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Gaëlle Le Fol · Study

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Gaëlle Le Fol

7 works· latest 2017· 3 institutionscluster: provisional

h-index7

i107

Citations385

Works here7

99

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07

10

14

17

Most cited in this library

Intra-day market activity1999 · 145 citations
Improving VWAP strategies: A dynamic volume approach2007 · 98 citations
Euro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Framework2010 · 37 citations
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows2017 · 35 citations
Measuring the liquidity part of volume2014 · 33 citations

Works

7 shown

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

Journal of Econometrics·2017·3 authors·Open access

35citations

Measuring the liquidity part of volume

Journal of Banking & Finance·2014·3 authors·Open access

33citations

Trading Volume and Arbitrage

Annual International Conference on Accounting and Finance (AF)·2014·2 authors·other·Open access

18citations

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

SSRN Electronic Journal·2010·2 authors·preprint·Open access

37citations

Improving VWAP strategies: A dynamic volume approach

Journal of Banking & Finance·2007·3 authors·Open access

98citations

Intraday Transaction Price Dynamics

Annales d Économie et de Statistique·2000·3 authors·Open access

19citations

Intra-day market activity

Journal of Financial Markets·1999·3 authors·Open access

145citations