Thierry Foucault
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HEC Paris (École des Hautes Études Commerciales)
/ Départment Économie et Sciences de la Décision
Research profile
author of:
- Equity Trading Systems in Europe: A Survey of Recent Changes (RePEc:adr:anecst:y:2000:i:60:p:73-115)
by Marianne Demarchi & Thierry Foucault - False News, Informational Efficiency, and Price Reversals (RePEc:bfr:banfra:513)
by J. Dugast & T. Foucault - 12e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France (RePEc:bfr:bullbf:2017:210:04)
by Arrata, W. & Gautier, A. & Lopez, P. & Rahmouni-Rousseau, I. & Girotti, M. & Mojon, B. & Szczerbowicz, U. & Vari, M. & Foucault, T. - Where are the risks in high frequency trading? (RePEc:bfr:fisrev:2016:20:6)
by Foucault, T. - 12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary) (RePEc:bfr:quarte:2017:45:03)
by W. Arrata & A. Gautier & P. Lopez & I. Rahmouni-Rousseau & M. Girotti & B. Mojon & U. Szczerbowicz & M. Vari & T. Foucault - Competition for Order Flow and Smart Order Routing Systems (RePEc:bla:jfinan:v:63:y:2008:i:1:p:119-158)
by Thierry Foucault & Albert J. Menkveld - Individual Investors and Volatility (RePEc:bla:jfinan:v:66:y:2011:i:4:p:1369-1406)
by Thierry Foucault & David Sraer & David J. Thesmar - Liquidity Cycles and Make/Take Fees in Electronic Markets (RePEc:bla:jfinan:v:68:y:2013:i:1:p:299-341)
by Thierry Foucault & Ohad Kadan & Eugene Kandel - News Trading and Speed (RePEc:bla:jfinan:v:71:y:2016:i:1:p:335-382)
by Thierry Foucault & Johan Hombert & Ioanid Roşu - Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets (RePEc:bla:jfinan:v:76:y:2021:i:5:p:2199-2247)
by Jean‐Edouard Colliard & Thierry Foucault & Peter Hoffmann - Does Alternative Data Improve Financial Forecasting? The Horizon Effect (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2237-2287)
by Olivier Dessaint & Thierry Foucault & Laurent Fresard - Nonstandard Errors (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy - Corporate Strategy, Conformism, and the Stock Market (RePEc:chf:rpseri:rp1851)
by Thierry Foucault & Laurent Frésard - Noisy Stock Prices and Corporate Investment (RePEc:chf:rpseri:rp1873)
by Olivier Dessaint & Thierry Foucault & Laurent Frésard & Adrien Matray - Does Big Data Improve Financial Forecasting? The Horizon Effect (RePEc:chf:rpseri:rp20106)
by Olivier Dessaint & Thierry Foucault & Laurent Frésard - The Horizon of Investors' Information and Corporate Investment (RePEc:chf:rpseri:rp2303)
by Olivier Dessaint & Thierry Foucault & Laurent Frésard - Competition for Listings (RePEc:cmu:gsiawp:362)
by Thierry Foucault & Christine a Parlour - Corporate Strategy, Conformism, and the Stock Market (RePEc:cpr:ceprdp:11073)
by Foucault, Thierry & Frésard, Laurent - Ripple Effects of Noise on Corporate Investment (RePEc:cpr:ceprdp:11081)
by Foucault, Thierry & Frésard, Laurent & Matray, Adrien - Data Abundance and Asset Price Informativeness (RePEc:cpr:ceprdp:11190)
by Foucault, Thierry & Dugast, Jérôme - Inventory Management, Dealers' Connections, and Prices in OTC Markets (RePEc:cpr:ceprdp:13093)
by Foucault, Thierry & Colliard, Jean-Edouard & Hoffmann, Peter - Does Alternative Data Improve Financial Forecasting? The Horizon Effect (RePEc:cpr:ceprdp:15786)
by Foucault, Thierry & Frésard, Laurent - Equilibrium Data Mining (RePEc:cpr:ceprdp:16019)
by Foucault, Thierry & Dugast, Jerome - Minimum Price Variations, Time Priority and Quote Dynamics (RePEc:cpr:ceprdp:1717)
