Le Fol

Le Fol

Université Paris Dauphine - Paris / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1712008
University Paris Dauphine-PSL, Université Paris 9 Dauphine, Paris Dauphine University
person_outline Le Fol's MOST POPULAR ARTICLES
1-) Intra-day market activityC Gourieroux, J Jasiak, G Le FolJournal of Financial Markets 2 (3), 193-226, 19992231999
2-) Improving VWAP strategies: A dynamic volume approachJ Białkowski, S Darolles, G Le FolJournal of Banking & Finance 32 (9), 1709-1722, 2008952008
3-) Measuring the liquidity part of volumeS Darolles, G Le Fol, G MeroJournal of Banking & Finance 50, 92-105, 2015352015
4-) Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flowsS Darolles, G Le Fol, G MeroJournal of Econometrics 201 (2), 367-383, 2017352017
5-) Intraday transaction price dynamicsS Darolles, C Gourieroux, G Le FolAnnales d\'Economie et de Statistique, 207-238, 2000342000