Thierry Foucault : Citation Profile


Are you Thierry Foucault?

HEC Paris (École des Hautes Études Commerciales)

18

H index

25

i10 index

1612

Citations

RESEARCH PRODUCTION:

31

Articles

148

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 57
   Journals where Thierry Foucault has often published
   Relations with other researchers
   Recent citing documents: 147.    Total self citations: 23 (1.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfo139
   Updated: 2021-06-07    RAS profile: 2021-04-06    
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Relations with other researchers


Works with:

Colliard, Jean-Edouard (4)

Dugast, Jérôme (4)

Hoffmann, Peter (3)

Szczerbowicz, Urszula (2)

Girotti, Mattia (2)

Mojon, Benoit (2)

Vari, Miklos (2)

benamar, hedi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thierry Foucault.

Is cited by:

Degryse, Hans (56)

Theissen, Erik (22)

Menkveld, Albert (18)

LINTON, OLIVER (18)

Vives, Xavier (17)

Cespa, Giovanni (16)

Biais, Bruno (16)

Rindi, Barbara (14)

Daures Lescourret, Laurence (13)

Hautsch, Nikolaus (13)

Vayanos, Dimitri (13)

Cites to:

Biais, Bruno (13)

Karolyi, G. (11)

Menkveld, Albert (11)

Madhavan, Ananth (10)

Subrahmanyam, Avanidhar (10)

Kandel, Eugene (10)

Dow, James (8)

Moinas, Sophie (7)

Cespa, Giovanni (7)

Admati, Anat (7)

Stein, Jeremy (6)

Main data


Where Thierry Foucault has published?


Journals with more than one article published# docs
Review of Financial Studies9
Journal of Financial Economics4
Journal of Finance4
Journal of Financial Markets2
Revue d'conomie Financire2

Working Papers Series with more than one paper published# docs
Post-Print / HAL56
Working Papers / HAL26
Swiss Finance Institute Research Paper Series / Swiss Finance Institute3
TSE Working Papers / Toulouse School of Economics (TSE)2

Recent works citing Thierry Foucault (2021 and 2020)


YearTitle of citing document
2020Market Impact in a Latent Order Book. (2018). Lemhadri, Ismael. In: Papers. RePEc:arx:papers:1802.06101.

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2020Market Making and Latency. (2019). Wang, Yunhan ; Gao, Xuefeng. In: Papers. RePEc:arx:papers:1806.05849.

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2020Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

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2021Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2020NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data. (2020). Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2002.00724.

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2020Informed trading, limit order book and implementation shortfall: equilibrium and asymptotics. (2020). Waelbroeck, Henri ; Ccetin, Umut. In: Papers. RePEc:arx:papers:2003.04425.

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2021The What, When and Where of Limit Order Books. (2020). Dimpfl, Thomas ; Bleher, Michael. In: Papers. RePEc:arx:papers:2004.11953.

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2020On bid and ask side-specific tick sizes. (2020). Rosenbaum, Mathieu ; Derchu, Joffrey ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2005.14126.

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2020Analysis of the impact of maker-taker fees on the stock market using agent-based simulation. (2020). Hoshino, Mahiro ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2010.08992.

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2020Comparing the market microstructure between two South African exchanges. (2020). Chang, Patrick ; Jericevich, Ivan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2011.04367.

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2021A Model of Market Making and Price Impact. (2021). Singh, Angad . In: Papers. RePEc:arx:papers:2101.01388.

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2020Trading on Long-term Information. (2020). Garriott, Corey ; Riordan, Ryan. In: Staff Working Papers. RePEc:bca:bocawp:20-20.

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2021How does regret affect investor behaviour? Evidence from Chinese stock markets. (2021). Zhou, Hongfeng ; Wu, Fei ; Pan, Deng ; Deuskar, Prachi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1851-1896.

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2020Commonality in liquidity and multilateral trading facilities. (2020). Mekhaimer, Mohamed ; Jain, Pankaj K ; Mortal, Sandra. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:481-502.

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2020High‐Frequency Trading and Market Performance. (2020). Mollner, Joshua ; Baldauf, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1495-1526.

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2020Market Structure and Transaction Costs of Index CDSs. (2020). Collindufresne, Pierre ; Trolle, Anders B ; Junge, Benjamin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2719-2763.

