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 5 32
Ajustement des prix bid et ask en présence d'information privée 0 0 0 12 0 1 3 305
Big Data: Quelle révolution pour les marchés financiers et la gestion de portefeuille 0 0 0 11 0 2 3 33
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 1 6 11 38
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 0 3 3 4
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 0 2 4 4
Contagion in Emerging Markets 0 0 0 0 1 5 8 22
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 0 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 0 3 5 8
Euro money market interest rates dynamics and volatility 0 0 0 0 0 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 2 9 13 509
Financial Market Liquidity: Who Is Acting Strategically? 0 0 0 22 0 4 9 66
Forecasting Intra-daily Liquidity in Large Panels 0 0 0 0 0 0 4 56
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 0 3 17 18
Forecasting intra-daily volume in large panels of assets 0 0 0 0 0 3 16 23
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 1 0 3 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 4 8 108
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 0 5 8 33
Improving VWAP strategies: A dynamical volume approach 0 2 4 92 3 11 29 387
Intra-day market activity 0 0 0 0 0 3 7 57
Intraday Transaction Price Dynamics 0 0 0 0 0 2 2 12
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 0 1 3 6 34
Le retour de la volatilité: asphyxie ou nouveau souffle ? 0 0 0 0 0 2 6 27
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 0 0 2 6 23
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 5 0 3 4 27
Liquidity Problems in the FX Liquid Market 0 0 0 46 0 0 3 79
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 0 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 1 5 9 312
Liquidity risk and contagion for liquid funds 0 0 0 3 0 8 10 34
Liquidité et risque de liquidité 0 0 0 0 1 5 7 82
MLiq a meta liquidity measure 0 0 0 0 0 3 4 61
MLiq a meta liquidity measure 0 0 0 0 0 3 5 53
Matching Procedures and Market Characteristics 0 0 0 5 0 0 0 30
Measuring the Liquidity Part of Volume 0 0 0 0 0 5 8 32
Measuring the Liquidity Part of Volume 0 0 0 0 0 1 5 14
Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 1 5 9 44
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 1 2 3 4
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 2 5 10 11
Modes de négociation et caractéristiques de marché 0 0 0 1 2 4 9 356
Nouvelles techniques de gestion et leur impact sur la volatilité 0 0 0 0 1 2 3 16
Reducing the risk of VWAP orders execution - A new approach to modeling intra-day volume 0 0 0 5 0 3 9 39
Returns and Volume: Between Information andLiquidity 0 0 0 0 1 4 6 31
Taking into account extreme events in European option pricing 0 0 0 0 0 2 6 22
Temps Aléatoire et Dynamique du Carnet d’ordres 0 0 0 20 0 2 2 57
Time Deformation: Definition and Comparisons 0 0 0 0 0 9 15 365
Timing the Size Risk Premia 0 0 0 0 1 2 6 31
Timing the size risk premium 0 0 0 0 0 1 4 10
Trading Volume and Arbitrage 0 0 0 0 0 3 7 40
Trading Volume and Arbitrage 0 0 2 137 0 6 16 417
Trading volume and Arbitrage 0 0 1 5 0 4 7 40
Trading volume and Arbitrage 0 0 0 0 0 3 6 78
Understanding the effect of ESG scores on stock returns using mediation theory 0 0 4 5 1 3 17 27
Understanding the effect of ESG scores on stock returns using mediation theory 0 0 0 0 1 4 9 9
Volatilités et mesures de risque 0 0 0 5 0 1 4 32
Who can better push firms to go "green"? A look at ESG effects on stock returns 0 0 0 8 1 6 10 21
Total Working Papers 0 2 11 626 23 193 416 4,572

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 3 9 214
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 8 2 9 15 67
Improving VWAP strategies: A dynamic volume approach 0 2 4 251 0 7 15 701
Intra-day market activity 0 0 0 262 1 9 15 530
Intraday Transaction Price Dynamics 0 0 0 6 0 1 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 0 1 3 28 5 16 25 175
Nouvelles techniques de gestion et leur impact sur la volatilité 0 0 0 3 1 4 5 43
Taking into account extreme events in European option pricing 0 0 0 14 0 0 2 83
Timing the Size Risk Premia 0 0 3 6 2 11 18 34
Total Journal Articles 0 3 10 636 11 63 114 1,962

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 1 8 11 15
Total Chapters 0 0 0 0 1 8 11 15

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Statistics updated 2026-04-09