Publications: MR Floris Laly

Laly F ( 2025 ) . High-frequency momentum and contrarian strategies in U.S. blue chips . Investment Management and Financial Innovations vol. 22 , ( 3 ) 395 - 413 .

Desagre C, Laly F, Petitjean M ( 2025 ) . Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events . Financial Innovation vol. 11 , ( 1 )