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Publications

by members of

Départment de Finance et Économie
HEC Paris (École des Hautes Études Commerciales)
Jouy-en-Josas, France

(Department of Finance and Economics, HEC Business School)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis.Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2017

  1. Hoffmann, Peter & Colliard, Jean-Edouard, 2017. "Financial transaction taxes, market composition, and liquidity," Working Paper Series 2030, European Central Bank.
  2. Jean Barthélemy & Eric Mengus, 2017. "Credibility and Monetary Policy," Sciences Po publications 2017-01, Sciences Po.

2016

  1. Dugast, Jérôme & Foucault, Thierry, 2016. "Data Abundance and Asset Price Informativeness," CEPR Discussion Papers 11190, C.E.P.R. Discussion Papers.
  2. Dessaint, Olivier & Foucault, Thierry & Frésard, Laurent & Matray, Adrien, 2016. "Ripple Effects of Noise on Corporate Investment," CEPR Discussion Papers 11081, C.E.P.R. Discussion Papers.
  3. David Bardey & Denis Gromb & David Martimort & Jérôme Pouyet, 2016. "Drugs, Showrooms and Financial Products: Competition and Regulation when Sellers Provide Expert Advice," PSE Working Papers halshs-01400841, HAL.
  4. Calzolari, Giacomo & Colliard, Jean-Edouard & Lóránth, Gyöngyi, 2016. "Multinational Banks and Supranational Supervision," CEPR Discussion Papers 11326, C.E.P.R. Discussion Papers.
  5. Edouard Challe & Jose Ignacio Lopez & Eric Mengus, 2016. "Southern Europe's institutional decline," Working Papers hal-01331723, HAL.
  6. Jean Barthélemy & Eric Mengus, 2016. "The Signaling Effect of Raising Inflation," Sciences Po publications 2016-06, Sciences Po.
  7. Mengus, Eric & Lukyanov, George, 2016. "A Tight Sufficient Condition for Recursive Formulation of Dynamic Implementation Problems," Les Cahiers de Recherche 1151, HEC Paris.
  8. Colonnello, Stefano & Efing, Matthias & Zucchi, Francesca, 2016. "Empty creditors and strong shareholders: The real effects of credit risk trading," IWH Discussion Papers 10/2016, Halle Institute for Economic Research (IWH).

2015

  1. Foucault , Thierry & Frésard , Laurent, 2015. "Corporate Strategy, Conformism, and the Stock Market," Les Cahiers de Recherche 1099, HEC Paris.
  2. Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 62007, London School of Economics and Political Science, LSE Library.
  3. Ovtchinnikov , Alexei & Cooper , Michael, 2015. "Geographical Vibrancy and Firm Performance," Les Cahiers de Recherche 1090, HEC Paris.
  4. Colliard , Jean-Edouard & Perignon , Christophe, 2015. "Where the Risks Lie: A Survey on Systemic Risk," Les Cahiers de Recherche 1088, HEC Paris.
  5. Colliard, Jean-Edouard, 2015. "Optimal supervisory architecture and financial integration in a banking union," Working Paper Series 1786, European Central Bank.
  6. Pancrazi, Roberto & Mengus , Eric, 2015. "The Inequality Accelerator," The Warwick Economics Research Paper Series (TWERPS) 1067, University of Warwick, Department of Economics.
  7. P. Andrade & G. Gaballo & E. Mengus & B. Mojon, 2015. "Forward Guidance and Heterogeneous Beliefs," Working papers 573, Banque de France.
  8. Efing, Matthias, 2015. "Arbitraging the Basel securitization framework: Evidence from German ABS investment," Discussion Papers 40/2015, Deutsche Bundesbank, Research Centre.
  9. Matthias EFING & Rüdiger FAHLENBRACH & Christoph HERPFER & Philipp KRÜGER, 2015. "How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?," Swiss Finance Institute Research Paper Series 15-65, Swiss Finance Institute, revised Jan 2016.

