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~person:"LeFol, Gaëlle"
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Search: person:"Darolles, S."
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LeFol, Gaëlle
Darolles, Serge
39
Gouriéroux, Christian
19
Darolles, S.
12
Florens, Jean-Pierre
8
Gourieroux, C.
6
Florens, J.-P.
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Timing the size risk premia
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 111-158
Persistent link: https://www.econbiz.de/10014253302
Saved in:
2
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
3
Intrinsic liquidity in conditional volatility models
Darolles, Serge
;
LeFol, Gaëlle
;
Francq, Christian
; …
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 225-245
Persistent link: https://www.econbiz.de/10011592745
Saved in:
4
Gauging liquidity risk in emerging market bond index funds
Darolles, Serge
;
Dudek, Jérémy
;
LeFol, Gaëlle
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 247-269
Persistent link: https://www.econbiz.de/10011592748
Saved in:
5
Contagion in emerging markets
Darolles, Serge
;
Dudek, Jérémy
;
LeFol, Gaëlle
- In:
Emerging markets and sovereign risk
,
(pp. 45-58)
.
2015
Persistent link: https://www.econbiz.de/10010458450
Saved in:
6
Measuring the liquidity part of volume
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of banking & finance
50
(
2015
),
pp. 92-105
Persistent link: https://www.econbiz.de/10010509138
Saved in:
7
Improving VWAP strategies : a dynamic volume approach
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1722
Persistent link: https://www.econbiz.de/10003774720
Saved in:
8
Decomposing volume for VWAP strategies
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
-
2005
Persistent link: https://www.econbiz.de/10003230687
Saved in:
9
Intraday transaction price dynamics
Darolles, Serge
;
Gouriéroux, Christian
;
LeFol, Gaëlle
- In:
Annales d'économie et de statistique
(
2000
),
pp. 207-238
Persistent link: https://www.econbiz.de/10001543535
Saved in:
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