Gaelle Le Fol
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Gaelle |
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Le Fol |
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Affiliations
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Université Paris-Dauphine (Paris IX)
/ Dauphine Recherches en Management (DRM)
Research profile
author of:
- Intraday Transaction Price Dynamics (RePEc:adr:anecst:y:2000:i:60:p:207-238)
by Serge Darolles & Christian Gouriéroux & Gaëlle Le Fol - Intrinsic Liquidity in Conditional Volatility Models (RePEc:adr:anecst:y:2016:i:123-124:p:225-245)
by Serge Darolles & Gaëlle Le Fol & Christian Francq & Jean-Michel Zakoïan - Gauging Liquidity Risk in Emerging Market Bond Index Funds (RePEc:adr:anecst:y:2016:i:123-124:p:247-269)
by Serge Darolles & Jérémy Dudek & Gaëlle Le Fol - Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework (RePEc:bfr:banfra:167)
by Jardet, C. & Le Fol, G. - Liquidity problems in the FX liquid market: Ask for the "BIL" (RePEc:bfr:banfra:279)
by Borgy, V. & Idier, J. & Le Fol, G. - Taking into account extreme events in European option pricing (RePEc:bfr:fisrev:2008:12:5)
by Idier, J. & Jardet, C. & Le Fol, G. & Monfort, A. & Pegoraro, J. - Timing the Size Risk Premia (RePEc:cai:finpug:fina_432_0111)
by Serge Darolles & Gaëlle Le Fol & Gulten Mero - Modes de négociation et caractéristiques de marché (RePEc:cpm:cepmap:9714)
by Gourieroux, Christian & Le Fol, Gaëlle - Ajustement des prix bid et ask en présence d'information privée (RePEc:crs:wpaper:2001-25)
by Cécile Boyer & Christian Gourieroux & Gaëlle Le Fol - Trading Volume and Arbitrage (RePEc:crs:wpaper:2003-46)
by Serge Darolles & Gaëlle Le Fol - Decomposing Volume for VWAP Strategies (RePEc:crs:wpaper:2005-16)
by Jedrzej Bialkowski & Serge Darolles & Gaëlle Le Fol - Liquidity Problems in the FX Liquid Market : Ask for the BIL" " (RePEc:crs:wpaper:2010-16)
by Vladimir Borgy & Julien Idier & Gaëlle Le Fol - Temps Aléatoire et Dynamique du Carnet d’ordres (RePEc:crs:wpaper:98-14)
by Cécile Boyer & Gaëlle Le Fol - Matching Procedures and Market Characteristics (RePEc:crs:wpaper:98-15)
by Christian Gourieroux & Gaëlle Le Fol - Illiquidité, contagion et risque systémique (RePEc:dau:thesis:123456789/13236)
by Dudek, Jérémy - Specification analysis of interest rates factors : an international perspective (RePEc:dau:thesis:123456789/13417)
by Tiozzo Pezzoli, Luca - Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows (RePEc:eee:econom:v:201:y:2017:i:2:p:367-383)
by Darolles, Serge & Le Fol, Gaëlle & Mero, Gulten - Intra-day market activity (RePEc:eee:finmar:v:2:y:1999:i:3:p:193-226)
by Gourieroux, Christian & Jasiak, Joanna & Le Fol, Gaelle - Improving VWAP strategies: A dynamic volume approach (RePEc:eee:jbfina:v:32:y:2008:i:9:p:1709-1722)
by Bialkowski, Jedrzej & Darolles, Serge & Le Fol, Gaëlle - Financial Market Liquidity: Who Is Acting Strategically? (RePEc:ema:worpap:2015-14)
by Gulten Mero & Serge Darolles & Gaëlle Le Fol - Improving VWAP strategies: A dynamical volume approach (RePEc:eve:wpaper:06-08)
by Jedrzej Białkowski & Serge Darolles & Gaëlle Le Fol - Gauging Liquidity Risk in Emerging Market Bond Index Funds (RePEc:hal:journl:hal-01500712)