2014

  1. Foucault, Thierry & Kozhan, Roman & Tham, Wing Wah, 2014. "Toxic Arbitrage," CEPR Discussion Papers 9925, C.E.P.R. Discussion Papers.
  2. J. Dugast & T. Foucault, 2014. "False News, Informational Efficiency, and Price Reversals," Working papers 513, Banque de France.
  3. Thierry Foucault & Laurent Fresard, 2014. "Learning from peers' stock prices and corporate investment," Post-Print hal-00977071, HAL.
  4. Giovanni Cespa & Thierry Foucault, 2014. "Illiquidity Contagion and Liquidity Crashes," Post-Print hal-00998274, HAL.
  5. Thierry Foucault & Sophie Moinas & Bruno Biais, 2014. "Equilibrium Fast Traders," 2014 Meeting Papers 1207, Society for Economic Dynamics.
  6. Francis de Véricourt & Denis Gromb, 2014. "Financing capacity investment under demand uncertainty," ESMT Research Working Papers ESMT-14-03, ESMT European School of Management and Technology.
  7. Ovtchinnikov , Alexei & Reza , Syed, 2014. "Political Activism and Firm Innovation," Les Cahiers de Recherche 1053, HEC Paris.
  8. Jean-Edouard Colliard & Gabrielle Demange, 2014. "Cash Providers: Asset Dissemination over Intermediation Chains," PSE Working Papers halshs-00959468, HAL.
  9. Colliard, Jean-Edouard, 2014. "Rational blinders: strategic selection of risk models and bank capital regulation," Working Paper Series 1641, European Central Bank.
  10. Mengus, E., 2014. "Honoring Sovereign Debt or Bailing Out Domestic Residents: A Theory of Internal Costs of Default," Working papers 480, Banque de France.
  11. E. Mengus, 2014. "International Bailouts: Why Did Banks' Collective Bet Lead Europe to Rescue Greece?," Working papers 502, Banque de France.
  12. J.I.Lopez & V. Olivella Moppett, 2014. "Financial Shocks and the Cyclical Behavior of Skilled and Unskilled Unemployment," Working papers 496, Banque de France.
  13. Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014. "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," NBER Working Papers 20468, National Bureau of Economic Research, Inc.

2013

  1. Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," TSE Working Papers 13-387, Toulouse School of Economics (TSE), revised Sep 2014.
  2. Foucault , Thierry & Hombert , Johan & Rosu, Ioanid, 2013. "News Trading and Speed," Les Cahiers de Recherche 975, HEC Paris.
  3. Thierry Foucault & Marco Pagano & Ailsa Röell, 2013. "Market Liquidity: Theory, Evidence and Policy," Post-Print hal-00793694, HAL.
  4. Ovtchinnikov , Alexei V., 2013. "Debt Decisions in Deregulated Industries," Les Cahiers de Recherche 1000, HEC Paris.
  5. Alexei V. Ovtchinnikov, 2013. "Merger waves following industry deregulation," Post-Print hal-00852441, HAL.
  6. Colliard, Jean-Edouard, 2013. "Catching falling knives: speculating on market overreaction," Working Paper Series 1545, European Central Bank.
  7. Matthias Efing, 2013. "Bank Capital Regulation with an Opportunistic Rating Agency," CESifo Working Paper Series 4267, CESifo Group Munich.
  8. Efing, Matthias & Hau, Harald, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers 9465, C.E.P.R. Discussion Papers.
  9. Mohammed Abdellaoui & Emmanuel Kemel, 2013. "Eliciting Prospect Theory When Consequences Are Measured in Time Units: "Time Is Not Money"," Post-Print hal-01069187, HAL.

