| Intra-day market activity C Gourieroux, J Jasiak, G Le Fol Journal of financial markets 2 (3), 193-226, 1999 | 229 | 1999 |
| Improving VWAP strategies: A dynamic volume approach J Białkowski, S Darolles, G Le Fol Journal of Banking & Finance 32 (9), 1709-1722, 2008 | 104 | 2008 |
| Measuring the liquidity part of volume S Darolles, G Le Fol, G Mero Journal of Banking & Finance 50, 92-105, 2015 | 40 | 2015 |
| Intraday transaction price dynamics S Darolles, C Gourieroux, G Le Fol Annales d'Economie et de Statistique, 207-238, 2000 | 33 | 2000 |
| Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows S Darolles, G Le Fol, G Mero Journal of Econometrics 201 (2), 367-383, 2017 | 31 | 2017 |
| Time deformation: Definition and comparisons G Le Fol, M Ludovic HAL Post-Print, 1998 | 23 | 1998 |
| Trading volume and arbitrage S Darolles, G Le Fol INSEE, 2003 | 20 | 2003 |
| Bivariate integer-autoregressive process with an application to mutual fund flows S Darolles, G Le Fol, Y Lu, R Sun Journal of Multivariate Analysis 173, 181-203, 2019 | 19 | 2019 |
| Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework C Jardet, G Le Fol International Journal of Finance & Economics 15 (4), 316-330, 2010 | 18 | 2010 |
| Analyse du carnet d’ordres C Gouriéroux, G Le Fol, B Meyer Banque et Marchés 36, 5-20, 1998 | 17 | 1998 |
| Analysis of order queues C Gourieroux, G Le Fol, B Meyer Conférence Internationale de Finance, 1997 | 14 | 1997 |
| Effet des modes de négociation sur les échanges C Gouriéroux, G Le Fol Revue économique, 795-808, 1998 | 12 | 1998 |
| Volatilités et mesures du risque C Gourieroux, G Le Fol Journal de la Société de Statistique de Paris 138 (4), 7-32, 1997 | 12 | 1997 |
| Trading volume and arbitrage S Darolles, G Le Fol GSTF: Journal on Business Review 3 (3), 2014 | 10 | 2014 |
| When market illiquidity generates volume S Darolles, G Le Fol, G Mero Submitted on Journal of Financial and Quantitative Analysis, 2010 | 9 | 2010 |
| How Liquid are Markets; An Application to Stock Markets J Idier, C Jardet, G Le Fol Bankers, Markets and Investors 103, 50-58, 2009 | 6 | 2009 |
| Liquidity problems in the FX liquid market: Ask for the V Borgy, J Idier, G Le Fol BIL”,” March 201, 2010 | 5 | 2010 |
| Liquidity Problems in the FX Liquid Market: Ask for the'BIL' V Borgy, J Idier, G Le Fol Banque de France Working Paper, 2010 | 4 | 2010 |
| Order book dynamics C Boyer, G Le Fol Journées Internationales de l'Association Française de Finance, 1999 | 4 | 1999 |
| Liquidity contagion. The emerging sovereign debt markets example S Darolles, J Dudek, G Le Fol 30th international French finance association conference, 2013 | 3 | 2013 |
