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 1 5 28
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 0
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 0 0 1 27
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 0 0 0 1 1
Contagion in Emerging Markets 0 0 0 0 0 0 1 14
Decomposing Volume for VWAP Strategies 0 0 1 68 0 0 2 177
Effet des Modes de Négociation sur les Echanges 0 0 0 0 0 0 2 16
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 3
Euro money market interest rates dynamics and volatility 0 0 0 0 0 0 1 17
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 1 75 0 0 4 496
Financial Market Liquidity: Who Is Acting Strategically? 0 0 1 22 0 0 1 57
Forecasting Intra-daily Liquidity in Large Panels 0 0 0 0 0 2 7 54
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 1 2 3 3
Forecasting intra-daily volume in large panels of assets 0 0 0 0 0 4 11 11
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 1 0 0 1 23
How Liquid are Markets? 0 0 0 0 1 1 1 23
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 1 2 2 102
Improving VWAP strategies: A dynamic volume approach 0 0 0 0 0 1 5 26
Improving VWAP strategies: A dynamical volume approach 0 1 2 89 0 3 13 361
Intra-day market activity 0 0 0 0 1 1 1 51
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 1 1 1 22
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 5 0 0 0 23
Liquidity Contagion. The Emerging Sovereign Debt Markets example 0 0 0 0 0 0 0 17
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 2 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 5 304
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 0 5 75
MLiq a meta liquidity measure 0 0 0 0 0 0 0 48
MLiq a meta liquidity measure 0 0 0 0 0 0 1 57
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 1 24
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 0 0 1 35
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 0 0 1 1
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 0 0 0 0 1 1
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 1 1 14
Reducing the risk of VWAP orders execution - A new approach to modeling intra-day volume 0 0 0 5 0 0 2 30
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 1 1 1 17
Temps Aléatoire et Dynamique du Carnet d’ordres 0 0 0 20 0 0 1 55
Time Deformation: Definition and Comparisons 0 0 0 0 0 0 12 350
Timing the Size Risk Premia 0 0 0 0 1 1 6 26
Timing the size risk premium 0 0 0 0 1 1 6 7
Trading Volume and Arbitrage 0 1 5 136 0 2 9 403
Trading Volume and Arbitrage 0 0 0 0 0 0 0 33
Trading volume and Arbitrage 0 0 0 0 0 0 2 72
Trading volume and Arbitrage 0 0 0 4 0 0 3 33
Understanding the effect of ESG scores on stock returns using mediation theory 0 0 1 1 4 6 16 16
Understanding the effect of ESG scores on stock returns using mediation theory 0 0 0 0 1 1 1 1
Volatilités et mesures de risque 0 0 0 5 0 0 0 28
Who can better push firms to go "green"? A look at ESG effects on stock returns 0 0 0 8 1 2 8 13
Total Working Papers 0 2 11 617 14 34 157 4,190

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 1 1 5 206
Gauging Liquidity Risk in Emerging Market Bond Index Funds 0 0 0 8 0 0 0 52
Improving VWAP strategies: A dynamic volume approach 0 1 2 248 1 2 6 688
Intra-day market activity 0 0 3 262 0 0 5 515
Intraday Transaction Price Dynamics 0 0 0 6 0 0 3 20
Intrinsic Liquidity in Conditional Volatility Models 0 0 0 13 0 2 2 52
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows 0 0 2 25 0 0 7 150
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 1 14 0 0 4 81
Timing the Size Risk Premia 1 1 2 4 1 1 11 17
Total Journal Articles 1 2 10 628 3 6 43 1,854

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 1 1 5
Total Chapters 0 0 0 0 0 1 1 5

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04