2012

  1. Frédéric Abergel & Jean-Philippe Bouchaud & Thierry Foucault & Mathieu Rosenbaum & Charles-Albert Lehalle, 2012. "Market microstructure: confronting many viewpoints," Post-Print hal-00872398, HAL.
  2. Thierry Foucault, 2012. "Algorithmic trading: issues and preliminary evidence," Post-Print hal-00711389, HAL.
  3. Thierry Foucault & Giovanni Cespa, 2012. "Learning from prices, liquidity spillovers, and endogenous market segmentation," Working Papers hal-00722607, HAL.
  4. Dimitri Vayanos & Denis Gromb, 2012. "Financially constrained arbitrage and cross-market contagion," 2012 Meeting Papers 112, Society for Economic Dynamics.
  5. Eric Mengus, 2012. "Foreign Debt and the Ricardian Equivalence," 2012 Meeting Papers 412, Society for Economic Dynamics.
  6. Jose Lopez, 2012. "Labor Supply, Aggregation and the Labor Wedge," 2012 Meeting Papers 737, Society for Economic Dynamics.

2011

  1. Foucault, Thierry & Frésard, Laurent, 2011. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," CEPR Discussion Papers 8331, C.E.P.R. Discussion Papers.
  2. Cespa, Giovanni & Foucault, Thierry, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers 8350, C.E.P.R. Discussion Papers.
  3. Colliard, Jean-Edouard & Foucault, Thierry, 2011. "Trading Fees and Efficiency in Limit Order Markets," CEPR Discussion Papers 8395, C.E.P.R. Discussion Papers.
  4. Thierry Foucault & G. Cespa, 2011. "Dealer Attention, liquidity spillovers, and endogenous market segmentation," Post-Print hal-00577869, HAL.
  5. Burkart, Mike & Gromb, Denis & Mueller, Holger M & Panunzi, Fausto, 2011. "Legal Investor Protection and Takeovers," CEPR Discussion Papers 8397, C.E.P.R. Discussion Papers.

2010

  1. Thierry Foucault, 2010. "Limit Order Markets," Post-Print hal-00575600, HAL.
  2. Thierry Foucault, 2010. "Les limites de la titrisation," Post-Print hal-00575594, HAL.
  3. Thierry Foucault & M. Pagano & A. Roell, 2010. "Market Transparency," Post-Print hal-00575595, HAL.
  4. Thierry Foucault, 2010. "Competition among markets and liquidity: trading fees matter," Post-Print hal-00554028, HAL.
  5. Dimitri Vayanos & Denis Gromb, 2010. "Limits of Arbitrage: The State of the Theory," FMG Discussion Papers dp650, Financial Markets Group.
  6. Jose Ignacio Lopez & Roberto Fattal-Jaef, 2010. "Entry, Trade Costs and International Business Cycles," 2010 Meeting Papers 522, Society for Economic Dynamics.

2009

  1. Foucault, Thierry & Kadan, Ohad & Kandel, Eugene, 2009. "Liquidity cycles and make/take fees in electronic markets," CEPR Discussion Papers 7551, C.E.P.R. Discussion Papers.
  2. Thierry Foucault, 2009. "Liquidity Cycles and Made Take Fees in electronics markets," Post-Print hal-00495920, HAL.
  3. Thierry Foucault & David Thesmar, 2009. "Chaining up noise traders," Post-Print hal-00495580, HAL.

2008

  1. Giovanni Cespa & Thierry Foucault, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers 628, Queen Mary University of London, School of Economics and Finance.
  2. Foucault, Thierry & Sraer, David & Thesmar, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers.
  3. Acharya, Viral V & Gromb, Denis & Yorulmazer, Tanju, 2008. "Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking," CEPR Discussion Papers 6984, C.E.P.R. Discussion Papers.

2007

  1. Thierry Foucault, 2007. "Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices," Post-Print hal-00711379, HAL.

2006

  1. Foucault, Thierry & Gehrig, Thomas, 2006. "Stock price informativeness, cross-listings and investment decisions," Les Cahiers de Recherche 840, HEC Paris.
  2. 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.
  3. Thierry Foucault, 2006. "Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières," Post-Print hal-00711381, HAL.
  4. Thierry Foucault, 2006. "Liquidité, coût du capital et organisation de la négociation des valeurs boursières," Post-Print hal-00459793, HAL.
  5. Thierry Foucault & Albert J. Menkveld, 2006. "Competition for Order Flow Smart Order Routing Systems," Post-Print halshs-00125689, HAL.

