22
H index
30
i10 index
2131
Citations
Thierry Foucault : Citation Profile
HEC Paris (École des Hautes Études Commerciales) | RESEARCH PRODUCTION: 33 Articles 150 Papers 1 Books 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
28 years (1993 - 2021). Relations with other researchers
Main data
Where Thierry Foucault has published?
| Journals with more than one article published | # docs |
|---|---|
| Review of Financial Studies | 10 |
| Journal of Finance | 5 |
| Journal of Financial Economics | 4 |
| Revue d'conomie Financire | 2 |
| Journal of Financial Markets | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 56 |
| Working Papers / HAL | 26 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 21 |
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 3 |
| TSE Working Papers / Toulouse School of Economics (TSE) | 2 |
Recent works citing Thierry Foucault (2022 and 2021)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144. Full description at Econpapers || Download paper | |
| 2022 | Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172. Full description at Econpapers || Download paper | |
| 2022 | When is the Order to Trade Ratio fee effective?. (2022). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:11. Full description at Econpapers || Download paper | |
| 2021 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper | |
| 2021 | The What, When and Where of Limit Order Books. (2020). Dimpfl, Thomas ; Bleher, Michael. In: Papers. RePEc:arx:papers:2004.11953. Full description at Econpapers || Download paper | |
| 2021 | A Model of Market Making and Price Impact. (2021). Singh, Angad . In: Papers. RePEc:arx:papers:2101.01388. Full description at Econpapers || Download paper | |
| 2021 | Replicating Market Makers. (2021). Chitra, Tarun ; Evans, Alex ; Angeris, Guillermo. In: Papers. RePEc:arx:papers:2103.14769. Full description at Econpapers || Download paper | |
| 2022 | Optimal incentives in a limit order book: a SPDE control approach. (2021). Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2112.00375. Full description at Econpapers || Download paper | |
| 2022 | On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2021). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386. Full description at Econpapers || Download paper | |
| 2022 | Multi-Asset Bubbles Equilibrium Price Dynamics. (2022). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468. Full description at Econpapers || Download paper | |
| 2022 | The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds. (2022). Kedar-Levy, Haim ; Hadad, Elroi. In: Papers. RePEc:arx:papers:2208.01538. Full description at Econpapers || Download paper | |
| 2022 | Multivariate Hawkes-based Models in LOB: European, Spread and Basket Option Pricing. (2022). , Bruno ; Bruno, ; Swishchuk, Anatoliy ; Guo, QI. In: Papers. RePEc:arx:papers:2209.07621. Full description at Econpapers || Download paper | |
| 2022 | Arbitrage from a Bayesians Perspective. (2022). Bhattacharya, Ayan. In: Papers. RePEc:arx:papers:2211.03244. Full description at Econpapers || Download paper | |
| 2021 | Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48. Full description at Econpapers || Download paper | |
| 2021 | A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21. Full description at Econpapers || Download paper | |
| 2021 | Cross?listings and dividend size and stability: evidence from China. (2021). Zhang, Junrui ; Liu, Zhangxin ; Cullinan, Charles P ; Cheng, Zijian. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:415-465. Full description at Econpapers || Download paper | |
| 2021 | Liquidity and information asymmetry around unscheduled mining announcements. (2021). Yu, Chuan ; Sidhu, Baljit K ; Katselas, Dean. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3053-3087. Full description at Econpapers || Download paper | |
| 2021 | Intra?industry spill?over effect of default: Evidence from the Chinese bond market. (2021). Li, Jiang ; Xu, Zijin ; Luo, Haoyi ; Hu, Xiaolu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4703-4740. Full description at Econpapers || Download paper | |
| 2021 | How 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. Full description at Econpapers || Download paper | |
| 2022 | The unintended consequence of financial statement comparability: evidence from managerial learning practices. (2022). Xie, Zhimin ; Shen, Jianghua. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3073-3106. Full description at Econpapers || Download paper | |
| 2022 | To batch or not to batch? The release of USDA crop reports. (2022). Garcia, Philip ; Serra, Teresa ; Huang, Joshua ; Irwin, Scott H. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:143-154. Full description at Econpapers || Download paper | |