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2020Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs. (2020). Shkilko, Andriy ; Sokolov, Konstantin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:2899-2927.

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2020Measuring Mutual Fund Flow Pressure as Shock to Stock Returns. (2020). Wardlaw, Malcolm. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3221-3243.

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2020STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

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2020Organizational Design, Competition, and Financial Exchanges. (2020). Walz, Uwe ; Juranek, Steffen. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:132-163.

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2020Blockchain structure and cryptocurrency prices. (2020). Zimmerman, Peter. In: Bank of England working papers. RePEc:boe:boeewp:0855.

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2020Does Trading Anonymously Enhance Liquidity?. (2020). Dennis, Patrick J ; Sands, Patrik. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:55:y:2020:i:7:p:2372-2396_10.

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2020Peer R&D disclosure and corporate innovation: Evidence from American depositary receipt firms. (2020). Huang, Huichi ; Hsu, Hsiao-Tang ; Gordon, Elizabeth A. In: Advances in accounting. RePEc:eee:advacc:v:49:y:2020:i:c:s0882611020300419.

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2020Indecisive algos: Do limit order revisions increase market load?. (2020). Parikh, Bhavik ; Mishra, Ajay Kumar ; Jurich, Stephen N. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s221463502030335x.

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2020Stock selling during takeovers. (2020). Thanassoulis, John ; Ordóñez Calafí, Guillem ; Ordoez-Calafi, Guillem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919309344.

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2020Do technology spillovers affect the corporate information environment?. (2020). Kecskes, Ambrus ; Nguyen, Phuong-Anh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300250.

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2020CEO-director ties and labor investment efficiency. (2020). Yawson, Alfred ; Sualihu, Mohammed Aminu ; Khedmati, Mehdi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s092911991830782x.

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2020The high frequency trade off between speed and sophistication. (2020). Ladley, Daniel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300804.

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2020The effects of trade size and market depth on immediate price impact in a limit order book market. (2020). Anderson, Heather ; Pham, Manh Cuong ; Lajbcygier, Paul ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301603.

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2020Are high–frequency traders informed?. (2020). Varsakelis, Christos ; Fontaine, Patrice ; Anagnostidis, Panagiotis. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:365-383.

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2021The effect of information frictions on FDI persistence. (2021). Khraiche, Maroula ; de Araujo, Pedro. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:14-27.

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2021Stock market mispricing and firm innovation based on path analysis. (2021). Silverman, Henry ; Dou, Jiachun ; Tang, Wenjie ; Xiong, Hao ; Zheng, Shaofeng ; Shen, Huayu. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:330-343.

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2020Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market. (2020). TÃ¥g, Joacim ; Persson, Lars ; Tg, Joacim ; Koptyug, Nikita. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304935.

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2020When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066.

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2020Does algorithmic trading harm liquidity? Evidence from Brazil. (2020). Perlin, Marcelo Scherer ; Ramos, Henrique Pinto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301406.

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2020Retail investors’ trading and stock market liquidity. (2020). Abudy, Menachem Meni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301741.

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2021Private benefits from control block trades in the Spanish stock exchange. (2021). Marquezde-La, Elena ; Martinez-Caete, Ana R ; PeREZ-SOBA, Ines . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302230.

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2021Estimation of a nonparametric model for bond prices from cross-section and time series information. (2021). LINTON, OLIVER ; la Vecchia, Davide ; Koo, Bonsoo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:562-588.

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2020Frictional unemployment with stochastic bubbles. (2020). Wasmer, Etienne ; Vuillemey, Guillaume. In: European Economic Review. RePEc:eee:eecrev:v:122:y:2020:i:c:s0014292119302132.

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2020More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Goh, Kim-Leng ; Lim, Kian-Ping ; Chia, Yee-Ee. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016.

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2020Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

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2021Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38.

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2021The valuation effect of stock dividends or splits: Evidence from a catering perspective. (2021). Xu, Xin ; Liu, Yu-Jane ; Hu, Conghui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:163-179.

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2020Does proprietary day trading provide liquidity at a cost to investors?. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304764.

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2020Liquidity commonality and high frequency trading: Evidence from the French stock market. (2020). Fontaine, Patrice ; Anagnostidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919305320.