by Cordella, Tito & Foucault, Thierry - Algorithmic Pricing and Liquidity in Securities Markets (RePEc:cpr:ceprdp:17606)
by Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano - Order Flow Composition and Trading Costs in Dynamic Limit Order Markets (RePEc:cpr:ceprdp:1817)
by Foucault, Thierry - Competition for Listings (RePEc:cpr:ceprdp:2222)
by Foucault, Thierry & Parlour, Christine A - Imperfect Market Monitoring and SOES Trading (RePEc:cpr:ceprdp:2265)
by Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik - Limit Order Book as a Market for Liquidity (RePEc:cpr:ceprdp:2889)
by Foucault, Thierry & Kandel, Eugene & Kadan, Ohad - Reputation-Based Pricing and Price Improvements in Dealership Markets (RePEc:cpr:ceprdp:3359)
by Foucault, Thierry & Desgranges, Gabriel - Does Anonymity Matter in Electronic Limit Order Markets? (RePEc:cpr:ceprdp:4091)
by Foucault, Thierry & Moinas, Sophie & Theissen, Erik - Competition for Order Flow and Smart Order Routing Systems (RePEc:cpr:ceprdp:5523)
by Foucault, Thierry & Menkveld, Albert J. - Stock Price Informativeness, Cross-Listings and Investment Decisions (RePEc:cpr:ceprdp:5722)
by Gehrig, Thomas & Foucault, Thierry - Insiders-Outsiders, Transparency and the Value of the Ticker (RePEc:cpr:ceprdp:6794)
by Foucault, Thierry & Cespa, Giovanni - Individual Investors and Volatility (RePEc:cpr:ceprdp:6915)
by Foucault, Thierry & Thesmar, David & Sraer, David - Liquidity cycles and make/take fees in electronic markets (RePEc:cpr:ceprdp:7551)
by Foucault, Thierry & Kandel, Eugene & Kadan, Ohad - Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis (RePEc:cpr:ceprdp:8331)
by Foucault, Thierry & Frésard, Laurent - Learning from Prices, Liquidity Spillovers, and Market Segmentation (RePEc:cpr:ceprdp:8350)
by Foucault, Thierry & Cespa, Giovanni - Trading Fees and Efficiency in Limit Order Markets (RePEc:cpr:ceprdp:8395)
by Foucault, Thierry & Colliard, Jean-Edouard - Toxic Arbitrage (RePEc:cpr:ceprdp:9925)
by Foucault, Thierry & Tham, Wing Wah & Kozhan, Roman - Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems (RePEc:crs:wpaper:2001-18)
by Laurence Lescourret & Thierry Foucault - HEC Research Papers Series (RePEc:ebg:heccah)
from HEC Paris as editor - Equity Trading Systems in Europe - A survey of recent changes (RePEc:ebg:heccah:0663)
by FOUCAULT, Thierry & DEMARCHI, Marianne - Competition for Listings (RePEc:ebg:heccah:0666)
by FOUCAULT, Thierry & PARLOUR, Christine A. - Imperfect Market Monitoring and SOES Trading (RePEc:ebg:heccah:0671)
by FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik - Market Making with Costly Monitoring : An Analysis of the SOES Controversy (RePEc:ebg:heccah:0702)
by FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik - Reputation-based pricing and price improvements in dealership markets (RePEc:ebg:heccah:0716)
by DESGRANGES, Gabriel & FOUCAULT, Thierry - Limit order book as a market for liquidity (RePEc:ebg:heccah:0728)
by FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene - Information sharing, liquidity and transaction costs in floor-based trading systems (RePEc:ebg:heccah:0742)
by FOUCAULT, Thierry & LESCOURRET, Laurence - Does anonymity matter in electronic limit order markets ? (RePEc:ebg:heccah:0784)
by Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN - Linkage principle, Multi-dimensional Signals and Blind Auctions (RePEc:ebg:heccah:0785)