| 2021 | Is faster or slower trading better? An examination of order type execution speed and costs. (2021). Wu, Fei ; Huang, Tao ; Garvey, Ryan. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:326-363. Full description at Econpapers || Download paper | |
| 2021 | A rundown of merger target run?ups. (2021). Verwijmeren, Patrick ; Vagenasnanos, Evangelos ; Dutordoir, Marie ; Wu, Betty. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:487-518. Full description at Econpapers || Download paper | |
| 2022 | Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44. Full description at Econpapers || Download paper | |
| 2022 | Do short?term institutions exploit stock return anomalies?. (2022). Jiang, George J ; Huang, Wei ; Chen, Yinfei. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:69-94. Full description at Econpapers || Download paper | |
| 2022 | The potential built?in supply effect from margin trading in the Chinese stock market. (2022). Choy, Siu Kai ; Li, Yanxi ; Wang, Mingzhu. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:835-861. Full description at Econpapers || Download paper | |
| 2021 | Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626. Full description at Econpapers || Download paper | |
| 2022 | Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74. Full description at Econpapers || Download paper | |
| 2022 | High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107. Full description at Econpapers || Download paper | |
| 2021 | Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754. Full description at Econpapers || Download paper | |
| 2021 | Can the Market Multiply and Divide? Non?Proportional Thinking in Financial Markets. (2021). Townsend, Richard R ; Shue, Kelly. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2307-2357. Full description at Econpapers || Download paper | |
| 2022 | Testing Disagreement Models. (2022). Ljungqvist, Alexander ; Chang, Yen-Cheng ; Hsiao, Peijie ; Tseng, Kevin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2239-2285. Full description at Econpapers || Download paper | |
| 2021 | Round?number biases on trading time: Evidence from international markets. (2021). Chen, Tao. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:469-495. Full description at Econpapers || Download paper | |
| 2021 | Optimal make–take fees for market making regulation. (2021). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; el Euch, Omar ; Touzi, Nizar. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:109-148. Full description at Econpapers || Download paper | |
| 2022 | The effect of real estate prices on peer firms. (2022). Kumar, Anil ; Kjenstad, Einar C. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:4:p:1022-1053. Full description at Econpapers || Download paper | |
| 2022 | Comparing search and intermediation frictions across markets. (2022). Ãslü, Semih ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0974. Full description at Econpapers || Download paper | |
| 2022 | A structural model of liquidity in over?the?counter markets. (2022). Coen, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:0979. Full description at Econpapers || Download paper | |
| 2021 | The Contrarian Put. (2021). guimaraes, bernardo ; Giovannetti, Bruno ; Chague, Fernando. In: Discussion Papers. RePEc:cfm:wpaper:2106. Full description at Econpapers || Download paper | |
| 2021 | Intermediation and Price Volatility. (2021). Gehrig, Thomas ; Ritzberger, Klaus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15848. Full description at Econpapers || Download paper | |
| 2021 | Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick. In: Working Paper Series. RePEc:ecb:ecbwps:20212547. Full description at Econpapers || Download paper | |
| 2021 | Stock-market disruptions and corporate disclosure policies. (2021). Nanda, Vikram ; Jiang, Jinglin ; Xiao, Steven Chong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302066. Full description at Econpapers || Download paper | |
| 2021 | The role of equity compensation in reducing inefficient investment in labor. (2021). Rankin, Michaela ; Sualihu, Mohammed Aminu ; Haman, Janto. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302327. Full description at Econpapers || Download paper | |
| 2021 | Returns and network growth of digital tokens after cross-listings. (2021). Nikbakht, Ehsan ; Benedetti, Hugo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302972. Full description at Econpapers || Download paper | |
