Concepedia

Gaëlle Le Fol

GL

9

Publications

440

Citations

9

H-Index

1999

Active since

Affiliations

Université Paris Dauphine-PSL(Current)

Centre National de la Recherche Scientifique

Centre de Recherche en Économie et Statistique

Université Paris Sciences et Lettres

Centre for Research in Engineering Surface Technology

Gaëlle Le Fol is an author at Université Paris Dauphine-PSL specializing in business, finance, and economics.

Top concepts

Publications per year

1999–2019

9

Publications

9

Intra-day market activity

Christian Gouriéroux, Joanna Jasiak, Gaëlle Le Fol · Journal of Financial Markets · 1999 · 152 citations

, , +5

Improving VWAP strategies: A dynamic volume approach

Jędrzej Białkowski, Serge Darolles, Gaëlle Le Fol · Journal of Banking & Finance · 2007 · 105 citations

, , +2

Euro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Framework

Caroline Jardet, Gaëlle Le Fol · SSRN Electronic Journal · 2007 · 38 citations · Full text

Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows

Serge Darolles, Gaëlle Le Fol, Gulten Mero · Journal of Econometrics · 2017 · 35 citations

, , +12

Measuring the liquidity part of volume

Serge Darolles, Gaëlle Le Fol, Gulten Mero · Journal of Banking & Finance · 2014 · 31 citations

, , +1

Rows per page

1–5 of 9