by Thierry, FOUCAULT & Stefano, LOVO - Competition for order flow and smart order routing systems (RePEc:ebg:heccah:0831)
by Foucault, Thierry & Menkveld, Albert - Stock price informativeness, cross-listings and investment decisions (RePEc:ebg:heccah:0840)
by Foucault, Thierry & Gehrig, Thomas - Insiders-outsiders, transparency and the value of the ticker (RePEc:ebg:heccah:0892)
by Foucault, Thierry & Cespa, Giovanni - Individual investors and volatility (RePEc:ebg:heccah:0899)
by Foucault, Thierry & Themar, David & Sraer, David - Liquidity cycles and make/take fees in electronic markets (RePEc:ebg:heccah:0920)
by Foucault, Thierry & Kadan, Ohad & Kandel, Eugene - Equilibrium Fast Trading (RePEc:ebg:heccah:0968)
by Biais, Bruno & Foucault, Thierry & Moinas, Sophie - News Trading and Speed (RePEc:ebg:heccah:0975)
by Foucault , Thierry & Hombert , Johan & Rosu, Ioanid - False News, Informational Efficiency, and Price Reversals (RePEc:ebg:heccah:1036)
by FOUCAULT, Thierry & DUGAST, Jérôme - Toxic Arbitrage (RePEc:ebg:heccah:1040)
by Foucault , Thierry & Kozhan , Roman - Corporate Strategy, Conformism, and the Stock Market (RePEc:ebg:heccah:1099)
by Foucault , Thierry & Frésard , Laurent - Ripple Effects of Noise on Corporate Investment (RePEc:ebg:heccah:1127)
by Foucault , Thierry & Dessaint , Olivier & Frésard, Laurent & Matray, Adrien - Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News (RePEc:ebg:heccah:1263)
by Foucault, Thierry & Benamar, Hedi & Vega, Clara - Inventory Management, Dealers' Connections, and Prices in OTC Markets (RePEc:ebg:heccah:1286)
by Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter - Equilibrium Data Mining and Data Abundance (RePEc:ebg:heccah:1393)
by Dugast, Jerome & Foucault, Thierry - Does Big Data Improve Financial Forecasting? The Horizon Effect (RePEc:ebg:heccah:1402)
by Dessaint, Olivier & Foucault, Thierry & Frésard, Laurent - Algorithmic Pricing and Liquidity in Securities Markets (RePEc:ebg:heccah:1459)
by Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano - The Horizon of Investors' Information and Corporate Investment (RePEc:ebg:heccah:1462)
by Dessaint, Olivier & Foucault, Thierry & Frésard, Laurent - Displaced by Big Data: Evidence from Active Fund Managers (RePEc:ebg:heccah:1491)
by Bonelli, Maxime & Foucault, Thierry - Inventory management, dealers’ connections, and prices in OTC markets (RePEc:ecb:ecbwps:20212529)
by Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter - Floors, dealer markets and limit order markets (RePEc:eee:finmar:v:1:y:1998:i:3-4:p:253-284)
by Biais, Bruno & Foucault, Thierry & Salanie, Francois - Order flow composition and trading costs in a dynamic limit order market1 (RePEc:eee:finmar:v:2:y:1999:i:2:p:99-134)
by Foucault, Thierry - Reputation-based pricing and price improvements (RePEc:eee:jebusi:v:57:y:2005:i:6:p:493-527)
by Desgranges, Gabriel & Foucault, Thierry - Learning from peers' stock prices and corporate investment (RePEc:eee:jfinec:v:111:y:2014:i:3:p:554-577)
by Foucault, Thierry & Fresard, Laurent - Equilibrium fast trading (RePEc:eee:jfinec:v:116:y:2015:i:2:p:292-313)
by Biais, Bruno & Foucault, Thierry & Moinas, Sophie - Data abundance and asset price informativeness (RePEc:eee:jfinec:v:130:y:2018:i:2:p:367-391)
by Dugast, Jérôme & Foucault, Thierry - Stock price informativeness, cross-listings, and investment decisions (RePEc:eee:jfinec:v:88:y:2008:i:1:p:146-168)
