Gaëlle Le Fol

505 total citations
18 papers, 310 citations indexed

About

Gaëlle Le Fol is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Gaëlle Le Fol has authored 18 papers receiving a total of 310 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 8 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in Gaëlle Le Fol's work include Financial Markets and Investment Strategies (9 papers), Financial Risk and Volatility Modeling (9 papers) and Complex Systems and Time Series Analysis (7 papers). Gaëlle Le Fol is often cited by papers focused on Financial Markets and Investment Strategies (9 papers), Financial Risk and Volatility Modeling (9 papers) and Complex Systems and Time Series Analysis (7 papers). Gaëlle Le Fol collaborates with scholars based in France, Ireland and Australia. Gaëlle Le Fol's co-authors include Serge Darolles, Christian Gouriéroux, Joanna Jasiak, Jędrzej Białkowski, Caroline Jardet, Vladimir Borgy, Julien Idier, Yang Lu, Alain Monfort and Fulvio Pegoraro and has published in prestigious journals such as Journal of Econometrics, Journal of Banking & Finance and Journal of Multivariate Analysis.

In The Last Decade

Gaëlle Le Fol

17 papers receiving 282 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Gaëlle Le Fol France 8 257 168 75 67 40 18 310
Burak Saltoğlu Türkiye 11 312 1.2× 290 1.7× 132 1.8× 59 0.9× 33 0.8× 23 449
Kevin Q. Wang Canada 8 349 1.4× 230 1.4× 110 1.5× 46 0.7× 105 2.6× 13 402
Andrew J. Patton United States 3 403 1.6× 376 2.2× 119 1.6× 59 0.9× 18 0.5× 6 478
Cornelis A. Los United States 12 285 1.1× 329 2.0× 47 0.6× 89 1.3× 26 0.7× 48 432
Valeriy Zakamulin Norway 10 253 1.0× 180 1.1× 50 0.7× 110 1.6× 32 0.8× 60 329
Nicolas Papageorgiou Canada 10 239 0.9× 151 0.9× 43 0.6× 39 0.6× 41 1.0× 38 279
Cho‐Hoi Hui Hong Kong 12 393 1.5× 201 1.2× 142 1.9× 17 0.3× 78 1.9× 76 488
Guanhao Feng Hong Kong 6 338 1.3× 233 1.4× 53 0.7× 161 2.4× 74 1.9× 26 422
Guoshi Tong China 7 188 0.7× 307 1.8× 135 1.8× 85 1.3× 49 1.2× 11 404
Antoine Frachot France 9 198 0.8× 155 0.9× 47 0.6× 74 1.1× 32 0.8× 12 282

Countries citing papers authored by Gaëlle Le Fol

Since Specialization
Citations

This map shows the geographic impact of Gaëlle Le Fol's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Gaëlle Le Fol with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Gaëlle Le Fol more than expected).

Fields of papers citing papers by Gaëlle Le Fol

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Gaëlle Le Fol. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Gaëlle Le Fol. The network helps show where Gaëlle Le Fol may publish in the future.

Co-authorship network of co-authors of Gaëlle Le Fol

This figure shows the co-authorship network connecting the top 25 collaborators of Gaëlle Le Fol. A scholar is included among the top collaborators of Gaëlle Le Fol based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Gaëlle Le Fol. Gaëlle Le Fol is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

18 of 18 papers shown
1.
Darolles, Serge, et al.. (2021). Timing the Size Risk Premia. Vol. 43(2). 111–158. 1 indexed citations
2.
Darolles, Serge, et al.. (2019). Bivariate integer-autoregressive process with an application to mutual fund flows. Journal of Multivariate Analysis. 173. 181–203. 20 indexed citations
3.
Darolles, Serge, et al.. (2017). Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows. Journal of Econometrics. 201(2). 367–383. 24 indexed citations
4.
Darolles, Serge, et al.. (2015). Financial Market Liquidity: Who is Acting Strategically?. SSRN Electronic Journal. 1 indexed citations
5.
Darolles, Serge, et al.. (2014). Measuring the liquidity part of volume. Journal of Banking & Finance. 50. 92–105. 24 indexed citations
6.
Darolles, Serge, et al.. (2013). Liquidity Contagion: The Emerging Sovereign Debt Markets Example. SSRN Electronic Journal. 1 indexed citations
7.
Darolles, Serge, et al.. (2012). Liquidity Contagion: A Look at Emerging Markets. SSRN Electronic Journal. 3 indexed citations
8.
Darolles, Serge, et al.. (2011). When Market Illiquidity Generates Volume. SSRN Electronic Journal. 3 indexed citations
9.
Borgy, Vladimir, Julien Idier, & Gaëlle Le Fol. (2010). Liquidity Problems in the FX Liquid Market: Ask for the 'BIL'. SSRN Electronic Journal. 10 indexed citations
10.
Borgy, Vladimir, Julien Idier, & Gaëlle Le Fol. (2010). Liquidity Problems in the FX Liquid Market: Ask for the 'Bil'. SSRN Electronic Journal. 4 indexed citations
11.
Jardet, Caroline & Gaëlle Le Fol. (2009). Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework. International Journal of Finance & Economics. 15(4). 316–330. 3 indexed citations
12.
Idier, Julien, et al.. (2008). Taking into account extreme events in European option pricing. RePEc: Research Papers in Economics. 12(12). 39–51. 3 indexed citations
13.
Jardet, Caroline & Gaëlle Le Fol. (2007). Euro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Framework. SSRN Electronic Journal. 29 indexed citations
14.
Białkowski, Jędrzej, Serge Darolles, & Gaëlle Le Fol. (2007). Improving VWAP strategies: A dynamic volume approach. Journal of Banking & Finance. 32(9). 1709–1722. 60 indexed citations
15.
Darolles, Serge, et al.. (2006). Improving VWAP Strategies: A Dynamical Volume Approach. SSRN Electronic Journal. 15 indexed citations
16.
Gouriéroux, Christian, Joanna Jasiak, & Gaëlle Le Fol. (1999). Intra-day market activity. Journal of Financial Markets. 2(3). 193–226. 103 indexed citations
17.
Gouriéroux, Christian & Gaëlle Le Fol. (1998). Effet des modes de négociation sur les échanges. Revue économique. 49(3). 795–808. 1 indexed citations
18.
Gouriéroux, Christian, et al.. (1998). Effet des modes de négociation sur les échanges. Revue économique. 49(3). 795–795. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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