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2020Liquidity, implied volatility and tail risk: A comparison of liquidity measures. (2020). Righi, Marcelo Brutti ; Ramos, Henrique Pinto. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301071.

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2020Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment. (2020). LE, Thai-Ha ; Tu, Anh ; Fong, Kingsley Y ; Liu, Wai-Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302192.

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2021Does the investment horizon of institutional investors matter for stock liquidity?. (2021). Wei, Siqi ; Wang, Xiaoqiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302891.

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2020Discretionary liquidity trading, information production and market efficiency. (2020). Liu, Shancun ; Wen, Chunhui ; Qi, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612318300229.

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2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe. (2020). Demir, Ender ; Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320306310.

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2020Market making with convex quotes. (2020). Jindapon, Paan ; Hwang, Hae-Shin . In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612318306329.

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2021Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355.

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2021Deviations from time priority on the NYSE. (2021). McDonald, Bill ; Jennings, Robert ; Battalio, Robert . In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300367.

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2021Deleveraging commonality. (2021). Zhu, Ning ; Liu, Yu-Jane. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300513.

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2021Fintech: what’s old, what’s new?. (2021). Ratnovski, Lev ; Laeven, Luc ; Hoffmann, Peter ; Boot, Arnoud. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s157230892030139x.

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2020Informed trading in hybrid bond markets. (2020). Valseth, Siri. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028318300073.

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2020VPIN, liquidity, and return volatility in the U.S. equity markets. (2020). van Ness, Robert ; Yildiz, Serhat. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302679.

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2020The price of international equity ETFs: The role of relative liquidity. (2020). Weisskopf, Jean-Philippe ; Atanasova, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300743.

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2020Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

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2020The spillover effects of MD&A disclosures for real investment: The role of industry competition. (2020). Mangen, Claudine ; Durnev, Art. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:1:s016541012030001x.

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2020Market efficiency in real time: Evidence from low latency activity around earnings announcements. (2020). Miao, Bin ; Chordia, Tarun. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s0165410120300379.

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2020Strategic trade when securitized portfolio values are unknown. (2020). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300832.

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2020Does uniqueness in banking matter?. (2020). Norden, Lars ; Spargoli, Fabrizio ; Liu, Frank Hong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s037842662030203x.

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2021Capital structure and cost of capital when prices affect real investments. (2021). Vo, Minh T. In: Journal of Economics and Business. RePEc:eee:jebusi:v:113:y:2021:i:c:s0148619520301302.

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2021Rational quantitative trading in efficient markets. (2021). Tinn, Katrin ; Rossi, Stefano. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301204.

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2020The term structure of liquidity provision. (2020). Wahal, Sunil ; Conrad, Jennifer. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:239-259.

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2020Does the stock market make firms more productive?. (2020). Stulz, René ; Wang, Zexi ; Bennett, Benjamin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:281-306.

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2020Information flows among rivals and corporate investment. (2020). Blackburne, Terrence ; Bernard, Darren ; Thornock, Jacob . In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:760-779.

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2020Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program. (2020). Chung, Kee H ; Rosch, Dominik ; Lee, Albert J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:879-899.

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2020Liquidity risk and exchange-traded fund returns, variances, and tracking errors. (2020). Kim, Daejin ; Bae, Kyounghun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:1:p:222-253.

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2020Strategic trading and unobservable information acquisition. (2020). Breon-Drish, Bradyn ; Banerjee, Snehal. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:458-482.

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2020The price effects of liquidity shocks: A study of the SEC’s tick size experiment. (2020). Yao, Chen ; Song, Shiyun ; Albuquerque, Rui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:700-724.

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2021The real value of China’s stock market. (2021). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:679-696.

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2021Competition among liquidity providers with access to high-frequency trading technology. (2021). Van Achter, Mark ; Bongaerts, Dion. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:220-249.

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2021Do managers pay attention to the market? A review of the relationship between stock price informativeness and investment. (2021). Silva, Paulo ; da Silva, Paulo Pereira. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300645.

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2020Who trades in competing firms around earnings announcements. (2020). Gupta, Kartick ; Kalev, Petko S ; Duong, Huu Nhan ; Mudalige, Priyantha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x1830581x.