by Serge Darolles & Jérémy Dudek & Gaëlle Le Fol - Intrinsic Liquidity in Conditional Volatility Models (RePEc:hal:journl:hal-01500747)
by Serge Darolles & Christian Francq & Gaëlle Le Fol & Jean-Michel Zakoïan - Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows (RePEc:hal:journl:hal-01593402)
by Serge Darolles & Gaëlle Le Fol & Gulten Mero - Measuring the Liquidity Part of Volume (RePEc:hal:journl:hal-01632766)
by Serge Darolles & Gaëlle Le Fol & Gulten Mero - Liquidity risk and contagion for liquid funds (RePEc:hal:journl:hal-01632776)
by Serge Darolles & Jeremy Dudek & Gaëlle Le Fol - Contagion in Emerging Markets (RePEc:hal:journl:hal-01632778)
by Serge Darolles & Jeremy Dudek & Gaëlle Le Fol - Liquidity Contagion. The Emerging Sovereign Debt Markets example (RePEc:hal:journl:hal-01632782)
by Serge Darolles & Jeremy Dudek & Gaëlle Le Fol - Liquidity Contagion. The Emerging Sovereign Debt Markets example (RePEc:hal:journl:hal-01632803)
by Serge Darolles & Jeremy Dudek & Gaëlle Le Fol - Reducing the risk of VWAP orders execution - A new approach to modeling intra-day volume (RePEc:hal:journl:hal-01632822)
by Jedrzej Bialkowski & Serge Darolles & Gaëlle Le Fol - Trading volume and Arbitrage (RePEc:hal:journl:hal-01632841)
by Serge Darolles & Gaëlle Le Fol - Trading Volume and Arbitrage (RePEc:hal:journl:hal-01632848)
by Serge Darolles & Gaëlle Le Fol - Liquidité et risque de liquidité (RePEc:hal:journl:hal-01637915)
by Gaëlle Le Fol & Benjamin Méhouas - Big Data : Quelle révolution pour les marchés financiers et la gestion de portefeuille (RePEc:hal:journl:hal-02102554)
by Maxime Bouin & Marie Bozec & Jad El Asmar & Gaëlle Le Fol - Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework (RePEc:hal:journl:hal-02877978)
by Caroline Jardet & Gaëlle Le Fol - Improving VWAP strategies: A dynamic volume approach (RePEc:hal:journl:hal-02877984)
by Jędrzej Białkowski & Serge Darolles & Gaëlle Le Fol - Measuring the Liquidity Part of Volume (RePEc:hal:journl:hal-02979999)
by Gulten Mero & S. Darolles & Gaëlle Le Fol - Le retour de la volatilité: asphyxie ou nouveau souffle ? (RePEc:hal:journl:hal-03362812)
by Gaëlle Le Fol & Abdelfatah Tlemsani - Timing the Size Risk Premia (RePEc:hal:journl:hal-03544034)
by Serge Darolles & Gaëlle Le Fol & Gulten Mero - Who can better push firms to go "green"? A look at ESG effects on stock returns (RePEc:hal:journl:hal-04462749)
by Serge Darolles & Gaëlle Le Fol & Yuyi He - Forecasting intra-daily volume in large panels of assets (RePEc:hal:journl:hal-04581708)
by Christian Brownlees & Gaëlle Le Fol & Serge Darolles & Béatrice Sagna - Bivariate integer-autoregressive process with an application to mutual fund flows (RePEc:hal:journl:hal-04582262)
by Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun - Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows (RePEc:hal:journl:hal-04582298)
by Serge Darolles & Gaëlle Le Fol & Gulten Mero - Timing the size risk premium (RePEc:hal:journl:hal-04587067)
by Serge Darolles & Gaëlle Le Fol & Gulten Mero - Bivariate integer-autoregressive process with an application to mutual fund flows (RePEc:hal:journl:hal-04590149)
by Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun - Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows (RePEc:hal:journl:hal-04590596)
