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Foucault, Thierry's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
6,857 |
Total
Citations
307 |
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1.
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Stock Price Informativeness, Cross-Listings and Investment Decisions
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics
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Posted:
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16 Mar 06
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Last Revised:
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15 Mar 13
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1,034
(8,815)
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15
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics
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63
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15
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Cross-listings, cross-listing premium, price informativeness, investment decisions, flow-back, ownership
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics
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16 Mar 06
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Last Revised:
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15 Mar 13
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971
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Cross-listings, cross-listings premium, price informativeness, investment decisions, flow-back, ownership.
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2.
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Competition for Order Flow and Smart Order Routing Systems
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Menkveld, Albert J.
VU University Amsterdam
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Posted:
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14 Jun 06
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Last Revised:
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15 Mar 13
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766
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33
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Menkveld, Albert J.
VU University Amsterdam
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746
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33
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market fragmentation, centralized limit order book, smart routers, trading fees
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Menkveld, Albert J.
VU University Amsterdam
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20
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33
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Market fragmentation, centralized limit order book, smart routers, trading fees, trade-throughs
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3.
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Liquidity Cycles and Make/Take Fees in Electronic Markets
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Kadan, Ohad
Washington University in Saint Louis - John M. Olin Business School Kandel , Eugene
Hebrew University of Jerusalem - Department of Economics
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Posted:
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16 Feb 09
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Last Revised:
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15 Mar 13
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725
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18
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Kadan, Ohad
Washington University in Saint Louis - John M. Olin Business School Kandel , Eugene
Hebrew University of Jerusalem - Department of Economics
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3
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18
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algorithmic trading, duration clustering, Liquidity, make/take fees, monitoring, two-sided markets
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Kadan, Ohad
Washington University in Saint Louis - John M. Olin Business School Kandel , Eugene
Hebrew University of Jerusalem - Department of Economics
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16 Feb 09
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15 Mar 13
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722
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18
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Make/Take Fees, Duration Clustering, Liquidity Externalities, Algorithmic trading, Two-Sided Markets
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4.
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Limit Order Book as a Market for Liquidity
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Kadan, Ohad
Washington University in Saint Louis - John M. Olin Business School Kandel , Eugene
Hebrew University of Jerusalem - Department of Economics
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Posted:
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30 May 01
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Last Revised:
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15 Mar 13
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699
(16,042)
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97
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Kadan, Ohad
Washington University in Saint Louis - John M. Olin Business School Kandel , Eugene
Hebrew University of Jerusalem - Department of Economics
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0
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brain metastases, HRQoL, stereotactic radiosurgery
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Kadan, Ohad
Washington University in Saint Louis - John M. Olin Business School Kandel , Eugene
Hebrew University of Jerusalem - Department of Economics
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23
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97
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Limit order markets, market orders, liquidity
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Kadan, Ohad
Washington University in Saint Louis - John M. Olin Business School Kandel , Eugene
Hebrew University of Jerusalem - Department of Economics
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676
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97
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Limit Orders, Market Orders, Liquidity, Order-Driven Markets, Tick Size, Impatience, Traders Arrival Rate, Price Improvement
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5.
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Moinas, Sophie
Toulouse School of Economics Biais, Bruno
Centre for Economic Policy Research (CEPR)
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08 May 11
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Last Revised:
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15 Mar 13
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675
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16
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6.
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Biais, Bruno
University of Toulouse 1 - Toulouse School of Economics (TSE) Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Moinas, Sophie
Toulouse School of Economics
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19 Mar 12
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Last Revised:
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19 Apr 13
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585
(20,680)
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2
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high frequency trading, liquidity, welfare
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7.
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Individual Investors and Volatility
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Sraer , David Alexandre
Princeton University Thesmar, David
HEC Paris (Groupe HEC) - Finance Department
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Posted:
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17 Mar 08
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Last Revised:
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13 Mar 13
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401
(33,994)
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20
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Sraer , David Alexandre
Princeton University Thesmar, David
HEC Paris (Groupe HEC) - Finance Department
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4
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20
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Idiosyncratic volatility, Noise trading, Retail investors
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Sraer , David Alexandre
Princeton University Thesmar, David
HEC Paris (Groupe HEC) - Finance Department
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17 Mar 08
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Last Revised:
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13 Mar 13
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397
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Idiosyncratic Volatility, Retail Trading, Noise Trading
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8.
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Parlour, Christine A.
University of California, Berkeley - Finance Group
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303
(47,662)
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21
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9.
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Learning from Prices, Liquidity Spillovers, and Market Segmentation
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Cespa, Giovanni
Cass Business School Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
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Posted:
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08 Apr 11
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Last Revised:
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16 May 13
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266
(55,603)
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8
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Cespa, Giovanni
Cass Business School Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
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3
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8
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Colocation, Contagion, Liquidity Risk, Liquidity spillovers, Transparency, Value of price information
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Cespa, Giovanni
Cass Business School Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
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08 Apr 11
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Last Revised:
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16 May 13
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263
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8
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Liquidity spillovers, Contagion, Liquidity Crashes, Multiple equilibria, Rational expectations
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10.
