Advanced Search
MyIDEAS: Login

Gaelle Le Fol

Contents:

This is information that was supplied by Gaelle Le Fol in registering through RePEc. If you are Gaelle Le Fol , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Gaelle
Middle Name:
Last Name: Le Fol
Suffix:

RePEc Short-ID: ple522

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Dauphine Recherches en Management (DRM)
Université Paris-Dauphine (Paris IX)
Location: Paris, France
Homepage: http://www.drm.dauphine.fr/
Email:
Phone: 01 44 05 49 30
Fax: 01 44 05 40 23
Postal: Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16
Handle: RePEc:edi:drmp9fr (more details at EDIRC)

Works

as in new window

Working papers

  1. Le Fol, Gaëlle, 2011. "A propos du trading haute fréquence," Economics Papers from University Paris Dauphine 123456789/8782, Paris Dauphine University.
  2. Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2010. "When Market Illiquidity Generates Volumes," Working Papers halshs-00536046, HAL.
  3. Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market," Working Papers halshs-00539985, HAL.
  4. Borgy, V. & Idier, J. & Le Fol, G., 2010. "Liquidity problems in the FX liquid market: Ask for the "BIL"," Working papers 279, Banque de France.
  5. Le Fol, Gaëlle & Jardet, Caroline & Idier, Julien, 2009. "How liquid are markets: an Application to Stock Markets," Economics Papers from University Paris Dauphine 123456789/5530, Paris Dauphine University.
  6. Idier, Julien & Jardet, Caroline & Le Fol, Gaëlle & Monfort, Alain & Pegoraro, Fulvio, 2008. "Taking into account extreme events in European option pricing," Economics Papers from University Paris Dauphine 123456789/5390, Paris Dauphine University.
  7. Jardet, C. & Le Fol, G., 2007. "Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework," Working papers 167, Banque de France.
  8. Jedrzej Białkowski & Serge Darolles & Gaëlle Le Fol, 2006. "Improving VWAP strategies: A dynamical volume approach," Documents de recherche 06-08, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  9. Jedrzej Bialkowski & Serge Darolles & Gaëlle Le Fol, 2005. "Decomposing Volume for VWAP Strategies," Working Papers 2005-16, Centre de Recherche en Economie et Statistique.
  10. Serge Darolles & Gaëlle Le Fol, 2003. "Trading Volume and Arbitrage," Working Papers 2003-46, Centre de Recherche en Economie et Statistique.
  11. Cécile Boyer & Christian Gourieroux & Gaëlle Le Fol, 2001. "Ajustement des prix bid et ask en présence d'information privée," Working Papers 2001-25, Centre de Recherche en Economie et Statistique.
  12. Gouriéroux, Christian & Jasiak, Joanna & Le Fol, Gaëlle, 1999. "Intra-day market activity," Economics Papers from University Paris Dauphine 123456789/5478, Paris Dauphine University.
  13. Gouriéroux, Christian & Le Fol, Gaëlle, 1998. "Effet des modes de négociation sur les échanges," Economics Papers from University Paris Dauphine 123456789/12727, Paris Dauphine University.
  14. Le Fol, Gaëlle & Mercier, Ludovic, 1998. "Time Deformation: Definition and Comparisons," Economics Papers from University Paris Dauphine 123456789/12729, Paris Dauphine University.
  15. Cécile Boyer & Gaëlle Le Fol, 1998. "Temps Aléatoire et Dynamique du Carnet d’ordres," Working Papers 98-14, Centre de Recherche en Economie et Statistique.
  16. Christian Gourieroux & Gaëlle Le Fol, 1998. "Matching Procedures and Market Characteristics," Working Papers 98-15, Centre de Recherche en Economie et Statistique.
  17. Christian Gourieroux & Gaëlle Le Fol, 1997. "Volatilités et mesures de risque," Post-Print halshs-00877048, HAL.
  18. Gourieroux, Christian & Le Fol, Gaëlle, 1997. "Modes de négociation et caractéristiques de marché," CEPREMAP Working Papers (Couverture Orange) 9714, CEPREMAP.

Articles

  1. Caroline Jardet & Gaelle Le Fol, 2010. "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 316-330.
  2. Idier, J. & Jardet, C. & Le Fol, G. & Monfort, A. & Pegoraro, J., 2008. "Taking into account extreme events in European option pricing," Financial Stability Review, Banque de France, issue 12, pages 39-51, October.
  3. Bialkowski, Jedrzej & Darolles, Serge & Le Fol, Gaëlle, 2008. "Improving VWAP strategies: A dynamic volume approach," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1709-1722, September.
  4. Gaëlle Le Fol & Serge Darolles, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 231-243.
  5. Serge DAROLLES & Christian GOURIÉROUX & Gaëlle LE FOL, 2000. "Intraday Transaction Price Dynamics," Annales d'Economie et de Statistique, ENSAE, issue 60, pages 207-238.
  6. Gourieroux, Christian & Jasiak, Joanna & Le Fol, Gaelle, 1999. "Intra-day market activity," Journal of Financial Markets, Elsevier, vol. 2(3), pages 193-226, August.
  7. Gaëlle Le Fol & Christian Gouriéroux, 1998. "Effet des modes de négociation sur les échanges," Revue Économique, Programme National Persée, vol. 49(3), pages 795-808.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-12-11. Author is listed
  2. NEP-FMK: Financial Markets (1) 2010-12-11. Author is listed
  3. NEP-IFN: International Finance (1) 2010-05-08. Author is listed
  4. NEP-MST: Market Microstructure (3) 2010-05-08 2010-11-27 2010-12-11. Author is listed
  5. NEP-RMG: Risk Management (1) 2010-05-08. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Gaelle Le Fol should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.