 (joint work with Mikael Petitjean)

Publications as book chapters

[1] Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs. In: Dufrénot G., Matsuki T. (eds) Recent Econometric Techniques for Macroeconomic and Financial Data. Dynamic Modeling and Econometrics in Economics and Finance, vol 27. Springer, Cham. (joint work with Marcel Aloy, Sébastien Laurent and Christelle Lecourt)

Publications in non-refeered journals

[1] La vitesse sur les marchés financiers: stop ou encore?, Regards Economiques, n°21, 12-2016 (joint work with Christophe Desagre and Mikael Petitjean)

Presentation at conferences, workshops and seminars                                                                                                                                                          

Presentation (P), Chair (C), Discussion (D), Presentation by Co-author (Co)                     

[11] 37th International Conference of the French Finance Association - AFFI - May 26-28, 2021, Nantes, France (P, C and D) [Program]                         

[10] New Zealand Finance Meeting, December 18-20, 2019, Auckland University of Technology, Auckland, New Zealand (P, C and D) [Program]

[9] 32nd Australasian Finance & Banking Conference (AFBC), December 16-18, 2019, Sydney, Australia (P and D) [Program]

[8] Louvain Finance Internal Seminar, January 23, 2019, Mons, Belgium (P)

[7] Portsmouth-Fordham Conference on Banking & Finance, September 24-25, 2016, Portsmouth, United Kingdom (Co)

[6] Energy & Commodity Finance Conference - ECOMFIN, June 23-24, 2016, ESSEC Business School, Paris, France (P and D) [Program]

[5] 6th International Conference of the Financial Engineering & Banking Society - FEBS, June 10-12, 2016, Malaga, Spain (P and C) [Program]

[4] 33rd International Conference of the French Finance Association - AFFI, May 23-25, 2016, Liège, Belgium (P and D)

[3] 15th Belgian Financial Research Forum, May 10, 2016, National Bank of Belgium, Brussels, Belgium (D)

[2] 3L Finance Research Workshop, April 29, 2016, Brussels, Belgium (P)

[1] UCL Mons Research Day, January 26, 2016, Université catholique de Louvain, Mons, Belgium (P)