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2020Limit order submission risks, order choice, and tick size. (2020). Yamamoto, Ryuichi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302732.

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2020The real effect of mandatory disclosure in Japanese firms. (2020). Sakawa, Hideaki ; Duppati, Geeta ; Yamada, Akihiro ; Watanabel, Naoki. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19305591.

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2020Algorithmic trading in turbulent markets. (2020). Frino, Alex ; Kalev, Petko S ; Zhou, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20302201.

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2020The Korea discount and chaebols. (2020). Isakov, Dusan ; Ducret, Romain. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x1930722x.

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2020Price discovery, order submission, and tick size during preopen period. (2020). Yamamoto, Ryuichi ; Xiao, Xijuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x20302067.

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2020The impact of weather on order submissions and trading performance. (2020). Weng, Pei-Shih ; Tsai, Wei-Che ; Chuang, Yi-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20306685.

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2021Broken detailed balance and non-equilibrium dynamics in noisy social learning models. (2021). Piliouras, Georgios ; Chotibut, Thiparat ; Vaidya, Tushar. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:570:y:2021:i:c:s037843712100090x.

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2021Who knows more and makes more? A perspective of order submission decisions across investor types. (2021). Chen, Hung-Ju ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:381-398.

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2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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2020High-frequency trading and stock liquidity: An intraday analysis. (2020). Hellara, Slaheddine ; ben Ammar, Imen ; Ghadhab, Imen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309249.

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2020The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity. (2020). Ge, Hengshun ; Yang, Haijun ; Luo, Ying. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309754.

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2020Governance by depositors, bank runs and ambiguity aversion. (2020). Guillemin, François. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919304878.

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2020Trading performance and market efficiency: Evidence from algorithmic trading. (2020). Wadhwa, Kavita ; Syamala, Sudhakara Reddy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304050.

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2020Toward understanding FinTech and its industry. (2020). Rosenbaum, Zachary A ; Knewtson, Heather S. In: Managerial Finance. RePEc:eme:mfipps:mf-01-2020-0024.

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2020Derivatives in Sustainable Finance. (2020). Thomadakis, Apostolos ; Lannoo, Karel. In: ECMI Papers. RePEc:eps:ecmiwp:29791.

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2020The Evolution of Price Discovery in an Electronic Market. (2020). Hjalmarsson, Erik ; Zikes, Filip ; Chaboud, Alain P. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-51.

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2020A Survey of Fintech Research and Policy Discussion. (2020). Jagtiani, Julapa ; Allen, Franklin ; Gu, Xian. In: Working Papers. RePEc:fip:fedpwp:88120.

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2021Is Futurization the Culprit for the Violent Fluctuation in China’s Apple Spot Price?. (2021). Hu, Xinyan ; Yan, Xuefei ; Chen, Haiting ; Liao, Jiahua ; Xie, Lin. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:4:p:342-:d:534240.

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2021Tick Size and Price Reversal after Order Imbalance. (2021). Hong, Minh Thi ; Sirnes, Espen . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:2:p:19-:d:523899.

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2020Information, Liquidity, and Dynamic Limit Order Markets. (2020). Seppi, Duane J ; Rindi, Barbara ; Ricco, Roberto. In: Working Papers. RePEc:igi:igierp:660.

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2021Optimal Market Asset Pricing. (2021). Rindi, Barbara ; Ricco, Roberto ; Seppi, Duane J. In: Working Papers. RePEc:igi:igierp:675.

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2020Do Noisy Stock Prices Impede Real Efficiency?. (2020). Xiao, Steven Chong. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5990-6014.

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2020How Fast Should Trades Settle?. (2020). Zoican, Marius ; Khapko, Mariana. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:10:p:4573-4593.

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2020Price Improvement and Execution Risk in Lit and Dark Markets. (2020). Brolley, Michael. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:863-886.

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2021Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5. (2021). Jain, Pankaj K ; Chakrabarty, Bidisha ; Sokolov, Konstantin ; Shkilko, Andriy. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1183-1198.

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More than 100 citations found, this list is not complete...

