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 6 32
Ajustement des prix bid et ask en présence d'information privée 0 0 0 12 1 2 3 305
Big Data: Quelle révolution pour les marchés financiers et la gestion de portefeuille 0 0 0 11 1 3 3 33
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 1 3 3 4
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 2 6 10 37
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 0 3 4 4
Contagion in Emerging Markets 0 0 0 0 0 6 7 21
Decomposing Volume for VWAP Strategies 0 0 0 68 0 3 4 181
Effet des Modes de Négociation sur les Echanges 0 0 0 0 2 5 9 25
Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework 0 0 0 0 1 4 5 8
Euro money market interest rates dynamics and volatility 0 0 0 0 1 1 2 19
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 0 75 1 9 12 507
Financial Market Liquidity: Who Is Acting Strategically? 0 0 0 22 2 6 9 66
Forecasting Intra-daily Liquidity in Large Panels 0 0 0 0 0 0 6 56
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 1 4 17 18
Forecasting intra-daily volume in large panels of assets 0 0 0 0 1 4 18 23
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 1 1 4 6 29
How Liquid are Markets? 0 0 0 0 0 0 1 23
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 1 6 8 33
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 0 4 7 107
Improving VWAP strategies: A dynamical volume approach 1 2 4 92 5 12 26 384
Intra-day market activity 0 0 0 0 1 5 7 57
Intraday Transaction Price Dynamics 0 0 0 0 1 2 2 12
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 0 0 4 5 33
Le retour de la volatilité: asphyxie ou nouveau souffle ? 0 0 0 0 1 4 6 27
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 5 1 3 4 27
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 0 0 3 6 23
Liquidity Problems in the FX Liquid Market 0 0 0 46 0 2 3 79
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 1 3 3 78
Liquidity contagion: A look at emerging markets 0 0 0 0 0 1 5 44
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 2 6 8 311
Liquidity risk and contagion for liquid funds 0 0 0 3 3 9 10 34
Liquidité et risque de liquidité 0 0 0 0 1 4 6 81
MLiq a meta liquidity measure 0 0 0 0 0 3 5 53
MLiq a meta liquidity measure 0 0 0 0 0 3 4 61
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 5 14
Measuring the Liquidity Part of Volume 0 0 0 0 2 6 8 32
Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 2 7 8 43
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 1 1 2 3
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 1 4 8 9
Modes de négociation et caractéristiques de marché 0 0 0 1 0 5 7 354
Nouvelles techniques de gestion et leur impact sur la volatilité 0 0 0 0 0 1 2 15
Reducing the risk of VWAP orders execution - A new approach to modeling intra-day volume 0 0 0 5 2 5 9 39
Returns and Volume: Between Information andLiquidity 0 0 0 0 1 4 6 30
Taking into account extreme events in European option pricing 0 0 0 0 0 3 6 22
Temps Aléatoire et Dynamique du Carnet d’ordres 0 0 0 20 1 2 2 57
Time Deformation: Definition and Comparisons 0 0 0 0 0 10 17 365
Timing the Size Risk Premia 0 0 0 0 0 2 5 30
Timing the size risk premium 0 0 0 0 1 2 4 10
Trading Volume and Arbitrage 0 1 3 137 1 9 18 417
Trading Volume and Arbitrage 0 0 0 0 0 3 7 40
Trading volume and Arbitrage 0 0 0 0 0 3 6 78
Trading volume and Arbitrage 0 1 1 5 1 5 7 40
Understanding the effect of ESG scores on stock returns using mediation theory 0 0 0 0 0 4 8 8
Understanding the effect of ESG scores on stock returns using mediation theory 0 2 4 5 1 6 17 26
Volatilités et mesures de risque 0 0 0 5 0 2 4 32
Who can better push firms to go "green"? A look at ESG effects on stock returns 0 0 0 8 2 6 9 20
Total Working Papers 1 6 12 626 48 230 405 4,549

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 3 3 38
Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework 0 0 0 42 0 5 10 214
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 8 2 10 13 65
Improving VWAP strategies: A dynamic volume approach 1 2 4 251 3 9 15 701
Intra-day market activity 0 0 0 262 2 11 14 529
Intraday Transaction Price Dynamics 0 0 0 6 0 2 3 23
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 13 0 0 4 54
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 1 2 4 28 6 17 21 170
Nouvelles techniques de gestion et leur impact sur la volatilité 0 0 0 3 0 3 4 42
Taking into account extreme events in European option pricing 0 0 0 14 0 0 2 83
Timing the Size Risk Premia 0 1 3 6 5 11 17 32
Total Journal Articles 2 5 11 636 18 71 106 1,951

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 7 10 14
Total Chapters 0 0 0 0 2 7 10 14

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Statistics updated 2026-03-04