| 2021 | Gauging the effects of stock liquidity on earnings management: Evidence from the SEC tick size pilot test. (2021). Xia, Ying ; Li, Dan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000250. Full description at Econpapers || Download paper | |
| 2021 | Flying under the radar: The real effects of anonymous trading. (2021). el Ghoul, Sadok ; Attig, Najah . In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002145. Full description at Econpapers || Download paper | |
| 2022 | Unique bidder-target relatedness and synergies creation in mergers and acquisitions. (2022). Wei, Fengrong ; Shu, Tao ; Lu, Zhongjin ; Liu, Tingting. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000396. Full description at Econpapers || Download paper | |
| 2022 | What drives intraday reversal? illiquidity or liquidity oversupply?. (2022). Xiong, Xiong ; Lin, Shen ; Kang, Junqing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000185. Full description at Econpapers || Download paper | |
| 2022 | Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415. Full description at Econpapers || Download paper | |
| 2021 | Does economic policy uncertainty affect investment sensitivity to peer stock prices?. (2021). Nguyen, Thuy-Ngan ; Le, Minh ; Trinh, Quoc-Dat ; Vo, Hong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:685-699. Full description at Econpapers || Download paper | |
| 2021 | An analysis of impact of cancellation activity on market quality: Evidence from China. (2021). Zhang, Xiaotao ; Chu, Gang. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001498. Full description at Econpapers || Download paper | |
| 2021 | Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002522. Full description at Econpapers || Download paper | |
| 2022 | Parent-subsidiary dispersion, cost of debt and debt default: Evidence from China. (2022). Ashraf, Naeem ; Gull, Ammar Ali ; Shahab, Yasir ; Liang, Yilan. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003047. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2021 | Stock 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. Full description at Econpapers || Download paper | |
| 2021 | Dynamic portfolio choice and information trading with recursive utility. (2021). Ruan, Xinfeng ; Chen, Xingjiang ; Zhang, Wenjun. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:154-167. Full description at Econpapers || Download paper | |
| 2021 | Private 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. Full description at Econpapers || Download paper | |
| 2021 | Hedging futures performance with denoising and noise-assisted strategies. (2021). Yao, Yinhong ; Su, Kuangxi ; Zheng, Chengli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000899. Full description at Econpapers || Download paper | |
| 2021 | Estimation 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. Full description at Econpapers || Download paper | |
| 2022 | Optimal liquidation problem in illiquid markets. (2022). Vecer, Jan ; Sadoghi, Amirhossein. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:1050-1066. Full description at Econpapers || Download paper | |
| 2022 | Deep reinforcement learning for the optimal placement of cryptocurrency limit orders. (2022). Schnaubelt, Matthias. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:993-1006. Full description at Econpapers || Download paper | |
| 2022 | New evidence on market response to public announcements in the presence of microstructure noise. (2022). Irwin, Scott ; Garcia, Philip ; Serra, Teresa ; Bian, Siyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:785-800. Full description at Econpapers || Download paper | |
| 2021 | The speed of stock price adjustment to corporate announcements: Insights from Turkey. (2021). Hasan, Afan ; Simsek, Koray D ; Simsir, Serif Aziz ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305872. Full description at Econpapers || Download paper | |
| 2021 | Liquidity 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. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric effects of the limit order book on price dynamics. (2022). Dionne, Georges ; Zhou, Xiaozhou ; Cenesizoglu, Tolga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:77-98. Full description at Econpapers || Download paper | |
| 2022 | The anatomy of a fee change — evidence from cryptocurrency markets. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:152-167. Full description at Econpapers || Download paper | |
| 2022 | Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. (2022). Theissen, Erik ; Greppmair, Stefan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:19-38. Full description at Econpapers || Download paper | |