2005

  1. Thierry Foucault & Gilles Laurent, 2005. "Enseignement de la gestion : l'apport de la recherche," Post-Print hal-00711392, HAL.
  2. Fausto Panunzi & Denis Gromb & Mike Burkart, 2005. "Minority Blocks And Takeover Premia," FMG Discussion Papers dp544, Financial Markets Group.
  3. Juan D. Carrillo & Denis Gromb, 2005. "Culture in Organizations: Inertia and Uniformity," Levine's Bibliography 172782000000000053, UCLA Department of Economics.

2004

  1. 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 3, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  2. Gromb, Denis & Martimort, David, 2004. "The Organization of Delegated Expertise," IDEI Working Papers 284, Institut d'Économie Industrielle (IDEI), Toulouse.

2003

  1. Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  2. Thierry, FOUCAULT & Stefano, LOVO, 2003. "Linkage principle, Multi-dimensional Signals and Blind Auctions," Les Cahiers de Recherche 785, HEC Paris.

2002

  1. Desgranges, Gabriel & Foucault, Thierry, 2002. "Reputation-Based Pricing and Price Improvements in Dealership Markets," CEPR Discussion Papers 3359, C.E.P.R. Discussion Papers.
  2. Thierry Foucault, 2002. "Best Execution and Competition between Trading Venues," Post-Print hal-00711394, HAL.
  3. Carrillo, Juan D & Gromb, Denis, 2002. "Cultural Inertia and Uniformity in Organizations," CEPR Discussion Papers 3613, C.E.P.R. Discussion Papers.
  4. Denis Gromb & David Scharfstein, 2002. "Entrepreneurship in Equilibrium," NBER Working Papers 9001, National Bureau of Economic Research, Inc.

2001

  1. 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.
  2. FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," Les Cahiers de Recherche 742, HEC Paris.
  3. Gromb, Denis & Vayanos, Dimitri, 2001. "Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs," CEPR Discussion Papers 3049, C.E.P.R. Discussion Papers.

2000

  1. 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.
  2. Faure-Grimaud, Antoine & Gromb, Denis, 2000. "Public Trading and Private Incentives," CEPR Discussion Papers 2505, C.E.P.R. Discussion Papers.
  3. Burkart, Mike & Gromb, Denis & Panunzi, Fausto, 2000. "Agency conflicts in public and negotiated transfers of corporate control," LSE Research Online Documents on Economics 69551, London School of Economics and Political Science, LSE Library.

1999

  1. Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers 2265, C.E.P.R. Discussion Papers.
  2. Thierry Foucault & M. Demarchi, 1999. "Equity Trading Systems in Europe," Post-Print hal-00722595, HAL.
  3. Thierry Foucault, 1999. "Order flow composition and trading costs in a dynamic limit order market," Post-Print hal-00459769, HAL.

1998

  1. Foucault, Thierry, 1998. "Order Flow Composition and Trading Costs in Dynamic Limit Order Markets," CEPR Discussion Papers 1817, C.E.P.R. Discussion Papers.
  2. FOUCAULT, Thierry & DEMARCHI, Marianne, 1998. "Equity Trading Systems in Europe - A survey of recent changes," Les Cahiers de Recherche 663, HEC Paris.
  3. Thierry Foucault & Bruno Biais & Francois Salanie, 1998. "Floors, dealer markets and limit order markets," Post-Print hal-00481194, HAL.
  4. Burkart, Mike & Gromb, Denis & Panunzi, Fausto, 1998. "Block Premia in Transfers of Corporate Control," CEPR Discussion Papers 1868, C.E.P.R. Discussion Papers.
  5. Burkart, Mike & Gromb, Denis & Panunzi, Fausto, 1998. "Why higher takeover premia protect minority shareholders," LSE Research Online Documents on Economics 69552, London School of Economics and Political Science, LSE Library.

1997

  1. Cordella, Tito & Foucault, Thierry, 1997. "Minimum Price Variations, Time Priority and Quote Dynamics," CEPR Discussion Papers 1717, C.E.P.R. Discussion Papers.
  2. Thierry Foucault & Bruno Biais & Pierre Hillion, 1997. "Microstructure des marchés financiers : institutions, modèles et tests empiriques," Post-Print hal-00711388, HAL.