by Foucault, Thierry & Gehrig, Thomas - Minimum Price Variations, Time Priority, and Quote Dynamics (RePEc:eee:jfinin:v:8:y:1999:i:3:p:141-173)
by Cordella, Tito & Foucault, Thierry - Nonstandard errors (RePEc:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - Price Improvements in Financial Markets as a Screening Device (RePEc:ema:worpap:2001-06)
by G. Desgranges & T. Foucault - Imperfect Market Monitoring and SOES Trading (RePEc:fth:pennfi:15-99)
by Thierry Foucalt & Ailsa Roell & Patrik Sandas - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Order flow composition and trading costs in a dynamic limit order market (RePEc:hal:journl:hal-00459769)
by Thierry Foucault - Minimum Price Variations, Time Priority and Quote Dynamics (RePEc:hal:journl:hal-00459772)
by Thierry Foucault & Tito Cordella - Equity Trading Systems in Europe: A Survey of Recent Changes (RePEc:hal:journl:hal-00459776)
by Thierry Foucault & Marianne Demarchi - Market Making with Costly Monitoring: An Analysis of the SOES Controversy (RePEc:hal:journl:hal-00459778)
by Thierry Foucault & Ailsa Roell & Patrik Sandas - Limit Order Book as a Market for Liquidity (RePEc:hal:journl:hal-00459785)
by Thierry Foucault & Ohad Kadan & Eugene Kandel - Liquidité, coût du capital et organisation de la négociation des valeurs boursières (RePEc:hal:journl:hal-00459793)
by Thierry Foucault - Does Anonymity Matter in Electronic Limit Order Markets? (RePEc:hal:journl:hal-00459795)
by Thierry Foucault & Sophie Moinas & Erik Theissen - Competition for Order Flow and Smart Order Routing Systems (RePEc:hal:journl:hal-00459801)
by Thierry Foucault & Albert J. Menkveld - Stock price informativeness, cross-listings and investment decisions (RePEc:hal:journl:hal-00459807)
by Thierry Foucault & Thomas Gehrig - Floors, dealer markets and limit order markets (RePEc:hal:journl:hal-00481194)
by Thierry Foucault & Bruno Biais & Francois Salanie - Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems (RePEc:hal:journl:hal-00481203)
by Thierry Foucault & Laurence Lescourret - Competition for Listings (RePEc:hal:journl:hal-00481211)
by Thierry Foucault & Christine A. Parlour - Chaining up noise traders (RePEc:hal:journl:hal-00495580)
by Thierry Foucault & David Thesmar - Liquidity Cycles and Made Take Fees in electronics markets (RePEc:hal:journl:hal-00495920)
by Thierry Foucault - Competition among markets and liquidity: trading fees matter (RePEc:hal:journl:hal-00554028)
by Thierry Foucault - Competition for Order Flow and Smart Order Routing Systems (RePEc:hal:journl:hal-00554030)
by Thierry Foucault - Dealer Attention, liquidity spillovers, and endogenous market segmentation (RePEc:hal:journl:hal-00554041)
by Thierry Foucault & G. Cespa - Les limites de la titrisation (RePEc:hal:journl:hal-00575594)
by Thierry Foucault - Market Transparency (RePEc:hal:journl:hal-00575595)
by Thierry Foucault & M. Pagano & A. Roell - Limit Order Markets (RePEc:hal:journl:hal-00575600)
by Thierry Foucault - Cross listing investment sensitivity to stock price and the learning hypothetis (RePEc:hal:journl:hal-00577854)
by Thierry Foucault & Laurent Fresard - Dealer Attention, liquidity spillovers, and endogenous market segmentation (RePEc:hal:journl:hal-00577857)
by Thierry Foucault & G. Cespa - Cross listing investment sensitivity to stock price and the learning hypothetis (RePEc:hal:journl:hal-00577859)