Thierry Foucault is editor of


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HEC Research Papers Series

Works by Thierry Foucault:


YearTitleTypeCited
2000Equity Trading Systems in Europe: A Survey of Recent Changes In: Annals of Economics and Statistics.
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article4
1998Equity Trading Systems in Europe - A survey of recent changes.(1998) In: HEC Research Papers Series.
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2000Equity Trading Systems in Europe: A Survey of Recent Changes.(2000) In: Post-Print.
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paper
2011Equity Trading Systems in Europe - A Survey of Recent Changes.(2011) In: Working Papers.
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paper
2014False News, Informational Efficiency, and Price Reversals. In: Working papers.
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paper9
2014False News, Informational Efficiency, and Price Reversals.(2014) In: HEC Research Papers Series.
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paper
2014False News, Informational Efficiency, and Price Reversals.(2014) In: Working Papers.
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paper
201712e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France In: Bulletin de la Banque de France.
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article0
2016Where are the risks in high frequency trading? In: Financial Stability Review.
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article1
201712th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary) In: Quarterly selection of articles - Bulletin de la Banque de France.
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article0
2008Competition for Order Flow and Smart Order Routing Systems In: Journal of Finance.
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article90
2006Competition for Order Flow and Smart Order Routing Systems.(2006) In: CEPR Discussion Papers.
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paper
2006Competition for order flow and smart order routing systems.(2006) In: HEC Research Papers Series.
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paper
2008Competition for Order Flow and Smart Order Routing Systems.(2008) In: Post-Print.
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paper
2010Competition for Order Flow and Smart Order Routing Systems.(2010) In: Post-Print.
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This paper has another version. Agregated cites: 90
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2011Individual Investors and Volatility In: Journal of Finance.
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article102
2008Individual Investors and Volatility.(2008) In: CEPR Discussion Papers.
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2008Individual investors and volatility.(2008) In: HEC Research Papers Series.
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2011Individual Investors and Volatility.(2011) In: Post-Print.
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paper
2008Individual Investors and Volatility.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 102
paper
2013Liquidity Cycles and Make/Take Fees in Electronic Markets In: Journal of Finance.
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article56
2009Liquidity cycles and make/take fees in electronic markets.(2009) In: CEPR Discussion Papers.
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paper
2009Liquidity cycles and make/take fees in electronic markets.(2009) In: HEC Research Papers Series.
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paper
2013Liquidity Cycles and Make/Take Fees in Electronic Markets.(2013) In: Post-Print.
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paper
2009Liquidity Cycles and Make/Take Fees in Electronic Markets.(2009) In: Working Papers.
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paper
2016News Trading and Speed In: Journal of Finance.
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article66
2013News Trading and Speed.(2013) In: HEC Research Papers Series.
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2012News Trading and Speed.(2012) In: Post-Print.
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2012News Trading and Speed.(2012) In: Post-Print.
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2012News Trading and Speed.(2012) In: Post-Print.
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paper
2012News Trading and Speed.(2012) In: Post-Print.
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paper
2018Corporate Strategy, Conformism, and the Stock Market In: Swiss Finance Institute Research Paper Series.
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paper5
2016Corporate Strategy, Conformism, and the Stock Market.(2016) In: CEPR Discussion Papers.
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2015Corporate Strategy, Conformism, and the Stock Market.(2015) In: HEC Research Papers Series.
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paper
2015Corporate Strategy, Conformism, and the Stock Market.(2015) In: Working Papers.
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paper
2019Corporate Strategy, Conformism, and the Stock Market.(2019) In: Review of Financial Studies.
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article
2018Noisy Stock Prices and Corporate Investment In: Swiss Finance Institute Research Paper Series.
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paper13
2019Noisy Stock Prices and Corporate Investment.(2019) In: Review of Financial Studies.
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article
2020Does Big Data Improve Financial Forecasting? The Horizon Effect In: Swiss Finance Institute Research Paper Series.
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paper0
2020Does Big Data Improve Financial Forecasting? The Horizon Effect.(2020) In: Working Papers.
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paper
Competition for Listings In: GSIA Working Papers.
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paper31
1999Competition for Listings.(1999) In: CEPR Discussion Papers.
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paper
1999Competition for Listings.(1999) In: HEC Research Papers Series.
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paper
2004Competition for Listings.(2004) In: Post-Print.
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paper
2011Competition for Listings.(2011) In: Working Papers.
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paper
2004Competition for Listings.(2004) In: RAND Journal of Economics.
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article
2016Ripple Effects of Noise on Corporate Investment In: CEPR Discussion Papers.
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paper3
2015Ripple Effects of Noise on Corporate Investment.(2015) In: HEC Research Papers Series.
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paper
2015Ripple Effects of Noise on Corporate Investment.(2015) In: Working Papers.
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paper
2016Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers.
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paper14
2018Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics.
