Gaëlle Le Fol is Professor of Finance at Université Paris – Dauphine and Research Fellow at the CREST (Center for Research in Economics and Statictics). She is the dean of QTEM for Dauphine and the Scientific director of the QMI. She is an economics and econometrics graduate from Paris 1 University Panthéon – Sorbonne and holds a Ph. D. in Economics from the same University. Professor Le Fol’s research focuses on liquidity in Financial markets, the modelling of stock prices and fund flows as well as the modelling and forecasting of volume.

Her recent research has included investors behaviors and their impact on the trading characteristics, market liquidity, contagion, systemic risk, risk premia, HFT strategies a,d the impact of ESG on stock return. Her work has appeared in various international academic journals.

She teaches Financial Econometrics and Electronic Markets.