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Information about:
Thierry Foucault

Personal Details | Affiliation | Works
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Personal Details

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

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Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Giovanni Cespa & Thierry Foucault, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers 628, Queen Mary, University of London, Department of Economics. [Downloadable!]
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  2. Foucault, Thierry & Sraer, David & Thesmar, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  3. Foucault, Thierry & Gehrig, Thomas, 2006. "Stock price informativeness, cross-listings and investment decisions," Les Cahiers de Recherche 840, HEC Paris. [Downloadable!]
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  4. Foucault, Thierry & Menkveld, Albert J., 2006. "Competition for Order Flow and Smart Order Routing Systems," CEPR Discussion Papers 5523, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  5. Thierry Foucault & Sophie Moinas & Erik Theissen, 2004. "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Papers 3, 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 of Munich. [Downloadable!]
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  6. Thierry, FOUCAULT & Stefano, LOVO, 2003. "Linkage principle, Multi-dimensional Signals and Blind Auctions," Les Cahiers de Recherche 785, HEC Paris. [Downloadable!]

  7. Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
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  8. Desgranges, Gabriel & Foucault, Thierry, 2002. "Reputation-Based Pricing and Price Improvements in Dealership Markets," CEPR Discussion Papers 3359, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  9. FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," Les Cahiers de Recherche 742, HEC Paris. [Downloadable!]
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  10. G. Desgranges & T. Foucault, 2001. "Price Improvements in Financial Markets as a Screening Device," THEMA Working Papers 2001-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  11. FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 2000. "Market Making with Costly Monitoring : An Analysis of the SOES Controversy," Les Cahiers de Recherche 702, HEC Paris. [Downloadable!]
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  12. Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers 2265, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  13. FOUCAULT, Thierry & DEMARCHI, Marianne, 1998. "Equity Trading Systems in Europe - A survey of recent changes," Les Cahiers de Recherche 663, HEC Paris. [Downloadable!]
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  14. Foucault, Thierry, 1998. "Order Flow Composition and Trading Costs in Dynamic Limit Order Markets," CEPR Discussion Papers 1817, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  15. Cordella, Tito & Foucault, Thierry, 1997. "Minimum Price Variations, Time Priority and Quote Dynamics," CEPR Discussion Papers 1717, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  16. Bruno Biais & Thierry Foucault & François Salani, 1995. "Implicit Collusion on Wide Spreads," Economics Working Papers 153, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

  17. Thierry Foucault, 1994. "Price Formation and Order Placement Strategies in a Dynamic Order Driven Market," Economics Working Papers 99, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

  18. Thierry Foucault & Christine a Parlour, . "Competition for Listings," GSIA Working Papers 2000-E11, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
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Articles

  1. Thierry Foucault & Albert J. Menkveld, 2008. "Competition for Order Flow and Smart Order Routing Systems," Journal of Finance, American Finance Association, vol. 63(1), pages 119-158, 02. [Downloadable!] (restricted)
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  2. Foucault, Thierry & Gehrig, Thomas, 2008. "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, vol. 88(1), pages 146-168, April. [Downloadable!] (restricted)
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  3. Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 20(5), pages 1707-1747, <. [Downloadable!] (restricted)
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  4. Desgranges, Gabriel & Foucault, Thierry, 2005. "Reputation-based pricing and price improvements," Journal of Economics and Business, Elsevier, vol. 57(6), pages 493-527. [Downloadable!] (restricted)

  5. Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 18(4), pages 1171-1217. [Downloadable!] (restricted)
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  6. Thierry Foucault & Christine A. Parlour, 2004. "Competition for Listings," RAND Journal of Economics, The RAND Corporation, vol. 35(2), pages 329-355, Summer.
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  7. Thierry Foucault & Ailsa Röell & Patrik Sandås, 2003. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 16(2), pages 345-384. [Downloadable!] (restricted)
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  8. Marianne Demarchi & Thierry Foucault, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Annales d'Economie et de Statistique, ADRES, issue 60, pages 05, Octobre-D. [Downloadable!]
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  9. Foucault, Thierry, 1999. "Order flow composition and trading costs in a dynamic limit order market1," Journal of Financial Markets, Elsevier, vol. 2(2), pages 99-134, May. [Downloadable!] (restricted)

  10. Cordella, Tito & Foucault, Thierry, 1999. "Minimum Price Variations, Time Priority, and Quote Dynamics," Journal of Financial Intermediation, Elsevier, vol. 8(3), pages 141-173, July. [Downloadable!] (restricted)
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  11. Biais, Bruno & Foucault, Thierry & Salanie, Francois, 1998. "Floors, dealer markets and limit order markets," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 253-284, September. [Downloadable!] (restricted)

NEP Fields

19 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-FIN: Finance (9) 2002-11-28 2002-12-02 2003-07-10 2003-10-12 2004-06-13 2005-10-29 2006-04-08 2006-07-09 2006-10-28 Author is listed
  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-IFN: International Finance (1) 2008-07-30
  6. NEP-IND: Industrial Organization (1) 2003-02-20
  7. NEP-MAC: Macroeconomics (1) 2003-07-10
  8. NEP-MFD: Microfinance (1) 2003-11-03
  9. NEP-MST: Market Microstructure (6) 2006-07-09 2008-04-29 2008-05-10 2008-07-30 2008-12-07 2008-12-21 Author is listed
  10. NEP-RMG: Risk Management (4) 2002-12-02 2003-07-10 2003-10-12 2004-02-29
  11. 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
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This page was last updated on 2009-11-22.

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