by Serge Darolles & Gaëlle Le Fol & Gulten Mero - Understanding the effect of ESG scores on stock returns using mediation theory (RePEc:hal:journl:hal-04594004)
by Serge Darolles & Yuyi He & Gaëlle Le Fol - Returns and Volume: Between Information andLiquidity (RePEc:hal:journl:halshs-00391286)
by Serge Darolles & Gaëlle Le Fol & Gulten Mero - Intra-day market activity (RePEc:hal:journl:halshs-00536268)
by Gaëlle Le Fol & Christian Gourieroux - Intraday Transaction Price Dynamics (RePEc:hal:journl:halshs-00536272)
by Gaëlle Le Fol & Serge Darolles & Christian Gourieroux - Effet des Modes de Négociation sur les Echanges (RePEc:hal:journl:halshs-00536273)
by Gaëlle Le Fol & Christian Gourieroux - Nouvelles techniques de gestion et leur impact sur la volatilité (RePEc:hal:journl:halshs-00586095)
by Serge Darolles & Gaëlle Le Fol - Time Deformation: Definition and Comparisons (RePEc:hal:journl:halshs-00586097)
by Gaëlle Le Fol & Mercier Ludovic - How Liquid are Markets? (RePEc:hal:journl:halshs-00638443)
by Gaëlle Le Fol & Julien Idier & Caroline Jardet - Taking into account extreme events in European option pricing (RePEc:hal:journl:halshs-00638450)
by Julien Idier & Caroline Jardet & Gaëlle Le Fol & Alain Monfort & Fulvio Pegoraro - Improving VWAP strategies: A dynamic volume approach (RePEc:hal:journl:halshs-00676946)
by Jedrzej Bialkowski & Serge Darolles & Gaëlle Le Fol - Euro money market interest rates dynamics and volatility (RePEc:hal:journl:halshs-00876971)
by Caroline Jardet & Gaëlle Le Fol - MLiq a meta liquidity measure (RePEc:hal:journl:halshs-00877026)
by Serge Darolles & Jérémy Dudek & Gaëlle Le Fol - MLiq a meta liquidity measure (RePEc:hal:journl:halshs-00877030)
by Serge Darolles & Jérémy Dudek & Gaëlle Le Fol - Liquidity contagion: A look at emerging markets (RePEc:hal:journl:halshs-00877035)
by Serge Darolles & Jérémy Dudek & Gaëlle Le Fol - Volatilités et mesures de risque (RePEc:hal:journl:halshs-00877048)
by Christian Gourieroux & Gaëlle Le Fol - Trading volume and Arbitrage (RePEc:hal:journl:halshs-01061280)
by Gaëlle Le Fol & Serge Darolles - Bivariate integer-autoregressive process with an application to mutual fund flows (RePEc:hal:journl:halshs-02418967)
by Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun - A self-exciting model of mutual fund flows: Investor Behaviour and Liability Risk (RePEc:hal:wpaper:hal-03380641)
by Gaëlle Le Fol & Serge Darolles & Ran Sun & Yang Lu - Forecasting Intra-daily Liquidity in Large Panels (RePEc:hal:wpaper:hal-03380670)
by Gaëlle Le Fol & Christian Brownless & Serge Darolles & Béatrice Sagna - Liquidity Problems in the FX Liquid Market (RePEc:hal:wpaper:halshs-00539985)
by Vladimir Borgy & Julien Idier & Gaëlle Le Fol - Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework (RePEc:ijf:ijfiec:v:15:y:2010:i:4:p:316-330)
by Caroline Jardet & Gaelle Le Fol - Contagion in Emerging Markets (RePEc:pal:palchp:978-1-137-45066-1_3)
by Serge Darolles & Jérémy Dudek & Gaëlle Le Fol - Nouvelles techniques de gestion et leur impact sur la volatilité (RePEc:prs:recofi:ecofi_0987-3368_2004_num_74_1_5042)
by Serge Darolles & Gaëlle Le Fol - Effet des modes de négociation sur les échanges (RePEc:prs:reveco:reco_0035-2764_1998_num_49_3_410011)
by Christian Gouriéroux & Gaëlle Le Fol