Thierry Foucault : Citation Profile


Are you Thierry Foucault?

HEC Paris (École des Hautes Études Commerciales)

27

H index

39

i10 index

2116

Citations

RESEARCH PRODUCTION:

31

Articles

141

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 81
   Journals where Thierry Foucault has often published
   Relations with other researchers
   Recent citing documents: 268.    Total self citations: 22 (1.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfo139
   Updated: 2020-02-22    RAS profile: 2019-12-22    
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Relations with other researchers


Works with:

Moinas, Sophie (6)

Biais, Bruno (6)

Dugast, Jérôme (5)

Cespa, Giovanni (3)

Colliard, Jean-Edouard (3)

Szczerbowicz, Urszula (2)

Mojon, Benoit (2)

Girotti, Mattia (2)

Vari, Miklos (2)

benamar, hedi (2)

Hoffmann, Peter (2)

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

Is cited by:

Theissen, Erik (43)

Degryse, Hans (36)

LINTON, OLIVER (27)

Vayanos, Dimitri (26)

PASCUAL, ROBERTO (24)

Vives, Xavier (24)

Dionne, Georges (23)

Cespa, Giovanni (23)

Pagano, Marco (22)

Menkveld, Albert (22)

Stenfors, Alexis (21)

Cites to:

Menkveld, Albert (12)

Biais, Bruno (12)

Kandel, Eugene (11)

Subrahmanyam, Avanidhar (11)

Madhavan, Ananth (10)

Karolyi, G. (10)

Admati, Anat (9)

Cespa, Giovanni (7)

Dow, James (7)

Stoll, Hans (6)

Stein, Jeremy (6)

Main data


Where Thierry Foucault has published?


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

Working Papers Series with more than one paper published# docs
Post-Print / HAL54
Working Papers / HAL24
TSE Working Papers / Toulouse School of Economics (TSE)2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Thierry Foucault (2019 and 2018)


YearTitle of citing document
2019Contractual Managerial Incentives with Stock Price Feedback. (2019). Sun, BO ; Liu, QI ; Lin, Tse-Chun. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:7:p:2446-68.

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2018Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency. (2018). LEHALLE, Charles-Albert ; Mounjid, Othmane. In: Papers. RePEc:arx:papers:1610.00261.

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

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2018Optimal inventory management and order book modeling. (2018). Mounjid, Othmane ; Evangelista, David ; Bouchard, Bruno ; Baradel, Nicolas. In: Papers. RePEc:arx:papers:1802.08135.

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2018Optimal liquidity-based trading tactics. (2018). Rosenbaum, Mathieu ; Mounjid, Othmane ; Lehalle, Charles-Albert. In: Papers. RePEc:arx:papers:1803.05690.

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2019Optimal make-take fees for market making regulation. (2018). Touzi, Nizar ; Rosenbaum, Mathieu ; Mastrolia, Thibaut ; el Euch, Omar. In: Papers. RePEc:arx:papers:1805.02741.

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2018Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Papers. RePEc:arx:papers:1805.08454.

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

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2018News-based trading strategies. (2018). Prendinger, Helmut ; Feuerriegel, Stefan. In: Papers. RePEc:arx:papers:1807.06824.

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2018Disentangling and quantifying market participant volatility contributions. (2018). Muzy, Jean-Franccois ; Bacry, Emmanuel ; Rambaldi, Marcello. In: Papers. RePEc:arx:papers:1807.07036.

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2019Inventory Management for High-Frequency Trading with Imperfect Competition. (2019). Yang, Chen ; Shang, Dapeng ; Muhle-Karbe, Johannes ; Herrmann, Sebastian. In: Papers. RePEc:arx:papers:1808.05169.

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2018Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data. (2018). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Makinen, Milla. In: Papers. RePEc:arx:papers:1810.10845.

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2018Asymmetric 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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2018Limits 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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2019From Glosten-Milgrom to the whole limit order book and applications to financial regulation. (2019). Saliba, Pamela ; Rosenbaum, Mathieu ; Huang, Weibing . In: Papers. RePEc:arx:papers:1902.10743.

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2019Clearing price distributions in call auctions. (2019). Kleijn, B ; Derksen, M. In: Papers. RePEc:arx:papers:1904.07583.

