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Thierry Foucault

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First Name:Thierry
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Last Name:Foucault
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RePEc Short-ID:pfo139
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  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. Foucault , Thierry & Frésard , Laurent, 2015. "Corporate Strategy, Conformism, and the Stock Market," Les Cahiers de Recherche 1099, HEC Paris.
  4. Foucault, Thierry & Kozhan, Roman & Tham, Wing Wah, 2014. "Toxic Arbitrage," CEPR Discussion Papers 9925, C.E.P.R. Discussion Papers.
  5. Giovanni Cespa & Thierry Foucault, 2014. "Illiquidity Contagion and Liquidity Crashes," Post-Print hal-00998274, HAL.
  6. Thierry Foucault & Laurent Fresard, 2014. "Learning from peers' stock prices and corporate investment," Post-Print hal-00977071, HAL.
  7. J. Dugast & T. Foucault, 2014. "False News, Informational Efficiency, and Price Reversals," Working papers 513, Banque de France.
  8. Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," TSE Working Papers 13-387, Toulouse School of Economics (TSE), revised Sep 2014.
  9. Thierry Foucault & Marco Pagano & Ailsa Röell, 2013. "Market Liquidity: Theory, Evidence and Policy," Post-Print hal-00793694, HAL.
  10. Foucault , Thierry & Hombert , Johan & Rosu, Ioanid, 2013. "News Trading and Speed," Les Cahiers de Recherche 975, HEC Paris.
  11. Thierry Foucault, 2012. "Algorithmic trading: issues and preliminary evidence," Post-Print hal-00711389, HAL.
  12. Thierry Foucault & Giovanni Cespa, 2012. "Learning from prices, liquidity spillovers, and endogenous market segmentation," Working Papers hal-00722607, HAL.
  13. Frédéric Abergel & Jean-Philippe Bouchaud & Thierry Foucault & Mathieu Rosenbaum & Charles-Albert Lehalle, 2012. "Market microstructure: confronting many viewpoints," Post-Print hal-00872398, HAL.
  14. 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.
  15. Cespa, Giovanni & Foucault, Thierry, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers 8350, C.E.P.R. Discussion Papers.
  16. Colliard, Jean-Edouard & Foucault, Thierry, 2011. "Trading Fees and Efficiency in Limit Order Markets," CEPR Discussion Papers 8395, C.E.P.R. Discussion Papers.
  17. Thierry Foucault & G. Cespa, 2011. "Dealer Attention, liquidity spillovers, and endogenous market segmentation," Post-Print hal-00577869, HAL.
  18. Thierry Foucault, 2010. "Les limites de la titrisation," Post-Print hal-00575594, HAL.
  19. Thierry Foucault, 2010. "Competition among markets and liquidity: trading fees matter," Post-Print hal-00554028, HAL.
  20. Thierry Foucault & M. Pagano & A. Roell, 2010. "Market Transparency," Post-Print hal-00575595, HAL.
  21. Thierry Foucault, 2010. "Limit Order Markets," Post-Print hal-00575600, HAL.
  22. Thierry Foucault & David Thesmar, 2009. "Chaining up noise traders," Post-Print hal-00495580, HAL.
  23. Thierry Foucault, 2009. "Liquidity Cycles and Made Take Fees in electronics markets," Post-Print hal-00495920, HAL.
  24. 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.
  25. 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.
  26. Foucault, Thierry & Sraer, David & Thesmar, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers.
  27. Thierry Foucault, 2007. "Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices," Post-Print hal-00711379, HAL.
  28. 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.
  29. Thierry Foucault, 2006. "Liquidité, coût du capital et organisation de la négociation des valeurs boursières," Post-Print hal-00459793, HAL.
  30. Foucault, Thierry & Gehrig, Thomas, 2006. "Stock price informativeness, cross-listings and investment decisions," Les Cahiers de Recherche 840, HEC Paris.
  31. Thierry Foucault, 2006. "Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières," Post-Print hal-00711381, HAL.
  32. Thierry Foucault & Albert J. Menkveld, 2006. "Competition for Order Flow Smart Order Routing Systems," Post-Print halshs-00125689, HAL.
  33. Thierry Foucault & Gilles Laurent, 2005. "Enseignement de la gestion : l'apport de la recherche," Post-Print hal-00711392, HAL.
  34. 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.
  35. 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.
  36. Thierry, FOUCAULT & Stefano, LOVO, 2003. "Linkage principle, Multi-dimensional Signals and Blind Auctions," Les Cahiers de Recherche 785, HEC Paris.
  37. Thierry Foucault, 2002. "Best Execution and Competition between Trading Venues," Post-Print hal-00711394, HAL.
  38. Desgranges, Gabriel & Foucault, Thierry, 2002. "Reputation-Based Pricing and Price Improvements in Dealership Markets," CEPR Discussion Papers 3359, C.E.P.R. Discussion Papers.
  39. FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," Les Cahiers de Recherche 742, HEC Paris.
  40. 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.
  41. 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.
  42. Thierry Foucault, 1999. "Order flow composition and trading costs in a dynamic limit order market," Post-Print hal-00459769, HAL.
  43. Thierry Foucault & M. Demarchi, 1999. "Equity Trading Systems in Europe," Post-Print hal-00722595, HAL.
  44. Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers 2265, C.E.P.R. Discussion Papers.
  45. Thierry Foucault & Bruno Biais & Francois Salanie, 1998. "Floors, dealer markets and limit order markets," Post-Print hal-00481194, HAL.
  46. Foucault, Thierry, 1998. "Order Flow Composition and Trading Costs in Dynamic Limit Order Markets," CEPR Discussion Papers 1817, C.E.P.R. Discussion Papers.
  47. FOUCAULT, Thierry & DEMARCHI, Marianne, 1998. "Equity Trading Systems in Europe - A survey of recent changes," Les Cahiers de Recherche 663, HEC Paris.
  48. Cordella, Tito & Foucault, Thierry, 1997. "Minimum Price Variations, Time Priority and Quote Dynamics," CEPR Discussion Papers 1717, C.E.P.R. Discussion Papers.
  49. Thierry Foucault & Bruno Biais & Pierre Hillion, 1997. "Microstructure des marchés financiers : institutions, modèles et tests empiriques," Post-Print hal-00711388, HAL.
  50. Bruno Biais & Thierry Foucault & François Salani, 1995. "Implicit collusion on wide spreads," Economics Working Papers 153, Department of Economics and Business, Universitat Pompeu Fabra.
  51. 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.
  52. Thierry Foucault & Bruno Biais, 1993. "Asymétries d'information et marchés financiers : une synthèse de la littérature récente," Post-Print hal-00711386, HAL.
  53. Thierry Foucault & Christine a Parlour, . "Competition for Listings," GSIA Working Papers 2000-E11, Carnegie Mellon University, Tepper School of Business.

