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 2 3 7 31
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 1
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 1 1 1 1
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 0 1 1 28
Contagion in Emerging Markets 0 0 0 0 1 1 2 15
Decomposing Volume for VWAP Strategies 0 0 0 68 0 1 2 178
Effet des Modes de Négociation sur les Echanges 0 0 0 0 0 4 6 20
Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework 0 0 0 0 0 1 1 4
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 0 75 1 2 4 498
Financial Market Liquidity: Who Is Acting Strategically? 0 0 1 22 1 1 3 59
Forecasting Intra-daily Liquidity in Large Panels 0 0 0 0 2 2 8 56
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 4 8 11 11
Forecasting intra-daily volume in large panels of assets 0 0 0 0 1 5 17 17
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 1 1 1 3 25
How Liquid are Markets? 0 0 0 0 0 0 1 23
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 0 0 3 26
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 0 1 3 103
Improving VWAP strategies: A dynamical volume approach 0 1 3 90 1 7 13 369
Intra-day market activity 0 0 0 0 1 1 2 52
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 2 23
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 0 0 1 1 18
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 5 1 1 1 24
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 1 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 6 305
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 1 3 76
MLiq a meta liquidity measure 0 0 0 0 1 1 2 58
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 0 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 1 1 2 36
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 1 1 1 2
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 1 2 2 3
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 0 1 14
Reducing the risk of VWAP orders execution - A new approach to modeling intra-day volume 0 0 0 5 1 2 4 33
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 0 1 17
Temps Aléatoire et Dynamique du Carnet d’ordres 0 0 0 20 0 0 0 55
Time Deformation: Definition and Comparisons 0 0 0 0 2 3 11 353
Timing the Size Risk Premia 0 0 0 0 1 2 6 28
Timing the size risk premium 0 0 0 0 0 1 5 8
Trading Volume and Arbitrage 0 0 3 136 0 0 5 403
Trading Volume and Arbitrage 0 0 0 0 0 3 3 36
Trading volume and Arbitrage 0 0 0 0 0 0 1 72
Trading volume and Arbitrage 0 0 0 4 1 2 4 35
Understanding the effect of ESG scores on stock returns using mediation theory 1 2 3 3 1 4 15 20
Understanding the effect of ESG scores on stock returns using mediation theory 0 0 0 0 0 2 3 3
Volatilités et mesures de risque 0 0 0 5 0 1 1 29
Who can better push firms to go "green"? A look at ESG effects on stock returns 0 0 0 8 0 0 5 13
Total Working Papers 1 3 10 620 27 69 184 4,266

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 0 5 207
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 8 1 1 2 54
Improving VWAP strategies: A dynamic volume approach 0 0 2 249 0 1 5 690
Intra-day market activity 0 0 1 262 1 2 4 518
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 1 3 26 0 2 8 153
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 1 1 3 82
Timing the Size Risk Premia 0 1 3 5 0 3 13 21
Total Journal Articles 0 2 9 631 3 10 45 1,870

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 2 2 3 7
Total Chapters 0 0 0 0 2 2 3 7

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Statistics updated 2025-11-08