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2019Liquid Speed: On-Demand Fast Trading at Distributed Exchanges. (2019). Zoican, Marius ; Brolley, Michael. In: Papers. RePEc:arx:papers:1907.10720.

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2019Marked Hawkes process modeling of price dynamics and volatility estimation. (2019). Ki, Byoung ; Lee, Kyungsub. In: Papers. RePEc:arx:papers:1907.12025.

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2019Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency. (2019). Balch, Tucker Hybinette ; Byrd, David. In: Papers. RePEc:arx:papers:1908.08168.

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2019Do speed bumps curb low-latency trading? Evidence from a laboratory market. (2019). Zoican, Marius ; Khapko, Mariana. In: Papers. RePEc:arx:papers:1910.03068.

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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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2017Trading Fees and Intermarket Competition. (2017). Werner, Ingrid M ; Rindi, Barbara ; Panayides, Marios. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1751.

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2019High-Speed Internet, Financial Technology and Banking in Africa. (2019). Limodio, Nicola ; D'Andrea, Angelo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19124.

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2018Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays. (2018). Cimon, David ; Brolley, Michael. In: Staff Working Papers. RePEc:bca:bocawp:18-16.

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2018Speed Segmentation on Exchanges: Competition for Slow Flow. (2018). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Staff Working Papers. RePEc:bca:bocawp:18-3.

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2019Informed trading in a two-tier market structure under financial distress. (2019). Paiardini, Paola ; Impenna, Claudio . In: Discussion Papers. RePEc:bir:birmec:19-06.

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2019The cost of clearing fragmentation. (2019). Vasios, Michalis ; Menkveld, Albert ; Huang, Wenqian ; Benos, Evangelos . In: BIS Working Papers. RePEc:bis:biswps:826.

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2017How return and risk experiences shape investor beliefs and preferences. (2017). , Arvid ; Smith, Tom ; Post, Thomas. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:759-788.

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2018There are two very different accruals anomalies. (2018). Detzel, Andrew ; Strauss, Jack ; Schaberl, Philipp. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:581-609.

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2018The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence. (2018). Wilhelmsson, Anders ; Vilhelmsson, Anders ; Jankensgrd, Hkan. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:55-79.

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2019Does Noninformative Text Affect Investor Behavior?. (2019). Larkin, Yelena ; Anderson, Alyssa G. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:257-289.

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2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries. (2019). Kleiman, Vladislav ; Dimpfl, Thomas. In: German Economic Review. RePEc:bla:germec:v:20:y:2019:i:1:p:1-28.

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2018Public News Arrival and Cross‐Asset Correlation Breakdown. (2018). Yu, Jing ; Liu, WaiMan ; Ho, KinYip . In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:3:p:411-451.

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2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Theissen, Erik ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit ; Gomber, Peter. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814.

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2018The deeds of speed: an agent-based model of market liquidity and flash episodes. (2018). Beale, Daniel ; Worlidge, Jack ; Noss, Joseph ; Karvik, Geir-Are. In: Bank of England working papers. RePEc:boe:boeewp:0743.

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2018The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:002.

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2018The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002.

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2018Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802.

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2019Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916.

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2019Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Clancy, Daragh ; Filiani, Pasquale ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/19.

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2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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2018Exchange Competition, Entry, and Welfare. (2018). Vives, Xavier ; Cespa, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7432.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13.

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2018Fragmentation and Strategic Market-Making. (2018). Moinas, Sophie ; Daures Lescourret, Laurence. In: EconPol Working Paper. RePEc:ces:econwp:_15.

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2018Learning in Crowded Markets. (2018). Kondor, Péter ; Zawadowski, Adam. In: CEU Working Papers. RePEc:ceu:econwp:2018_4.

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2018Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974.

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2017Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434.

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2017Trading in style: Retail investors vs. institutions. (2017). Wolff, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12462.

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2018Frictional intermediation in over-the-counter markets. (2018). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13126.

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2018Long Run Growth of Financial Data Technology. (2018). Farboodi, Maryam ; Veldkamp, Laura. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13278.

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2019Priority Rules. (2019). Karagiannis, Nikolaos ; Degryse, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14127.

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2017Risk and Return in High-Frequency Trading. (2017). Kirilenko, Andrei ; Hagstromer, Bjorn ; Baron, Matthew. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_018.

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2019Strategic Speed Choice by High-Frequency Traders under Speed Bumps. (2019). Aoyagi, Jun. In: ISER Discussion Paper. RePEc:dpr:wpaper:1050.