1995

  1. Bruno Biais & Thierry Foucault & François Salani, 1995. "Implicit collusion on wide spreads," Economics Working Papers 153, Department of Economics and Business, Universitat Pompeu Fabra.

1994

  1. 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.

1993

  1. Thierry Foucault & Bruno Biais, 1993. "Asymétries d'information et marchés financiers : une synthèse de la littérature récente," Post-Print hal-00711386, HAL.

Undated

  1. Thierry Foucault & Christine a Parlour, "undated". "Competition for Listings," GSIA Working Papers 2000-E11, Carnegie Mellon University, Tepper School of Business.

Journal articles

2017

  1. Arrata, W. & Gautier, A. & Lopez, P. & Rahmouni-Rousseau, I. & Girotti, M. & Mojon, B. & Szczerbowicz, U. & Vari, M. & Foucault, T., 2017. "12e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France," Bulletin de la Banque de France, Banque de France, issue 210, pages 35-43.
  2. W. Arrata & A. Gautier & P. Lopez & I. Rahmouni-Rousseau & M. Girotti & B. Mojon & U. Szczerbowicz & M. Vari & T. Foucault, 2017. "12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary)," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 45, pages 23-30, Spring.
  3. Thierry Foucault & Roman Kozhan & Wing Wah Tham, 2017. "Toxic Arbitrage," Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1053-1094.
  4. Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2017. "Where the Risks Lie: A Survey on Systemic Risk," Review of Finance, European Finance Association, vol. 21(1), pages 109-152.

2016

  1. Thierry Foucault & Johan Hombert & Ioanid Roşu, 2016. "News Trading and Speed," Journal of Finance, American Finance Association, vol. 71(1), pages 335-382, February.
  2. Foucault, T., 2016. "Where are the risks in high frequency trading?," Financial Stability Review, Banque de France, issue 20, pages 53-67, April.
  3. Ovtchinnikov, Alexei V., 2016. "Debt decisions in deregulated industries," Journal of Corporate Finance, Elsevier, vol. 36(C), pages 230-254.
  4. Emmanuel Kemel & Muriel Travers, 2016. "Comparing attitudes toward time and toward money in experience-based decisions," Theory and Decision, Springer, vol. 80(1), pages 71-100, January.

2015

  1. Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2015. "Equilibrium fast trading," Journal of Financial Economics, Elsevier, vol. 116(2), pages 292-313.
  2. Jean-Edouard Colliard & Peter Hoffmann, 2015. "The impact of financial transaction taxes: new evidence," Research Bulletin, European Central Bank, vol. 22, pages 17-20.
  3. Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2015. "Die Dosis macht das Gift – eine Analyse zum Einfluss von Bonuszahlungen auf die Profitabilität und das Risiko von Banken," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(03), pages 23-31, February.
  4. Efing, Matthias & Hau, Harald, 2015. "Structured debt ratings: Evidence on conflicts of interest," Journal of Financial Economics, Elsevier, vol. 116(1), pages 46-60.
  5. Efing, Matthias & Hau, Harald & Kampkötter, Patrick & Steinbrecher, Johannes, 2015. "Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks," Journal of International Economics, Elsevier, vol. 96(S1), pages 123-140.