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article
2018Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers.
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paper6
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series.
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paper
2021Inventory management, dealers’ connections, and prices in OTC markets.(2021) In: Working Paper Series.
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paper
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2021Does Alternative Data Improve Financial Forecasting? The Horizon Effect In: CEPR Discussion Papers.
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paper0
1997Minimum Price Variations, Time Priority and Quote Dynamics In: CEPR Discussion Papers.
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paper37
1999Minimum Price Variations, Time Priority, and Quote Dynamics.(1999) In: Journal of Financial Intermediation.
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article
1999Minimum Price Variations, Time Priority and Quote Dynamics.(1999) In: Post-Print.
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paper
2011Minimum Price Variations, Time Priority and Quote Dynamics.(2011) In: Working Papers.
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paper
1996Minimum price variations, time priority and quotes dynamics.(1996) In: Economics Working Papers.
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paper
1998Order Flow Composition and Trading Costs in Dynamic Limit Order Markets In: CEPR Discussion Papers.
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paper265
1999Order flow composition and trading costs in a dynamic limit order market1.(1999) In: Journal of Financial Markets.
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article
1999Order flow composition and trading costs in a dynamic limit order market.(1999) In: Post-Print.
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This paper has another version. Agregated cites: 265
paper
2011Order Flow Composition and Trading Costs in a Dynamic Limit Order Market.(2011) In: Working Papers.
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paper
1999Imperfect Market Monitoring and SOES Trading In: CEPR Discussion Papers.
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paper1
1999Imperfect Market Monitoring and SOES Trading.(1999) In: HEC Research Papers Series.
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paper
1999Imperfect Market Monitoring and SOES Trading.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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paper
2011Imperfect Market Monitoring and SOES Trading.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2001Limit Order Book as a Market for Liquidity In: CEPR Discussion Papers.
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paper230
2001Limit order book as a market for liquidity.(2001) In: HEC Research Papers Series.
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paper
2005Limit Order Book as a Market for Liquidity.(2005) In: Post-Print.
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paper
2005Limit Order Book as a Market for Liquidity.(2005) In: Post-Print.
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paper
2011Limit Order Book as a Market for Liquidity.(2011) In: Working Papers.
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paper
2003Limit Order Book as a Market for Liquidity.(2003) In: Discussion Paper Series.
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paper
2005Limit Order Book as a Market for Liquidity.(2005) In: Review of Financial Studies.
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article
2002Reputation-Based Pricing and Price Improvements in Dealership Markets In: CEPR Discussion Papers.
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paper6
2002Reputation-based pricing and price improvements in dealership markets.(2002) In: HEC Research Papers Series.
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paper
2005Reputation-based pricing and price improvements in dealership markets.(2005) In: Post-Print.
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paper
2012Reputation-Based Pricing and Price Improvements in Dealership Markets.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
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paper72
2003Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series.
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paper
2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print.
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paper
2007Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print.
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paper
2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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paper
2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
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article
2004Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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paper
2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
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paper
2006Stock Price Informativeness, Cross-Listings and Investment Decisions In: CEPR Discussion Papers.
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paper58
2006Stock price informativeness, cross-listings and investment decisions.(2006) In: HEC Research Papers Series.
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paper
2008Stock price informativeness, cross-listings, and investment decisions.(2008) In: Journal of Financial Economics.
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article
2008Stock price informativeness, cross-listings and investment decisions.(2008) In: Post-Print.
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paper
2006Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print.
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paper
2006Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print.
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paper
2008Insiders-Outsiders, Transparency and the Value of the Ticker In: CEPR Discussion Papers.
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paper8
2008Insiders-outsiders, transparency and the value of the ticker.(2008) In: HEC Research Papers Series.
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paper
2011Insiders-Outsiders, Transparency and the Value of the Ticker.(2011) In: Working Papers.
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paper
2008Insiders-Outsiders, Transparency and the Value of the Ticker.(2008) In: Working Papers.
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2008Insiders-Outsiders, Transparency and the Value of the Ticker.(2008) In: Working Papers.
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2008Insiders-outsiders, transparency and the value of the ticker.(2008) In: CFS Working Paper Series.
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2011Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis In: CEPR Discussion Papers.
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paper38
2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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paper
2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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paper