by Thierry Foucault & Laurent Fresard - Cross listing investment sensitivity to stock price and the learning hypothetis (RePEc:hal:journl:hal-00577862)
by Thierry Foucault & Laurent Fresard - Cross listing investment sensitivity to stock price and the learning hypothetis (RePEc:hal:journl:hal-00577866)
by Thierry Foucault & Laurent Fresard - Dealer Attention, liquidity spillovers, and endogenous market segmentation (RePEc:hal:journl:hal-00577868)
by Thierry Foucault & G. Cespa - Dealer Attention, liquidity spillovers, and endogenous market segmentation (RePEc:hal:journl:hal-00577869)
by Thierry Foucault & G. Cespa - Individual Investors and Volatility (RePEc:hal:journl:hal-00630297)
by Thierry Foucault & David Sraer & David Thesmar - Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices (RePEc:hal:journl:hal-00711379)
by Thierry Foucault - Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières (RePEc:hal:journl:hal-00711381)
by Thierry Foucault - Asymétries d'information et marchés financiers : une synthèse de la littérature récente (RePEc:hal:journl:hal-00711386)
by Thierry Foucault & Bruno Biais - Microstructure des marchés financiers : institutions, modèles et tests empiriques (RePEc:hal:journl:hal-00711388)
by Thierry Foucault & Bruno Biais & Pierre Hillion - Algorithmic trading: issues and preliminary evidence (RePEc:hal:journl:hal-00711389)
by Thierry Foucault - Enseignement de la gestion : l'apport de la recherche (RePEc:hal:journl:hal-00711392)
by Thierry Foucault & Gilles Laurent - Best Execution and Competition between Trading Venues (RePEc:hal:journl:hal-00711394)
by Thierry Foucault - News Trading and Speed (RePEc:hal:journl:hal-00713372)
by Thierry Foucault & Johan Hombert & Ioanid Rosu - News Trading and Speed (RePEc:hal:journl:hal-00713374)
by Thierry Foucault & Johan Hombert & Ioanid Rosu - News Trading and Speed (RePEc:hal:journl:hal-00713376)
by Thierry Foucault & Johan Hombert & Ioanid Rosu - News Trading and Speed (RePEc:hal:journl:hal-00713377)
by Thierry Foucault & Johan Hombert & Ioanid Rosu - Equity Trading Systems in Europe (RePEc:hal:journl:hal-00722595)
by Thierry Foucault & M. Demarchi - Liquidity Cycles and Make/Take Fees in Electronic Markets (RePEc:hal:journl:hal-00789263)
by Thierry Foucault & Ohad Kadan & Eugene Kandel - Market Liquidity: Theory, Evidence and Policy (RePEc:hal:journl:hal-00793694)
by Thierry Foucault & Marco Pagano & Ailsa Röell - Market microstructure: confronting many viewpoints (RePEc:hal:journl:hal-00872398)
by Frédéric Abergel & Jean-Philippe Bouchaud & Thierry Foucault & Mathieu Rosenbaum & Charles-Albert Lehalle - Learning from peers' stock prices and corporate investment (RePEc:hal:journl:hal-00977071)
by Thierry Foucault & Laurent Fresard - Illiquidity Contagion and Liquidity Crashes (RePEc:hal:journl:hal-00998274)
by Giovanni Cespa & Thierry Foucault - Equilibrium Data Mining and Data Abundance (RePEc:hal:journl:hal-02933315)
by Jérôme Dugast & Thierry Foucault - Equilibrium Data Mining and Data Abundance (RePEc:hal:journl:hal-02933316)
by Jérome Dugast & Thierry Foucault - Equilibrium Data Mining and Data Abundance (RePEc:hal:journl:hal-04390474)
by Jérôme Dugast & Thierry Foucault - Equilibrium Data Mining and Data Abundance (RePEc:hal:journl:hal-04390540)
by Jérome Dugast & Thierry Foucault - Equilibrium Data Mining and Data Abundance (RePEc:hal:journl:hal-04505144)