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Does Anonymity Matter in Electronic Limit Order Markets?
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Moinas, Sophie
Toulouse School of Economics Theissen, Erik
University of Mannheim - Finance Area
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Posted:
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31 Jul 03
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Last Revised:
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15 Mar 13
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260
(56,786)
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39
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Moinas, Sophie
Toulouse School of Economics Theissen, Erik
University of Mannheim - Finance Area
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0
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G10, G14, G24
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Moinas, Sophie
Toulouse School of Economics Theissen, Erik
University of Mannheim - Finance Area
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35
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39
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Market microstructure, limit order trading, anonymity, transparency, liquidity
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Moinas, Sophie
Toulouse School of Economics Theissen, Erik
University of Mannheim - Finance Area
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225
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39
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Natural Experiment, Limit Order Book, Anonymity, Liquidity
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11.
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Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Frésard, Laurent
University of Maryland - Robert H. Smith School of Business
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Posted:
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15 Sep 10
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Last Revised:
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15 Mar 13
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190
(78,697)
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7
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Frésard, Laurent
University of Maryland - Robert H. Smith School of Business
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8
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7
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Cross-listing, Investment-to-price sensitivity, Managerial learning, Price informativeness
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Frésard, Laurent
University of Maryland - Robert H. Smith School of Business
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15 Sep 10
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Last Revised:
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15 Mar 13
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182
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7
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Cross-listing, Managerial learning, Investment-to-price sensitivity, Price informativeness
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12.
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Hombert, Johan
HEC Paris (Groupe HEC) - Finance Department Rosu, Ioanid
HEC Paris (Groupe HEC) - Finance Department
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14 Dec 12
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Last Revised:
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19 Apr 13
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182
(82,442)
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5
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Informed trading, news, high frequency trading, liquidity, volatility, price discovery
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13.
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Trading Fees and Efficiency in Limit Order Markets
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Colliard, Jean-Edouard
European Central Bank (ECB) - Directorate General Research Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
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Posted:
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12 May 11
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Last Revised:
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15 Mar 13
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169
(87,975)
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11
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Colliard, Jean-Edouard
European Central Bank (ECB) - Directorate General Research Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
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8
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11
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inter-market competition, Limit order markets, liquidity, make/take fees, OTC markets, trading fees
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Colliard, Jean-Edouard
European Central Bank (ECB) - Directorate General Research Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
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12 May 11
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Last Revised:
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15 Mar 13
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161
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11
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Limit order markets, trading fees, make/take fees, inter-market competition, liquidity.
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14.
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Reputation-Based Pricing and Price Improvements in Dealership Markets
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Desgranges, Gabriel
University of Cergy-Pontoise - THEMA
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Posted:
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11 Jun 02
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Last Revised:
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15 Mar 13
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136
(106,667)
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5
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Desgranges, Gabriel
University of Cergy-Pontoise - THEMA
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114
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5
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Market Microstructure, Price Improvements, Market Design, Anonymity
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Desgranges, Gabriel
University of Cergy-Pontoise - THEMA
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22
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Market microstructure, reputation and implicit contracts, non-anonymous trading
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15.
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Frésard, Laurent
University of Maryland - Robert H. Smith School of Business
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| Posted: |
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26 Jul 12
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Last Revised:
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03 Apr 13
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111
(125,591)
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Corporate Investment, Managerial Learning, Peers, Informed Trading
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16.
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Insiders-Outsiders, Transparency, and the Value of the Ticker
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Cespa, Giovanni
Cass Business School Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
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Posted:
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08 Apr 08
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Last Revised:
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15 Mar 13
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111
(125,591)
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8
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Cespa, Giovanni
Cass Business School Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
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2
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8
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Hirshleifer effect, Market data sales, Price discovery, Transparency
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Cespa, Giovanni
Cass Business School Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
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08 Apr 08
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Last Revised:
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15 Mar 13
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109
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8
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Market Data Sales, Latency, Transparency, Price Discovery, Hirshleifer effect
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17.
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Desgranges, Gabriel
University of Cergy-Pontoise - THEMA
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98
(137,243)
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Market microstructure, price improvements, market design
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18.
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Lovo, Stefano
HEC Paris (Groupe HEC) - Finance Department
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79
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1
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Auction Theory, Linkage Principle, Multidimensional Signals, Blind Auctions
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19.
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Cespa, Giovanni
Cass Business School Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
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| Posted: |
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01 Jul 11
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Last Revised:
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15 Mar 13
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67
(173,691)
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sale of market data, transparency, price discovery
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20.
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Cordella, Tito
World Bank
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21.
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
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22.
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Biais, Bruno
Centre for Economic Policy Research (CEPR) Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Salanie, Francois
National Institute for Agricultural Research (INRA)
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23.
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Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department Cordella, Tito
World Bank
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