2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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paper
2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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paper
2012Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis.(2012) In: Working Papers.
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paper
2012Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis.(2012) In: Review of Financial Studies.
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article
2011Learning from Prices, Liquidity Spillovers, and Market Segmentation In: CEPR Discussion Papers.
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2011Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers.
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paper50
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paper
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
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paper
2012Trading fees and efficiency in limit order markets.(2012) In: Working Papers.
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paper
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Review of Financial Studies.
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article
2014Toxic Arbitrage In: CEPR Discussion Papers.
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paper21
2014Toxic Arbitrage.(2014) In: HEC Research Papers Series.
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paper
2014Toxic Arbitrage.(2014) In: Working Papers.
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paper
2017Toxic Arbitrage.(2017) In: Review of Financial Studies.
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article
2001Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems In: Working Papers.
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paper7
2001Information sharing, liquidity and transaction costs in floor-based trading systems.(2001) In: HEC Research Papers Series.
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paper
2003Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems.(2003) In: Post-Print.
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paper
2011Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems.(2011) In: Working Papers.
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2000Market Making with Costly Monitoring : An Analysis of the SOES Controversy In: HEC Research Papers Series.
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paper35
2003Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2003) In: Post-Print.
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2000Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2000) In: Working Papers.
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2003Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2003) In: Review of Financial Studies.
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2003Linkage principle, Multi-dimensional Signals and Blind Auctions In: HEC Research Papers Series.
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paper2
2011Linkage Principle, Multi-dimensional Signals and Blind Auctions.(2011) In: Working Papers.
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paper
2013Equilibrium Fast Trading In: HEC Research Papers Series.
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paper121
2015Equilibrium fast trading.(2015) In: Journal of Financial Economics.
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2015Equilibrium fast trading.(2015) In: Post-Print.
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2014Equilibrium Fast Trading.(2014) In: IDEI Working Papers.
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2014Equilibrium Fast Trading.(2014) In: TSE Working Papers.
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2018Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News In: HEC Research Papers Series.
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paper2
2018Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News.(2018) In: Working Papers.
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1998Floors, dealer markets and limit order markets In: Journal of Financial Markets.
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2005Reputation-based pricing and price improvements In: Journal of Economics and Business.
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2014Learning from peers stock prices and corporate investment In: Journal of Financial Economics.
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2014Learning from peers stock prices and corporate investment.(2014) In: Post-Print.
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2001Price Improvements in Financial Markets as a Screening Device In: THEMA Working Papers.
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2011Price Improvements in Financial Markets as a Screening Device.(2011) In: Working Papers.
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2006Liquidité, coût du capital et organisation de la négociation des valeurs boursières In: Post-Print.
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2006Liquidité, coût du capital et organisation de la négociation des valeurs boursières.(2006) In: Revue d'Économie Financière.
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2009Chaining up noise traders In: Post-Print.
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2009Liquidity Cycles and Made Take Fees in electronics markets In: Post-Print.
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2010Competition among markets and liquidity: trading fees matter In: Post-Print.
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2010Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print.
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2011Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print.
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2011Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print.
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2011Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print.
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2010Les limites de la titrisation In: Post-Print.
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2010Market Transparency In: Post-Print.
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2010Limit Order Markets In: Post-Print.
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1993Asymétries dinformation et marchés financiers : une synthèse de la littérature récente In: Post-Print.
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1993Asymétrie d’information et marchés financiers : une synthèse de la littérature récente.(1993) In: L'Actualité Economique.
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1997Microstructure des marchés financiers : institutions, modèles et tests empiriques In: Post-Print.
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2012Algorithmic trading: issues and preliminary evidence In: Post-Print.
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2005Enseignement de la gestion : lapport de la recherche In: Post-Print.
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2002Best Execution and Competition between Trading Venues In: Post-Print.
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1999Equity Trading Systems in Europe In: Post-Print.
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