by Jérôme Dugast & Thierry Foucault - Nonstandard Errors (RePEc:hal:journl:hal-04676112)
by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai - Limit Order Book as a Market for Liquidity (RePEc:hal:journl:halshs-00005043)
by Thierry Foucault & Ohad Kadan & Eugene Kandel - Reputation-based pricing and price improvements in dealership markets (RePEc:hal:journl:halshs-00006428)
by Thierry Foucault & Gabriel Desgranges - Competition for Order Flow Smart Order Routing Systems (RePEc:hal:journl:halshs-00009932)
by Thierry Foucault & Albert J. Menkveld - Stock Price Informativeness, Cross-Listings and Investment Decisions (RePEc:hal:journl:halshs-00121054)
by Thierry Foucault - Competition for Order Flow Smart Order Routing Systems (RePEc:hal:journl:halshs-00125689)
by Thierry Foucault & Albert J. Menkveld - Stock Price Informativeness, Cross-Listings and Investment Decisions (RePEc:hal:journl:halshs-00125690)
by Thierry Foucault & T. Gehrig - Does anonymity matter in electronic limit order markets ? (RePEc:hal:journl:halshs-00170387)
by Thierry Foucault & Sophie Moinas & Eric Theissen - Equilibrium fast trading (RePEc:hal:journl:halshs-01400252)
by Bruno Biais & Thierry Foucault & Sophie Moinas - Trading Fees and Efficiency in Limit Order Markets (RePEc:hal:journl:halshs-01510247)
by Jean-Edouard Colliard & Thierry Foucault - Trading Fees and Efficiency in Limit Order Markets (RePEc:hal:pseptp:halshs-01510247)
by Jean-Edouard Colliard & Thierry Foucault - Liquidity Cycles and Make/Take Fees in Electronic Markets (RePEc:hal:wpaper:hal-00489430)
by Thierry Foucault & Ohad Kadan & Eugene Kandel - Individual Investors and Volatility (RePEc:hal:wpaper:hal-00578370)
by Thierry Foucault & David Thesmar & David Sraer - Insiders-Outsiders, Transparency and the Value of the Ticker (RePEc:hal:wpaper:hal-00580153)
by Thierry Foucault & Giovanni Cespa - Linkage Principle, Multi-dimensional Signals and Blind Auctions (RePEc:hal:wpaper:hal-00592018)
by Stefano Lovo & Thierry Foucault - Does anonymity matter in electronic limit order markets ? (RePEc:hal:wpaper:hal-00592031)
by Thierry Foucault & Sophie Moinas & Erik Theissen - Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems (RePEc:hal:wpaper:hal-00597189)
by Thierry Foucault & Laurence Lescourret - Limit Order Book as a Market for Liquidity (RePEc:hal:wpaper:hal-00597190)
by Thierry Foucault & Ohad Kadan & Eugene Kandel - Price Improvements in Financial Markets as a Screening Device (RePEc:hal:wpaper:hal-00598169)
by Thierry Foucault & Gabriel Desgranges - Equity Trading Systems in Europe - A Survey of Recent Changes (RePEc:hal:wpaper:hal-00599910)
by Thierry Foucault & Marianne Demarchi - Competition for Listings (RePEc:hal:wpaper:hal-00599911)
by Thierry Foucault & Christine A. Parlour - Minimum Price Variations, Time Priority and Quote Dynamics (RePEc:hal:wpaper:hal-00600249)
by Thierry Foucault & Tito Cordella - Market Making with Costly Monitoring: An Analysis of the SOES Controversy (RePEc:hal:wpaper:hal-00601494)
by Thierry Foucault & Ailsa Röell & Patrik Sandas - Order Flow Composition and Trading Costs in a Dynamic Limit Order Market (RePEc:hal:wpaper:hal-00601598)
by Thierry Foucault - Imperfect Market Monitoring and SOES Trading (RePEc:hal:wpaper:hal-00607040)
by Thierry Foucault & Ailsa Roell & Patrik Sandas - Reputation-Based Pricing and Price Improvements in Dealership Markets (RePEc:hal:wpaper:hal-00722600)