2014

  1. Foucault, Thierry & Fresard, Laurent, 2014. "Learning from peers' stock prices and corporate investment," Journal of Financial Economics, Elsevier, vol. 111(3), pages 554-577.
  2. Giovanni Cespa & Thierry Foucault, 2014. "Illiquidity Contagion and Liquidity Crashes," Review of Financial Studies, Society for Financial Studies, vol. 27(6), pages 1615-1660.
  3. Bruno Biais & Thierry Foucault, 2014. "HFT and Market Quality," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 5-19, January-F.
  4. Giovanni Cespa & Thierry Foucault, 2014. "Sale of Price Information by Exchanges: Does It Promote Price Discovery?," Management Science, INFORMS, vol. 60(1), pages 148-165, January.
  5. Mike Burkart & Denis Gromb & Holger M. Mueller & Fausto Panunzi, 2014. "Legal Investor Protection and Takeovers," Journal of Finance, American Finance Association, vol. 69(3), pages 1129-1165, June.
  6. Fattal Jaef, Roberto N. & Lopez, Jose Ignacio, 2014. "Entry, trade costs, and international business cycles," Journal of International Economics, Elsevier, vol. 94(2), pages 224-238.
  7. Mohammed Abdellaoui & Emmanuel Kemel, 2014. "Eliciting Prospect Theory When Consequences Are Measured in Time Units: “Time Is Not Money”," Management Science, INFORMS, vol. 60(7), pages 1844-1859, July.

2013

  1. Thierry Foucault & Ohad Kadan & Eugene Kandel, 2013. "Liquidity Cycles and Make/Take Fees in Electronic Markets," Journal of Finance, American Finance Association, vol. 68(1), pages 299-341, February.
  2. Ovtchinnikov, Alexei V., 2013. "Merger waves following industry deregulation," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 51-76.
  3. Kemel, Emmanuel & Paraschiv, Corina, 2013. "Prospect Theory for joint time and money consequences in risk and ambiguity," Transportation Research Part B: Methodological, Elsevier, vol. 56(C), pages 81-95.

2012

  1. Jean-Edouard Colliard & Thierry Foucault, 2012. "Trading Fees and Efficiency in Limit Order Markets," Review of Financial Studies, Society for Financial Studies, vol. 25(11), pages 3389-3421.
  2. Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis," Review of Financial Studies, Society for Financial Studies, vol. 25(11), pages 3305-3350.
  3. Viral V. Acharya & Denis Gromb & Tanju Yorulmazer, 2012. "Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 184-217, April.
  4. Ovtchinnikov, Alexei V. & Pantaleoni, Eva, 2012. "Individual political contributions and firm performance," Journal of Financial Economics, Elsevier, vol. 105(2), pages 367-392.
  5. Laurent Carnis & Emmanuel Kemel, 2012. "Assessing the Role of Context in Traffic Light Violations," Economics Bulletin, AccessEcon, vol. 32(4), pages 3386-3393.

2011

  1. Thierry Foucault & David Sraer & David J. Thesmar, 2011. "Individual Investors and Volatility," Journal of Finance, American Finance Association, vol. 66(4), pages 1369-1406, August.
  2. Emmanuel Kemel & Roger Collet & Laurent Hivert, 2011. "Evidence for an endogenous rebound effect impacting long-run car use elasticity to fuel price," Economics Bulletin, AccessEcon, vol. 31(4), pages 2777-2786.

2010

  1. Denis Gromb & Dimitri Vayanos, 2010. "A Model of Financial Market Liquidity Based on Intermediary Capital," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 456-466, 04-05.
  2. Denis Gromb & Dimitri Vayanos, 2010. "Limits of Arbitrage," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 251-275, December.
  3. Michael J. Cooper & Huseyin Gulen & Alexei V. Ovtchinnikov, 2010. "Corporate Political Contributions and Stock Returns," Journal of Finance, American Finance Association, vol. 65(2), pages 687-724, April.
  4. Ovtchinnikov, Alexei V., 2010. "Capital structure decisions: Evidence from deregulated industries," Journal of Financial Economics, Elsevier, vol. 95(2), pages 249-274, February.

2009

  1. Ovtchinnikov, Alexei V. & McConnell, John J., 2009. "Capital Market Imperfections and the Sensitivity of Investment to Stock Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(03), pages 551-578, June.

2008

  1. 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.
  2. 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, February.

2007

  1. Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
  2. Denis Gromb, 2007. "Cultural Inertia and Uniformity in Organizations," Journal of Law, Economics, and Organization, Oxford University Press, vol. 23(3), pages 743-771, October.
  3. Gromb, Denis & Martimort, David, 2007. "Collusion and the organization of delegated expertise," Journal of Economic Theory, Elsevier, vol. 137(1), pages 271-299, November.

