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 1 2 5 28
Ajustement des prix bid et ask en présence d'information privée 0 0 0 12 0 1 1 302
Big Data: Quelle révolution pour les marchés financiers et la gestion de portefeuille 0 0 2 11 0 0 3 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 0 0 0 1 1
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 0 0 1 27
Contagion in Emerging Markets 0 0 0 0 0 1 1 14
Decomposing Volume for VWAP Strategies 0 0 2 68 0 0 3 177
Effet des Modes de Négociation sur les Echanges 0 0 0 0 0 1 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 1 17
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 1 75 0 2 5 496
Financial Market Liquidity: Who Is Acting Strategically? 0 0 1 22 0 0 1 57
Forecasting Intra-daily Liquidity in Large Panels 0 0 0 0 2 4 8 54
Forecasting intra-daily volume in large panels of assets 0 0 0 0 4 7 11 11
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 1 0 1 1 23
How Liquid are Markets? 0 0 0 0 0 0 0 22
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 0 0 4 25
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 0 0 3 100
Improving VWAP strategies: A dynamical volume approach 0 0 2 88 2 2 14 360
Intra-day market activity 0 0 0 0 0 0 0 50
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 0 0 1 21
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 5 0 0 0 23
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 0 0 0 0 17
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 1 3 75
Liquidity contagion: A look at emerging markets 0 0 0 0 0 1 1 39
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 0 2 5 303
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 2 5 75
MLiq a meta liquidity measure 0 0 0 0 0 1 1 57
MLiq a meta liquidity measure 0 0 0 0 0 0 0 48
Matching Procedures and Market Characteristics 0 0 0 5 0 0 0 30
Measuring the Liquidity Part of Volume 0 0 0 0 0 1 1 24
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 1 1
Modes de négociation et caractéristiques de marché 0 0 0 1 0 1 2 347
Nouvelles techniques de gestion et leur impact sur la volatilité 0 0 0 0 0 0 0 13
Reducing the risk of VWAP orders execution - A new approach to modeling intra-day volume 0 0 0 5 0 1 2 30
Returns and Volume: Between Information andLiquidity 0 0 0 0 0 2 2 25
Taking into account extreme events in European option pricing 0 0 0 0 0 0 0 16
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 4 17 350
Timing the Size Risk Premia 0 0 0 0 0 1 6 25
Timing the size risk premium 0 0 0 0 0 2 6 6
Trading Volume and Arbitrage 0 1 5 135 1 3 9 402
Trading Volume and Arbitrage 0 0 0 0 0 0 0 33
Trading volume and Arbitrage 0 0 0 0 0 0 2 72
Trading volume and Arbitrage 0 0 0 4 0 0 3 33
Understanding the effect of ESG scores on stock returns using mediation theory 0 0 0 0 0 0 0 0
Understanding the effect of ESG scores on stock returns using mediation theory 0 1 1 1 1 3 11 11
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 2 8 1 2 9 12
Total Working Papers 0 2 16 615 12 48 158 4,167

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 0 2 4 205
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 8 0 0 0 52
Improving VWAP strategies: A dynamic volume approach 0 0 3 247 0 0 6 686
Intra-day market activity 0 0 3 262 0 0 5 515
Intraday Transaction Price Dynamics 0 0 0 6 0 1 4 20
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 13 2 2 2 52
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 1 2 25 0 1 7 150
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 1 14 0 2 4 81
Timing the Size Risk Premia 0 1 2 3 0 4 13 16
Total Journal Articles 0 2 11 626 2 12 45 1,850

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 0 0 4
Total Chapters 0 0 0 0 0 0 0 4

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Statistics updated 2025-05-12