    repec:hal:journl:hal-00813274 is not listed on IDEAS
  1. Foucault, T., 2016. "Where are the risks in high frequency trading?," Financial Stability Review, Banque de France, issue 20, pages 53-67, April.
  2. Thierry Foucault & Johan Hombert & Ioanid Roşu, 2016. "News Trading and Speed," Journal of Finance, American Finance Association, vol. 71(1), pages 335-382, 02.
  3. Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2015. "Equilibrium fast trading," Journal of Financial Economics, Elsevier, vol. 116(2), pages 292-313.
  4. Foucault, Thierry & Fresard, Laurent, 2014. "Learning from peers' stock prices and corporate investment," Journal of Financial Economics, Elsevier, vol. 111(3), pages 554-577.
  5. Bruno Biais & Thierry Foucault, 2014. "HFT and Market Quality," Bankers, Markets & Investors, Groupe Revue Banque, issue 128, pages 5-19, January-F.
  6. Giovanni Cespa & Thierry Foucault, 2014. "Illiquidity Contagion and Liquidity Crashes," Review of Financial Studies, Society for Financial Studies, vol. 27(6), pages 1615-1660.
  7. 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, 02.
  8. 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.
  9. 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.
  10. Thierry Foucault & David Sraer & David J. Thesmar, 2011. "Individual Investors and Volatility," Journal of Finance, American Finance Association, vol. 66(4), pages 1369-1406, 08.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Desgranges, Gabriel & Foucault, Thierry, 2005. "Reputation-based pricing and price improvements," Journal of Economics and Business, Elsevier, vol. 57(6), pages 493-527.
  17. 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.
  18. Thierry Foucault & Christine A. Parlour, 2004. "Competition for Listings," RAND Journal of Economics, The RAND Corporation, vol. 35(2), pages 329-355, Summer.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  1. Foucault, Thierry & Pagano, Marco & Roell, Ailsa, 2013. "Market Liquidity: Theory, Evidence, and Policy," OUP Catalogue, Oxford University Press, number 9780199936243, December.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 32 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (16) 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 2014-11-07 2015-02-11 2015-02-11. Author is listed
  2. 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
  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-CFN: Corporate Finance (8) 2002-11-28 2002-12-02 2003-02-18 2003-10-12 2006-07-09 2006-10-28 2016-02-12 2016-02-12. Author is listed
  5. 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
  6. NEP-CTA: Contract Theory & Applications (4) 2013-04-20 2013-11-09 2013-11-09 2014-11-07
  7. NEP-RMG: Risk Management (4) 2002-12-02 2003-07-10 2003-10-12 2004-02-29
  8. NEP-CBA: Central Banking (3) 2006-04-08 2008-04-29 2008-05-10
  9. NEP-IND: Industrial Organization (1) 2003-02-20
  10. NEP-MAC: Macroeconomics (1) 2003-07-10
  11. NEP-MFD: Microfinance (1) 2003-11-03
  12. NEP-NET: Network Economics (1) 2016-06-25
This author is among the top 5% authors according to these criteria:
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  12. Number of Citations, Weighted by Number of Authors
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  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
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  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Journal Pages, Weighted by Number of Authors
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Betweenness measure in co-authorship network
  26. Record of graduates

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