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 3 7 32
Ajustement des prix bid et ask en présence d'information privée 0 0 0 12 1 2 3 304
Big Data: Quelle révolution pour les marchés financiers et la gestion de portefeuille 0 0 0 11 1 1 1 31
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 1 4 5 32
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 1 2 2 2
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 0 0 0 1
Contagion in Emerging Markets 0 0 0 0 2 3 4 17
Decomposing Volume for VWAP Strategies 0 0 0 68 0 0 1 178
Effet des Modes de Négociation sur les Echanges 0 0 0 0 0 0 6 20
Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework 0 0 0 0 1 1 2 5
Euro money market interest rates dynamics and volatility 0 0 0 0 0 1 1 18
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 0 75 2 3 6 500
Financial Market Liquidity: Who Is Acting Strategically? 0 0 1 22 2 4 6 62
Forecasting Intra-daily Liquidity in Large Panels 0 0 0 0 0 2 7 56
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 1 8 15 15
Forecasting intra-daily volume in large panels of assets 0 0 0 0 1 4 18 20
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 1 1 2 4 26
How Liquid are Markets? 0 0 0 0 0 0 1 23
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 1 2 3 28
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 1 1 4 104
Improving VWAP strategies: A dynamical volume approach 0 0 2 90 4 8 18 376
Intra-day market activity 0 0 0 0 2 3 4 54
Intraday Transaction Price Dynamics 0 0 0 0 0 0 0 10
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 0 2 3 3 31
Le retour de la volatilité: asphyxie ou nouveau souffle ? 0 0 0 0 2 2 4 25
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 5 0 1 1 24
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 0 1 3 4 21
Liquidity Problems in the FX Liquid Market 0 0 0 46 2 3 4 79
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 4 5 43
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 2 2 6 307
Liquidity risk and contagion for liquid funds 0 0 0 3 1 2 2 26
Liquidité et risque de liquidité 0 0 0 0 0 1 4 77
MLiq a meta liquidity measure 0 0 0 0 0 1 2 58
MLiq a meta liquidity measure 0 0 0 0 0 2 2 50
Matching Procedures and Market Characteristics 0 0 0 5 0 0 0 30
Measuring the Liquidity Part of Volume 0 0 0 0 1 2 4 27
Measuring the Liquidity Part of Volume 0 0 0 0 2 4 4 13
Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 3 4 5 39
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 0 1 1 2
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 1 4 5 6
Modes de négociation et caractéristiques de marché 0 0 0 1 3 5 6 352
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 2 4 7 36
Returns and Volume: Between Information andLiquidity 0 0 0 0 1 2 4 27
Taking into account extreme events in European option pricing 0 0 0 0 1 3 4 20
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 1 5 10 356
Timing the Size Risk Premia 0 0 0 0 1 2 5 29
Timing the size risk premium 0 0 0 0 1 1 5 9
Trading Volume and Arbitrage 0 0 0 0 0 1 4 37
Trading Volume and Arbitrage 1 1 3 137 3 8 12 411
Trading volume and Arbitrage 0 0 0 0 0 3 3 75
Trading volume and Arbitrage 1 1 1 5 1 2 3 36
Understanding the effect of ESG scores on stock returns using mediation theory 2 3 5 5 4 5 19 24
Understanding the effect of ESG scores on stock returns using mediation theory 0 0 0 0 1 2 5 5
Volatilités et mesures de risque 0 0 0 5 1 2 3 31
Who can better push firms to go "green"? A look at ESG effects on stock returns 0 0 0 8 1 2 5 15
Total Working Papers 4 5 12 624 60 140 271 4,379

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 2 4 9 211
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 8 3 5 6 58
Improving VWAP strategies: A dynamic volume approach 0 0 2 249 2 4 8 694
Intra-day market activity 0 0 0 262 3 4 6 521
Intraday Transaction Price Dynamics 0 0 0 6 1 2 3 22
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 13 0 2 4 54
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 1 1 3 27 6 6 13 159
Nouvelles techniques de gestion et leur impact sur la volatilité 0 0 0 3 0 1 1 39
Taking into account extreme events in European option pricing 0 0 0 14 0 2 4 83
Timing the Size Risk Premia 1 1 4 6 2 2 14 23
Total Journal Articles 2 2 9 633 19 32 68 1,899

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

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Statistics updated 2026-01-09