Access Statistics for Gaelle Le Fol

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A self-exciting model of mutual fund flows: Investor Behaviour and Liability Risk 0 0 0 0 0 0 4 28
Ajustement des prix bid et ask en présence d'information privée 0 0 0 12 0 0 1 302
Big Data: Quelle révolution pour les marchés financiers et la gestion de portefeuille 0 0 0 11 0 0 0 30
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 0 0 0 0
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 0 0 0 27
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 0 0 0 1
Contagion in Emerging Markets 0 0 0 0 0 0 1 14
Decomposing Volume for VWAP Strategies 0 0 1 68 0 0 2 177
Effet des Modes de Négociation sur les Echanges 0 0 0 0 0 0 2 16
Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework 0 0 0 0 0 0 1 3
Euro money market interest rates dynamics and volatility 0 0 0 0 0 0 0 17
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 1 75 0 0 4 496
Financial Market Liquidity: Who Is Acting Strategically? 0 0 1 22 1 1 2 58
Forecasting Intra-daily Liquidity in Large Panels 0 0 0 0 0 0 6 54
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 0 1 3 3
Forecasting intra-daily volume in large panels of assets 0 0 0 0 1 1 12 12
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 1 1 1 2 24
How Liquid are Markets? 0 0 0 0 0 1 1 23
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 0 2 2 102
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 0 1 5 26
Improving VWAP strategies: A dynamical volume approach 0 1 2 89 1 2 12 362
Intra-day market activity 0 0 0 0 0 1 1 51
Intraday Transaction Price Dynamics 0 0 0 0 0 0 0 10
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 0 0 0 1 28
Le retour de la volatilité: asphyxie ou nouveau souffle ? 0 0 0 0 1 2 2 23
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 0 0 0 0 17
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 5 0 0 0 23
Liquidity Problems in the FX Liquid Market 0 0 0 46 0 0 1 76
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 0 0 2 75
Liquidity contagion: A look at emerging markets 0 0 0 0 0 0 1 39
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 0 1 5 304
Liquidity risk and contagion for liquid funds 0 0 0 3 0 0 0 24
Liquidité et risque de liquidité 0 0 0 0 0 0 5 75
MLiq a meta liquidity measure 0 0 0 0 0 0 0 48
MLiq a meta liquidity measure 0 0 0 0 0 0 1 57
Matching Procedures and Market Characteristics 0 0 0 5 0 0 0 30
Measuring the Liquidity Part of Volume 0 0 0 0 1 1 2 25
Measuring the Liquidity Part of Volume 0 0 0 0 0 0 0 9
Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 0 0 1 35
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 0 0 1 1
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 0 0 0 1
Modes de négociation et caractéristiques de marché 0 0 0 1 0 0 2 347
Nouvelles techniques de gestion et leur impact sur la volatilité 0 0 0 0 0 1 1 14
Reducing the risk of VWAP orders execution - A new approach to modeling intra-day volume 0 0 0 5 1 1 3 31
Returns and Volume: Between Information andLiquidity 0 0 0 0 0 0 2 25
Taking into account extreme events in European option pricing 0 0 0 0 0 1 1 17
Temps Aléatoire et Dynamique du Carnet d’ordres 0 0 0 20 0 0 1 55
Time Deformation: Definition and Comparisons 0 0 0 0 0 0 12 350
Timing the Size Risk Premia 0 0 0 0 0 1 5 26
Timing the size risk premium 0 0 0 0 0 1 5 7
Trading Volume and Arbitrage 0 1 4 136 0 1 8 403
Trading Volume and Arbitrage 0 0 0 0 0 0 0 33
Trading volume and Arbitrage 0 0 0 4 0 0 3 33
Trading volume and Arbitrage 0 0 0 0 0 0 2 72
Understanding the effect of ESG scores on stock returns using mediation theory 0 0 0 0 0 1 1 1
Understanding the effect of ESG scores on stock returns using mediation theory 0 0 1 1 0 5 12 16
Volatilités et mesures de risque 0 0 0 5 0 0 0 28
Who can better push firms to go "green"? A look at ESG effects on stock returns 0 0 0 8 0 1 7 13
Total Working Papers 0 2 10 617 7 28 148 4,197

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Effet des modes de négociation sur les échanges 0 0 0 3 0 0 0 35
Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework 0 0 0 42 1 2 6 207
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 8 1 1 1 53
Improving VWAP strategies: A dynamic volume approach 1 2 3 249 1 3 7 689
Intra-day market activity 0 0 2 262 1 1 5 516
Intraday Transaction Price Dynamics 0 0 0 6 0 0 3 20
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 13 0 0 2 52
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 2 25 1 1 8 151
Nouvelles techniques de gestion et leur impact sur la volatilité 0 0 0 3 0 0 0 38
Taking into account extreme events in European option pricing 0 0 0 14 0 0 3 81
Timing the Size Risk Premia 0 1 2 4 1 2 11 18
Total Journal Articles 1 3 9 629 6 10 46 1,860

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contagion in Emerging Markets 0 0 0 0 0 1 1 5
Total Chapters 0 0 0 0 0 1 1 5

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Statistics updated 2025-08-05