by Thierry Foucault & Gabriel Desgranges - Trading fees and efficiency in limit order markets (RePEc:hal:wpaper:hal-00722602)
by Thierry Foucault & Jean-Edouard Colliard - Learning from prices, liquidity spillovers, and endogenous market segmentation (RePEc:hal:wpaper:hal-00722607)
by Thierry Foucault & Giovanni Cespa - Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis (RePEc:hal:wpaper:hal-00722609)
by Thierry Foucault & Laurent Frésard - Inventory Management, Dealers' Connections, and Prices in OTC Markets (RePEc:hal:wpaper:hal-01933855)
by Jean-Edouard Colliard & Thierry Foucault & Peter Hoffmann - Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News (RePEc:hal:wpaper:hal-01933891)
by Hedi Benamar & Thierry Foucault & Clara Vega - Ripple Effects of Noise on Corporate Investment (RePEc:hal:wpaper:hal-02002688)
by Thomas Astebro & Florian Hoos & Olivier Dessaint & Thierry Foucault & Laurent Frrsard & Adrien Matray - Corporate Strategy, Conformism, and the Stock Market (RePEc:hal:wpaper:hal-02002755)
by Thierry Foucault & Laurent Frrsard - False News, Informational Efficiency, and Price Reversals (RePEc:hal:wpaper:hal-02058260)
by Jjrrme Dugast & Thierry Foucault - Toxic Arbitrage (RePEc:hal:wpaper:hal-02058262)
by Thierry Foucault & Roman Kozhan & Wing Wah Tham - Does Big Data Improve Financial Forecasting? The Horizon Effect (RePEc:hal:wpaper:hal-03031876)
by Olivier Dessaint & Thierry Foucault & Laurent Frésard - Equilibrium Data Mining and Data Abundance (RePEc:hal:wpaper:hal-03053967)
by Jérôme Dugast & Thierry Foucault - Algorithmic Pricing and Liquidity in Securities Markets (RePEc:hal:wpaper:hal-03890671)
by Jean-Edouard Colliard & Thierry Foucault & Stefano Lovo - The Horizon of Investors' Information and Corporate Investment (RePEc:hal:wpaper:hal-03890720)
by Olivier Dessaint & Thierry Foucault & Laurent Frésard - Displaced by Big Data (RePEc:hal:wpaper:hal-04415270)
by Maxime Bonelli & Thierry Foucault - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Limit Order Book as a Market for Liquidity (RePEc:huj:dispap:dp321)
by Thierry Foucault & Ohad Kadan & Eugene Kandel - Equilibrium Fast Trading (RePEc:ide:wpaper:27008)
by Biais, Bruno & Foucault, Thierry & Moinas, Sophie - Sale of Price Information by Exchanges: Does It Promote Price Discovery? (RePEc:inm:ormnsc:v:60:y:2014:i:1:p:148-165)
by Giovanni Cespa & Thierry Foucault - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Demand for Information, Uncertainty, and the Response of US Treasury Securities to News (RePEc:nbr:nberch:14604)
by Hedi Benamar & Thierry Foucault & Clara Vega - Market Making with Costly Monitoring: An Analysis of the SOES Controversy (RePEc:oup:rfinst:v:16:y:2003:i:2:p:345-384)
by Thierry Foucault & Ailsa Röell & Patrik Sandås - Limit Order Book as a Market for Liquidity (RePEc:oup:rfinst:v:18:y:2005:i:4:p:1171-1217)
by Thierry Foucault & Ohad Kadan & Eugene Kandel - Does Anonymity Matter in Electronic Limit Order Markets? (RePEc:oup:rfinst:v:20:y:2007:i:5:p:1707-1747)
by Thierry Foucault & Sophie Moinas & Erik Theissen - Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis (RePEc:oup:rfinst:v:25:y:2012:i:11:p:3305-3350)
by Thierry Foucault & Laurent Frésard - Trading Fees and Efficiency in Limit Order Markets (RePEc:oup:rfinst:v:25:y:2012:i:11:p:3389-3421)
by Jean-Edouard Colliard & Thierry Foucault - Illiquidity Contagion and Liquidity Crashes (RePEc:oup:rfinst:v:27:y:2014:i:6:p:1615-1660.)
