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Thierry Foucault

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Personal Details

First Name: Thierry
Middle Name:
Last Name: Foucault
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RePEc Short-ID: pfo139

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Affiliation

Départment de Finance et Économie
HEC Paris (École des Hautes Études Commerciales)
Location: Jouy-en-Josas, France
Homepage: http://www.hec.edu/Faculty-and-Research/Finance/
Email:
Phone:
Fax:
Postal: 78351 Jouy-en-Josas cedex
Handle: RePEc:edi:dfhecfr (more details at EDIRC)

Works

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Working papers

  1. Foucault, Thierry & Kozhan, Roman & Tham, Wing Wah, 2014. "Toxic Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9925, C.E.P.R. Discussion Papers.
  2. Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," TSE Working Papers, Toulouse School of Economics (TSE) 13-387, Toulouse School of Economics (TSE), revised Mar 2014.
  3. Foucault , Thierry & Hombert , Johan & Rosu, Ioanid, 2013. "News Trading and Speed," Les Cahiers de Recherche, HEC Paris 975, HEC Paris.
  4. Cespa, Giovanni & Foucault, Thierry, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8350, C.E.P.R. Discussion Papers.
  5. Foucault, Thierry & Frésard, Laurent, 2011. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8331, C.E.P.R. Discussion Papers.
  6. Colliard, Jean-Edouard & Foucault, Thierry, 2011. "Trading Fees and Efficiency in Limit Order Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8395, C.E.P.R. Discussion Papers.
  7. Foucault, Thierry & Kadan, Ohad & Kandel, Eugene, 2009. "Liquidity cycles and make/take fees in electronic markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7551, C.E.P.R. Discussion Papers.
  8. Foucault, Thierry & Sraer, David & Thesmar, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6915, C.E.P.R. Discussion Papers.
  9. Giovanni Cespa & Thierry Foucault, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers, Queen Mary, University of London, School of Economics and Finance 628, Queen Mary, University of London, School of Economics and Finance.
  10. Foucault, Thierry & Menkveld, Albert J., 2006. "Competition for Order Flow and Smart Order Routing Systems," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5523, C.E.P.R. Discussion Papers.
  11. Foucault, Thierry & Gehrig, Thomas, 2006. "Stock price informativeness, cross-listings and investment decisions," Les Cahiers de Recherche, HEC Paris 840, HEC Paris.
  12. Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2004. "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University 3, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  13. Thierry, FOUCAULT & Stefano, LOVO, 2003. "Linkage principle, Multi-dimensional Signals and Blind Auctions," Les Cahiers de Recherche, HEC Paris 785, HEC Paris.
  14. Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series, The Center for the Study of Rationality, Hebrew University, Jerusalem dp321, The Center for the Study of Rationality, Hebrew University, Jerusalem.
  15. Desgranges, Gabriel & Foucault, Thierry, 2002. "Reputation-Based Pricing and Price Improvements in Dealership Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3359, C.E.P.R. Discussion Papers.
  16. FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," Les Cahiers de Recherche, HEC Paris 742, HEC Paris.
  17. G. Desgranges & T. Foucault, 2001. "Price Improvements in Financial Markets as a Screening Device," THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise 2001-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  18. FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 2000. "Market Making with Costly Monitoring : An Analysis of the SOES Controversy," Les Cahiers de Recherche, HEC Paris 702, HEC Paris.
  19. Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2265, C.E.P.R. Discussion Papers.
  20. FOUCAULT, Thierry & DEMARCHI, Marianne, 1998. "Equity Trading Systems in Europe - A survey of recent changes," Les Cahiers de Recherche, HEC Paris 663, HEC Paris.
  21. Foucault, Thierry, 1998. "Order Flow Composition and Trading Costs in Dynamic Limit Order Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1817, C.E.P.R. Discussion Papers.
  22. Cordella, Tito & Foucault, Thierry, 1997. "Minimum Price Variations, Time Priority and Quote Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1717, C.E.P.R. Discussion Papers.
  23. Bruno Biais & Thierry Foucault & François Salani, 1995. "Implicit collusion on wide spreads," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 153, Department of Economics and Business, Universitat Pompeu Fabra.
  24. Thierry Foucault, 1994. "Price formation and order placement strategies in a dynamic order driven market," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 99, Department of Economics and Business, Universitat Pompeu Fabra.
  25. Thierry Foucault & Christine a Parlour, . "Competition for Listings," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 2000-E11, Carnegie Mellon University, Tepper School of Business.