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2017The Gap Effect on the Brazilian Exchange. (2017). Ceretta, Paulo Sergio ; Da costa, Alexandre Silva . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00734.

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2019Competition among high-frequency traders, and market quality. (2019). Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20192290.

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2019Fast trading and the virtue of entropy: evidence from the foreign exchange market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20192300.

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2019Informational environments and the relative information content of analyst recommendations and insider trades. (2019). Wang, Sean. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:72:y:2019:i:c:p:61-73.

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2017Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:150-178.

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2018Learning from directors foreign board experiences. (2018). Iliev, Peter ; Roth, Lukas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:1-19.

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2018Financial distress and competitors investment. (2018). Garcia-Appendini, Emilia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:182-209.

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2019Strategic information aggregation and learning from prices. (2019). Pedraza, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:208-225.

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2019Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach. (2019). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:200-229.

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2019Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures. (2019). Rannou, Yves. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:387-410.

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2019Noise traders and smart money: Evidence from online searches. (2019). Belvaux, Bertrand ; Zouaoui, Mohamed ; Herve, Fabrice. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:141-149.

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2017Mispricing in the odd lots market in Brazil. (2017). Perlin, Marcelo ; Righi, Marcelo B ; Ramos, Henrique P. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:618-628.

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2018The impact of funding liquidity on market quality. (2018). Chen, Wei-Peng ; Wu, Chih-Chiang ; Lu, Jun ; Lin, Shu Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:153-166.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2019Asymmetric peer effects in capital structure dynamics. (2019). Im, Hyun Joong. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:17-22.

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2019High frequency trading, price discovery and market efficiency in the FTSE100. (2019). Kwabi, Frank ; Leone, Vitor. In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:174-177.

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2019Semiparametric estimation of the bid–ask spread in extended roll models. (2019). LINTON, OLIVER ; Chen, Xiaohong ; Yi, Yanping ; Schneeberger, Stefan . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:160-178.

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2019Mark to market value at risk. (2019). Chen, YU ; Zhang, Zhengjun ; Wang, Zhicheng. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:299-321.

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2018Investment in high-frequency trading technology: A real options approach. (2018). Delaney, Laura. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:375-385.

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2017Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain. (2017). Mihov, Atanas ; Naranjo, Andy. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:73-100.

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2017The impact of fragmentation, exchange fees and liquidity provision on market quality. (2017). Aitken, Michael ; Foley, Sean ; Chen, Haoming . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:140-160.

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2018Opting out of good governance. (2018). Goldsmith-Pinkham, Paul ; Zwick, Eric ; Greenstein, Jonathan ; Foley, Fritz C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:93-110.

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2018Investor types and stock return volatility. (2018). Che, Limei . In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:139-161.

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2018Trading places: Price leadership and the competition for order flow. (2018). Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:178-200.

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2019Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?. (2019). Banerjee, Ashok ; Nawn, Samarpan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:109-125.

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2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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2018The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares. (2018). Frijns, Bart ; Tourani-Rad, Alireza ; Indriawan, Ivan. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:136-152.

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2018Do aggregate analyst recommendations predict market returns in international markets?. (2018). Marks, Joseph ; Yezegel, Ari. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:234-254.

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2018Playing with your future: Who gambles in defined-contribution pension plans?. (2018). Fiaschetti, Maurizio ; Viehs, Michael ; Tufano, Peter ; Clark, Gordon L. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:213-225.

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2019Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume. (2019). Dimpfl, Thomas ; Bleher, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:147-159.

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2019Transitory prices, resiliency, and the cross-section of stock returns. (2019). Kim, Jinyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:243-256.

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2019Information or noise: What does algorithmic trading incorporate into the stock prices?. (2019). Elliott, Robert J ; Zhou, Hao ; Kalev, Petko S. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:27-39.

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2018Does inflation affect sensitivity of investment to stock prices? Evidence from emerging markets. (2018). Farooq, Omar ; Ahmed, Neveen. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:160-164.

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2019Do investors choose trade-size according to liquidity, empirical evidence from the S&P 500 index future market. (2019). Zhang, Rui ; Fu, Zhiming ; Yan, Xin ; Wu, Liang. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:275-280.

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2017Multiple markets, algorithmic trading, and market liquidity. (2017). Upson, James ; van Ness, Robert A. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:49-68.