by Giovanni Cespa & Thierry Foucault - Toxic Arbitrage (RePEc:oup:rfinst:v:30:y:2017:i:4:p:1053-1094.)
by Thierry Foucault & Roman Kozhan & Wing Wah Tham - Corporate Strategy, Conformism, and the Stock Market (RePEc:oup:rfinst:v:32:y:2019:i:3:p:905-950.)
by Thierry Foucault & Laurent Fresard - Noisy Stock Prices and Corporate Investment (RePEc:oup:rfinst:v:32:y:2019:i:7:p:2625-2672.)
by Olivier Dessaint & Thierry Foucault & Laurent Frésard & Adrien Matray - Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News
[Optimal inattention to the stock market] (RePEc:oup:rfinst:v:34:y:2021:i:7:p:3403-3455.)
by Hedi Benamar & Thierry Foucault & Clara Vega - Market Liquidity: Theory, Evidence, and Policy (RePEc:oxp:obooks:9780199936243)
by Foucault, Thierry & Pagano, Marco & Roell, Ailsa - Liquidité, coût du capital et organisation de la négociation des valeurs boursières (RePEc:prs:recofi:ecofi_0987-3368_2006_num_82_1_4041)
by Thierry Foucault - Liquidity, cost of capital and the organization of trading in stock markets (RePEc:prs:recofi:ecofi_1767-4603_2006_num_82_1_4442)
by Thierry Foucault - Insiders-Outsiders, Transparency and the Value of the Ticker (RePEc:qmw:qmwecw:628)
by Giovanni Cespa & Thierry Foucault - Unknown item RePEc:qmw:qmwecw:wp628 (paper)
- HFT and Market Quality (RePEc:rbq:journl:i:128:p:5-19)
by Bruno Biais & Thierry Foucault - Equilibrium Fast Traders (RePEc:red:sed014:1207)
by Thierry Foucault & Sophie Moinas & Bruno Biais - Asymétrie d’information et marchés financiers : une synthèse de la littérature récente (RePEc:ris:actuec:v:69:y:1993:i:1:p:8-44)
by Biais, Bruno & Foucault, Thierry - Competition for Listings (RePEc:rje:randje:v:35:y:2004:2:p:329-355)
by Thierry Foucault & Christine A. Parlour - Does Anonymity Matter in Electronic Limit Order Markets? (RePEc:trf:wpaper:3)
by Foucault, Thierry & Moinas, Sophie & Theissen, Erik - Equilibrium Fast Trading (RePEc:tse:wpaper:26999)
by Biais, Bruno & Foucault, Thierry & Moinas, Sophie - Is Trading Fast Dangerous? (RePEc:tse:wpaper:32372)
by Foucault, Thierry & Moinas, Sophie - Implicit collusion on wide spreads (RePEc:upf:upfgen:153)
by Bruno Biais & Thierry Foucault & François Salani - Minimum price variations, time priority and quotes dynamics (RePEc:upf:upfgen:182)
by Tito Cordella & Thierry Foucault - Price formation and order placement strategies in a dynamic order driven market (RePEc:upf:upfgen:99)
by Thierry Foucault - Does anonymity matter in electronic limit order markets? (RePEc:zbw:cfrwps:0515)
by Foucault, Thierry & Moinas, Sophie & Theissen, Erik - Insiders-outsiders, transparency and the value of the ticker (RePEc:zbw:cfswop:200839)
by Cespa, Giovanni & Foucault, Thierry