2006

  1. Thierry Foucault, 2006. "Liquidité, coût du capital et organisation de la négociation des valeurs boursières," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 123-138.
  2. Thierry Foucault, 2006. "Liquidity, cost of capital and the organization of trading in stock markets," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 113-123.
  3. Mike Burkart & Denis Gromb & Fausto Panunzi, 2006. "Minority Blocks and Takeover Premia," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 162(1), pages 32-49, March.
  4. Cooper, Michael J. & McConnell, John J. & Ovtchinnikov, Alexei V., 2006. "The other January effect," Journal of Financial Economics, Elsevier, vol. 82(2), pages 315-341, November.

2005

  1. Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
  2. Desgranges, Gabriel & Foucault, Thierry, 2005. "Reputation-based pricing and price improvements," Journal of Economics and Business, Elsevier, vol. 57(6), pages 493-527.

2004

  1. Thierry Foucault & Christine A. Parlour, 2004. "Competition for Listings," RAND Journal of Economics, The RAND Corporation, vol. 35(2), pages 329-355, Summer.

2003

  1. 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, vol. 16(2), pages 345-384.
  2. Gromb, Denis & Vayanos, Dimitri, 2003. "Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361]," Journal of Financial Economics, Elsevier, vol. 67(3), pages 531-531, March.
  3. Diane K. Denis & John J. McConnell & Alexei V. Ovtchinnikov & Yun Yu, 2003. "S&P 500 Index Additions and Earnings Expectations," Journal of Finance, American Finance Association, vol. 58(5), pages 1821-1840, October.

2002

  1. Gromb, Denis & Vayanos, Dimitri, 2002. "Equilibrium and welfare in markets with financially constrained arbitrageurs," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 361-407.

2000

  1. Marianne Demarchi & Thierry Foucault, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Annals of Economics and Statistics, GENES, issue 60, pages 73-115.
  2. Mike Burkart & Denis Gromb & Fausto Panunzi, 2000. "Agency Conflicts in Public and Negotiated Transfers of Corporate Control," Journal of Finance, American Finance Association, vol. 55(2), pages 647-677, April.

1999

  1. 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.
  2. 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.
  3. Carrillo, Juan D. & Gromb, Denis, 1999. "On the strength of corporate cultures," European Economic Review, Elsevier, vol. 43(4-6), pages 1021-1037, April.

1998

  1. 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.
  2. Mike Burkart & Denis Gromb & Fausto Panunzi, 1998. "Why Higher Takeover Premia Protect Minority Shareholders," Journal of Political Economy, University of Chicago Press, vol. 106(1), pages 172-204, February.

1997

  1. Gromb, Denis & Ponssard, Jean-Pierre & Sevy, David, 1997. "Selection in Dynamic Entry Games," Games and Economic Behavior, Elsevier, vol. 21(1-2), pages 62-84, October.
  2. Mike Burkart & Denis Gromb & Fausto Panunzi, 1997. "Large Shareholders, Monitoring, and the Value of the Firm," The Quarterly Journal of Economics, Oxford University Press, vol. 112(3), pages 693-728.

1993

  1. 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, vol. 69(1), pages 8-44, mars.

Books

2016

  1. Luc Laeven & Mario Draghi & Andreas Dombret & Ignazio Angeloni & Sergio Nicoletti-Altimari & Felix Hufeld & Ludger Schuknecht & Hendrik Ritter & Christian Thimann & Josef A. Korte & Sascha Steffen & E, 2016. "Central banking and monetary policy: Which will be the post-crisis new normal?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2016/3 edited by Jens Ulbrich, Carl-Christoph Hedrich and Morten Balling, October.

2013

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

Chapters

2014

  1. Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014. "Incentive Pay and Bank Risk-taking: Evidence from Austrian, German, and Swiss Banks," NBER Chapters,in: NBER International Seminar on Macroeconomics 2014, pages 123-140 National Bureau of Economic Research, Inc.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.