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 1 12 17
Ajustement des prix bid et ask en présence d'information privée 0 0 0 12 0 0 0 301
Big Data: Quelle révolution pour les marchés financiers et la gestion de portefeuille 0 1 3 7 0 1 7 23
Bivariate integer-autoregressive process with an application to mutual fund flows 0 1 1 18 0 1 5 23
Contagion in Emerging Markets 0 0 0 0 0 0 0 12
Decomposing Volume for VWAP Strategies 0 0 1 64 0 2 7 169
Effet des Modes de Négociation sur les Echanges 0 0 0 0 0 0 1 13
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 2
Euro money market interest rates dynamics and volatility 0 0 0 0 0 1 4 16
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 0 74 0 0 2 488
Financial Market Liquidity: Who Is Acting Strategically? 0 0 0 21 0 1 1 54
Forecasting Intra-daily Liquidity in Large Panels 0 0 0 0 2 7 17 19
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 0 0 0 1 19
How Liquid are Markets? 0 0 0 0 0 0 1 20
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 0 0 2 93
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 1 4 9 19
Improving VWAP strategies: A dynamical volume approach 0 0 5 84 0 1 9 335
Intra-day market activity 0 0 0 0 0 0 2 47
Intraday Transaction Price Dynamics 0 0 0 0 0 0 0 10
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 0 1 1 3 26
Le retour de la volatilité: asphyxie ou nouveau souffle ? 0 0 0 0 0 0 6 7
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 0 0 0 1 15
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 1 5 0 0 1 22
Liquidity Problems in the FX Liquid Market 0 0 0 45 0 0 4 74
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 0 0 1 72
Liquidity contagion: A look at emerging markets 0 0 0 0 0 0 0 34
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 0 1 1 295
Liquidity risk and contagion for liquid funds 0 0 0 3 0 1 3 20
Liquidité et risque de liquidité 0 0 0 0 0 0 7 62
MLiq a meta liquidity measure 0 0 0 0 0 0 2 46
MLiq a meta liquidity measure 0 0 0 0 1 1 10 56
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 7
Measuring the Liquidity Part of Volume 0 0 0 0 0 0 2 19
Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 1 1 3 32
Modes de négociation et caractéristiques de marché 0 0 0 1 0 0 1 344
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 1 3 0 0 3 24
Returns and Volume: Between Information andLiquidity 0 0 0 0 0 2 2 22
Taking into account extreme events in European option pricing 0 0 0 0 0 0 2 16
Temps Aléatoire et Dynamique du Carnet d’ordres 0 0 0 20 0 0 0 54
Time Deformation: Definition and Comparisons 0 0 0 0 1 6 41 273
Trading Volume and Arbitrage 0 0 0 0 1 1 5 31
Trading Volume and Arbitrage 0 0 0 128 3 3 9 379
Trading volume and Arbitrage 0 0 0 0 5 7 16 67
Trading volume and Arbitrage 0 0 0 3 1 1 5 27
Volatilités et mesures de risque 0 0 0 5 0 0 0 28
Total Working Papers 0 2 12 580 18 45 210 3,775

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 1 42 0 0 2 199
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 8 0 0 3 51
Improving VWAP strategies: A dynamic volume approach 0 1 5 240 1 5 21 668
Intra-day market activity 0 1 3 252 0 1 5 500
Intraday Transaction Price Dynamics 0 1 1 5 0 1 1 13
Intrinsic Liquidity in Conditional Volatility Models 1 1 2 12 2 2 4 49
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 1 1 2 21 1 1 3 132
Nouvelles techniques de gestion et leur impact sur la volatilité 0 0 0 3 0 0 0 37
Taking into account extreme events in European option pricing 0 0 0 13 0 0 1 76
Total Journal Articles 2 5 14 599 4 10 40 1,760

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 1 3
Total Chapters 0 0 0 0 0 0 1 3

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Statistics updated 2022-12-04