Articles

  1. Foucault, Thierry & Fresard, Laurent, 2014. "Learning from peers' stock prices and corporate investment," Journal of Financial Economics, Elsevier, Elsevier, vol. 111(3), pages 554-577.
  2. Thierry Foucault & Ohad Kadan & Eugene Kandel, 2013. "Liquidity Cycles and Make/Take Fees in Electronic Markets," Journal of Finance, American Finance Association, American Finance Association, vol. 68(1), pages 299-341, 02.
  3. Jean-Edouard Colliard & Thierry Foucault, 2012. "Trading Fees and Efficiency in Limit Order Markets," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 25(11), pages 3389-3421.
  4. Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 25(11), pages 3305-3350.
  5. Thierry Foucault & David Sraer & David J. Thesmar, 2011. "Individual Investors and Volatility," Journal of Finance, American Finance Association, American Finance Association, vol. 66(4), pages 1369-1406, 08.
  6. Foucault, Thierry & Gehrig, Thomas, 2008. "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, Elsevier, vol. 88(1), pages 146-168, April.
  7. Thierry Foucault & Albert J. Menkveld, 2008. "Competition for Order Flow and Smart Order Routing Systems," Journal of Finance, American Finance Association, American Finance Association, vol. 63(1), pages 119-158, 02.
  8. Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
  9. Thierry Foucault, 2006. "Liquidité, coût du capital et organisation de la négociation des valeurs boursières," Revue d'Économie Financière, Programme National Persée, Programme National Persée, vol. 82(1), pages 123-138.
  10. Thierry Foucault, 2006. "Liquidity, cost of capital and the organization of trading in stock markets," Revue d'Économie Financière, Programme National Persée, Programme National Persée, vol. 82(1), pages 113-123.
  11. Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
  12. Desgranges, Gabriel & Foucault, Thierry, 2005. "Reputation-based pricing and price improvements," Journal of Economics and Business, Elsevier, Elsevier, vol. 57(6), pages 493-527.
  13. Thierry Foucault & Christine A. Parlour, 2004. "Competition for Listings," RAND Journal of Economics, The RAND Corporation, The RAND Corporation, vol. 35(2), pages 329-355, Summer.
  14. Thierry Foucault & Ailsa Röell & Patrik Sandås, 2003. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 16(2), pages 345-384.
  15. Marianne DEMARCHI & Thierry FOUCAULT, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Annales d'Economie et de Statistique, ENSAE, ENSAE, issue 60, pages 73-115.
  16. Luc BAUWENS & Pierre GIOT, 2000. "The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks," Annales d'Economie et de Statistique, ENSAE, ENSAE, issue 60, pages 117-149.
  17. Cordella, Tito & Foucault, Thierry, 1999. "Minimum Price Variations, Time Priority, and Quote Dynamics," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 8(3), pages 141-173, July.
  18. Foucault, Thierry, 1999. "Order flow composition and trading costs in a dynamic limit order market1," Journal of Financial Markets, Elsevier, Elsevier, vol. 2(2), pages 99-134, May.
  19. Biais, Bruno & Foucault, Thierry & Salanie, Francois, 1998. "Floors, dealer markets and limit order markets," Journal of Financial Markets, Elsevier, Elsevier, vol. 1(3-4), pages 253-284, September.
  20. Biais, Bruno & Foucault, Thierry, 1993. "Asymétrie d’information et marchés financiers : une synthèse de la littérature récente," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 69(1), pages 8-44, mars.

Books

  1. Foucault, Thierry & Pagano, Marco & Roell, Ailsa, 2013. "Market Liquidity: Theory, Evidence, and Policy," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780199936243, October.

Editor

  1. Les Cahiers de Recherche, HEC Paris, HEC Paris.

NEP Fields

26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2006-04-08 2008-04-29 2008-05-10
  2. NEP-CFN: Corporate Finance (6) 2002-11-28 2002-12-02 2003-02-18 2003-10-12 2006-07-09 2006-10-28. Author is listed
  3. NEP-CTA: Contract Theory & Applications (3) 2013-04-20 2013-11-09 2013-11-09
  4. NEP-FMK: Financial Markets (12) 2001-10-22 2002-11-28 2002-12-02 2003-02-18 2003-10-12 2004-02-29 2005-10-29 2006-04-08 2006-06-03 2006-07-09 2008-05-10 2008-12-21. Author is listed
  5. NEP-IND: Industrial Organization (1) 2003-02-20
  6. NEP-MAC: Macroeconomics (1) 2003-07-10
  7. NEP-MFD: Microfinance (1) 2003-11-03
  8. NEP-MST: Market Microstructure (13) 2006-07-09 2008-04-29 2008-05-10 2008-07-30 2008-12-07 2008-12-21 2009-11-27 2010-01-10 2011-05-30 2013-04-20 2013-11-09 2013-11-09 2014-06-02. Author is listed
  9. NEP-RMG: Risk Management (4) 2002-12-02 2003-07-10 2003-10-12 2004-02-29
  10. NEP-UPT: Utility Models & Prospect Theory (5) 2008-04-29 2008-05-10 2008-07-30 2008-12-07 2008-12-21. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  7. Number of Journal Pages
  8. Number of Journal Pages, Weighted by Simple Impact Factor
  9. Number of Journal Pages, Weighted by Recursive Impact Factor
  10. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  12. Strength of students

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