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2017Effects of lit and dark market fragmentation on liquidity. (2017). Gresse, Carole. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:1-20.

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2018Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange. (2018). Ødegaard, Bernt ; Jorgensen, Kjell ; Skjeltorp, Johannes . In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:1-16.

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2019Fast and slow informed trading. (2019). Rou, Ioanid . In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:1-30.

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2019Make-take decisions under high-frequency trading competition. (2019). Bernales, Alejandro. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:1-18.

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2019How rigged are stock markets? Evidence from microsecond timestamps. (2019). McCrary, Justin ; Bartlett, Robert P. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:37-60.

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2018Liquidity risk in sequential trading networks. (2018). Leister, Christian ; Kariv, Shachar ; Kotowski, Maciej H. In: Games and Economic Behavior. RePEc:eee:gamebe:v:109:y:2018:i:c:p:565-581.

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2018Fifty-shades of grey: Competition between dark and lit pools in stock exchanges. (2018). Oriol, Nathalie ; Torre, Dominique ; Rufini, Alexandra. In: Information Economics and Policy. RePEc:eee:iepoli:v:45:y:2018:i:c:p:68-85.

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2018Does feedback trading drive returns of cross-listed shares?. (2018). Chen, Jing ; McMillan, David G ; Hou, Wenxuan ; Dong, Yizhe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:179-199.

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2019Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57.

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2019Risk perceptions and international stock market liquidity. (2019). Marshall, Ben R ; Anderson, Hamish D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:94-116.