| 2022 | Capital market opening and green innovation——Evidence from Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect. (2022). Sha, Yezhou ; Zhang, Ping ; Wang, Yiru ; Xu, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200216x. Full description at Econpapers || Download paper | |
| 2022 | Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies. (2022). Yan, Cheng ; Huang, Yuxuan ; Jin, Sisi ; Zhu, QI. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003474. Full description at Econpapers || Download paper | |
| 2021 | Does 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. Full description at Econpapers || Download paper | |
| 2021 | Green credit policy and corporate access to bank loans in China: The role of environmental disclosure and green innovation. (2021). Tripe, David ; Zhang, Yuming ; Xing, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100171x. Full description at Econpapers || Download paper | |
| 2022 | High-frequency trading and market quality: The case of a “slightly exposed” market. (2022). Ekinci, Cumhur ; Ersan, Ouz. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003185. Full description at Econpapers || Download paper | |
| 2022 | Measuring bank risk: Forward-looking z-score. (2022). Tripe, David ; Kabir, Humayun M ; Li, Xiping ; Hafeez, Bilal. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000187. Full description at Econpapers || Download paper | |
| 2022 | Brokered versus dealer markets: Impact of proprietary trading with transaction fees. (2022). Tian, Yuan ; Nishide, Katsumasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521918302266. Full description at Econpapers || Download paper | |
| 2022 | Earnings management and stock price crashes post U.S. cross-delistings. (2022). Silva, Sonia ; Loureiro, Gilberto. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001764. Full description at Econpapers || Download paper | |
| 2022 | The informativeness of brokerage reports: Privately-circulated versus publicly-disseminated news. (2022). Wu, Chen-Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001909. Full description at Econpapers || Download paper | |
| 2022 | A study of cross-industry return predictability in the Chinese stock market. (2022). Zheng, Yawen ; Stamatogiannis, Michalis P ; Ellington, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002071. Full description at Econpapers || Download paper | |
| 2022 | Opening price manipulation and its value influences. (2022). Liu, Jia ; Yuan, Lin ; Wu, Chonglin. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002149. Full description at Econpapers || Download paper | |
| 2021 | Optimal closing benchmarks. (2021). Mitra, Joshua ; Frei, Christoph. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320301537. Full description at Econpapers || Download paper | |
| 2021 | Do intra-day auctions improve market liquidity?. (2021). Zhou, Zhou ; Leung, Henry ; Gan, Quan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315889. Full description at Econpapers || Download paper | |
| 2021 | COVID-19 and the liquidity network. (2021). Sehrish, Saba ; Molchanov, Alexander ; Gregory-Allen, Russell ; Farzami, Yasmine. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000180. Full description at Econpapers || Download paper | |
| 2022 | Liquidity spillover in foreign exchange markets. (2022). Hsu, Chih-Chiang ; Gau, Yin-Feng ; Chang, Ya-Ting. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001860. Full description at Econpapers || Download paper | |
| 2022 | Herding intensity and volatility in cryptocurrency markets during the COVID-19. (2022). Cagli, Efe Caglar ; Mandaci, Pinar Evrim. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003846. Full description at Econpapers || Download paper | |
| 2021 | Informed 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. Full description at Econpapers || Download paper | |
| 2021 | Deviations 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. Full description at Econpapers || Download paper | |
| 2021 | Deleveraging commonality. (2021). Zhu, Ning ; Liu, Yu-Jane. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300513. Full description at Econpapers || Download paper | |
| 2021 | Speed and learning in high-frequency auctions. (2021). Zoican, Marius ; Khapko, Mariana ; Haas, Marlene. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300525. Full description at Econpapers || Download paper | |
| 2021 | Broker routing decisions in limit order markets. (2021). Cimon, David A. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300719. Full description at Econpapers || Download paper | |
| 2021 | Noise traders incarnate: Describing a realistic noise trading process. (2021). Schmidt, Daniel ; Peress, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300872. Full description at Econpapers || