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 32
Ajustement des prix bid et ask en présence d'information privée 0 0 0 12 0 0 3 305
Big Data: Quelle révolution pour les marchés financiers et la gestion de portefeuille 0 0 0 11 0 1 4 34
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 0 2 5 6
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 1 3 13 40
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 0 2 6 6
Contagion in Emerging Markets 0 0 0 0 0 2 9 23
Decomposing Volume for VWAP Strategies 0 0 0 68 1 5 9 186
Effet des Modes de Négociation sur les Echanges 0 0 0 0 0 0 9 25
Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework 0 0 0 0 0 4 9 12
Euro money market interest rates dynamics and volatility 0 0 0 0 0 2 4 21
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 0 75 1 5 16 512
Financial Market Liquidity: Who Is Acting Strategically? 0 0 0 22 2 2 11 68
Forecasting Intra-daily Liquidity in Large Panels 0 0 0 0 0 2 4 58
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 1 5 21 23
Forecasting intra-daily volume in large panels of assets 0 0 0 0 0 0 12 23
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 1 0 2 8 31
How Liquid are Markets? 0 0 0 0 0 3 4 26
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 2 9 15 116
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 1 4 11 37
Improving VWAP strategies: A dynamical volume approach 1 1 4 93 3 18 41 402
Intra-day market activity 0 0 0 0 0 2 9 59
Intraday Transaction Price Dynamics 0 0 0 0 0 3 5 15
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 0 0 2 7 35
Le retour de la volatilité: asphyxie ou nouveau souffle ? 0 0 0 0 0 1 7 28
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 5 0 0 4 27
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 0 0 2 8 25
Liquidity Problems in the FX Liquid Market 0 0 0 46 0 3 6 82
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 0 2 5 80
Liquidity contagion: A look at emerging markets 0 0 0 0 1 3 8 47
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 0 2 9 313
Liquidity risk and contagion for liquid funds 0 0 0 3 0 0 10 34
Liquidité et risque de liquidité 0 0 0 0 0 1 7 82
MLiq a meta liquidity measure 0 0 0 0 0 1 5 62
MLiq a meta liquidity measure 0 0 0 0 0 1 6 54
Matching Procedures and Market Characteristics 0 0 0 5 0 0 0 30
Measuring the Liquidity Part of Volume 0 0 0 0 0 3 8 17
Measuring the Liquidity Part of Volume 0 0 0 0 1 4 12 36
Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 0 2 10 45
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 0 5 13 14
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 0 2 4 5
Modes de négociation et caractéristiques de marché 0 0 0 1 0 3 10 357
Nouvelles techniques de gestion et leur impact sur la volatilité 0 0 0 0 3 7 8 22
Reducing the risk of VWAP orders execution - A new approach to modeling intra-day volume 0 0 0 5 0 1 10 40
Returns and Volume: Between Information andLiquidity 0 0 0 0 0 8 13 38
Taking into account extreme events in European option pricing 0 0 0 0 1 4 10 26
Temps Aléatoire et Dynamique du Carnet d’ordres 0 0 0 20 0 1 3 58
Time Deformation: Definition and Comparisons 0 0 0 0 0 2 17 367
Timing the Size Risk Premia 0 0 0 0 0 2 7 32
Timing the size risk premium 0 0 0 0 1 1 5 11
Trading Volume and Arbitrage 0 0 0 0 1 4 11 44
Trading Volume and Arbitrage 0 0 1 137 0 1 15 418
Trading volume and Arbitrage 0 0 1 5 0 2 9 42
Trading volume and Arbitrage 0 0 0 0 0 3 9 81
Understanding the effect of ESG scores on stock returns using mediation theory 0 1 5 6 1 7 21 33
Understanding the effect of ESG scores on stock returns using mediation theory 0 0 0 0 1 3 11 11
Volatilités et mesures de risque 0 0 0 5 1 3 7 35
Who can better push firms to go "green"? A look at ESG effects on stock returns 0 0 0 8 0 1 9 21
Total Working Papers 1 2 11 628 23 163 536 4,712

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 1 4 7 42
Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework 0 0 0 42 0 2 11 216
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 8 0 3 16 68
Improving VWAP strategies: A dynamic volume approach 0 1 4 252 4 11 25 712
Intra-day market activity 0 0 0 262 0 3 17 532
Intraday Transaction Price Dynamics 0 0 0 6 0 4 7 27
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 13 0 2 4 56
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 3 28 0 7 27 177
Nouvelles techniques de gestion et leur impact sur la volatilité 0 0 0 3 0 2 6 44
Taking into account extreme events in European option pricing 0 0 0 14 1 3 5 86
Timing the Size Risk Premia 0 0 3 6 2 5 21 37
Total Journal Articles 0 1 10 637 8 46 146 1,997

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 2 11 16
Total Chapters 0 0 0 0 0 2 11 16

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Statistics updated 2026-06-04