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YearTitleTypeCited
2000Equity Trading Systems in Europe: A Survey of Recent Changes In: Annals of Economics and Statistics.
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2011Equity Trading Systems in Europe - A Survey of Recent Changes.(2011) In: Working Papers.
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2014False News, Informational Efficiency, and Price Reversals. In: Working papers.
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2014False News, Informational Efficiency, and Price Reversals.(2014) In: HEC Research Papers Series.
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2014False News, Informational Efficiency, and Price Reversals.(2014) In: Working Papers.
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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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2016Where are the risks in high frequency trading? In: Financial Stability Review.
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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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2008Competition for Order Flow and Smart Order Routing Systems In: Journal of Finance.
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2006Competition for Order Flow and Smart Order Routing Systems.(2006) In: CEPR Discussion Papers.
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2006Competition for order flow and smart order routing systems.(2006) In: HEC Research Papers Series.
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2011Individual Investors and Volatility In: Journal of Finance.
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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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2008Individual Investors and Volatility.(2008) In: Working Papers.
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2013Liquidity Cycles and Make/Take Fees in Electronic Markets In: Journal of Finance.
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2009Liquidity cycles and make/take fees in electronic markets.(2009) In: CEPR Discussion Papers.
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2009Liquidity cycles and make/take fees in electronic markets.(2009) In: HEC Research Papers Series.
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2009Liquidity Cycles and Make/Take Fees in Electronic Markets.(2009) In: Working Papers.
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2016News Trading and Speed In: Journal of Finance.
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2013News Trading and Speed.(2013) In: HEC Research Papers Series.
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2018Corporate Strategy, Conformism, and the Stock Market In: Swiss Finance Institute Research Paper Series.
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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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2015Corporate Strategy, Conformism, and the Stock Market.(2015) In: Working Papers.
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2019Corporate Strategy, Conformism, and the Stock Market.(2019) In: Review of Financial Studies.
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2018Noisy Stock Prices and Corporate Investment In: Swiss Finance Institute Research Paper Series.
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2019Noisy Stock Prices and Corporate Investment.(2019) In: Review of Financial Studies.
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1999Competition for Listings.(1999) In: CEPR Discussion Papers.
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1999Competition for Listings.(1999) In: HEC Research Papers Series.
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2011Competition for Listings.(2011) In: Working Papers.
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2004Competition for Listings.(2004) In: RAND Journal of Economics.
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2016Ripple Effects of Noise on Corporate Investment In: CEPR Discussion Papers.
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2015Ripple Effects of Noise on Corporate Investment.(2015) In: HEC Research Papers Series.
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2015Ripple Effects of Noise on Corporate Investment.(2015) In: Working Papers.
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2016Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers.
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2018Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics.
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2018Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers.
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2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series.
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2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers.
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1997Minimum Price Variations, Time Priority and Quote Dynamics In: CEPR Discussion Papers.
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paper31
1999Minimum Price Variations, Time Priority, and Quote Dynamics.(1999) In: Journal of Financial Intermediation.
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1996Minimum price variations, time priority and quotes dynamics.(1996) In: Economics Working Papers.
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2011Minimum Price Variations, Time Priority and Quote Dynamics.(2011) In: Working Papers.
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1998Order Flow Composition and Trading Costs in Dynamic Limit Order Markets In: CEPR Discussion Papers.
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1999Order flow composition and trading costs in a dynamic limit order market1.(1999) In: Journal of Financial Markets.
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2011Order Flow Composition and Trading Costs in a Dynamic Limit Order Market.(2011) In: Working Papers.
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1999Imperfect Market Monitoring and SOES Trading In: CEPR Discussion Papers.
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1999Imperfect Market Monitoring and SOES Trading.(1999) In: HEC Research Papers Series.
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1999Imperfect Market Monitoring and SOES Trading.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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2011Imperfect Market Monitoring and SOES Trading.(2011) In: Working Papers.
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2001Limit Order Book as a Market for Liquidity In: CEPR Discussion Papers.
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paper202
2001Limit order book as a market for liquidity.(2001) In: HEC Research Papers Series.
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2003Limit Order Book as a Market for Liquidity.(2003) In: Discussion Paper Series.
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2011Limit Order Book as a Market for Liquidity.(2011) In: Working Papers.
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2005Limit Order Book as a Market for Liquidity.(2005) In: Review of Financial Studies.
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2002Reputation-Based Pricing and Price Improvements in Dealership Markets In: CEPR Discussion Papers.
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paper0
2002Reputation-based pricing and price improvements in dealership markets.(2002) In: HEC Research Papers Series.
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2012Reputation-Based Pricing and Price Improvements in Dealership Markets.(2012) In: Working Papers.
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2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
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paper66
2003Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series.
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2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
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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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2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
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2006Stock Price Informativeness, Cross-Listings and Investment Decisions In: CEPR Discussion Papers.
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paper53
2006Stock price informativeness, cross-listings and investment decisions.(2006) In: HEC Research Papers Series.
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2008Stock price informativeness, cross-listings, and investment decisions.(2008) In: Journal of Financial Economics.
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2008Insiders-Outsiders, Transparency and the Value of the Ticker In: CEPR Discussion Papers.
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2008Insiders-outsiders, transparency and the value of the ticker.(2008) In: HEC Research Papers Series.
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2011Insiders-Outsiders, Transparency and the Value of the Ticker.(2011) 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: 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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paper28
2012Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis.(2012) In: Working Papers.
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2012Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis.(2012) In: Review of Financial Studies.
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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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paper42
2012Trading fees and efficiency in limit order markets.(2012) In: Working Papers.
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2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Review of Financial Studies.
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2014Toxic Arbitrage In: CEPR Discussion Papers.
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2017Toxic Arbitrage.(2017) In: Review of Financial Studies.
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2014Toxic Arbitrage.(2014) In: HEC Research Papers Series.
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2014Toxic Arbitrage.(2014) In: Working Papers.
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2001Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems In: Working Papers.
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2001Information sharing, liquidity and transaction costs in floor-based trading systems.(2001) In: HEC Research Papers Series.
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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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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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2013Equilibrium Fast Trading In: HEC Research Papers Series.
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2014Equilibrium Fast Trading.(2014) In: TSE Working Papers.
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2015Equilibrium fast trading.(2015) In: Journal of Financial Economics.
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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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2018Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News.(2018) In: Working Papers.
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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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2010Competition for Order Flow and Smart Order Routing Systems In: Post-Print.
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2010Dealer Attention, liquidity spillovers, and endogenous market segmentation 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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2011Cross listing investment sensitivity to stock price and the learning hypothetis In: Post-Print.
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2011Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print.
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2011Cross listing investment sensitivity to stock price and the learning hypothetis In: Post-Print.
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2011Cross listing investment sensitivity to stock price and the learning hypothetis In: Post-Print.
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2011Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print.
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2011Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print.
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2011Individual Investors and Volatility In: Post-Print.
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2007Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices In: Post-Print.
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2006Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières 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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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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2013Liquidity Cycles and Make/Take Fees in Electronic Markets In: Post-Print.
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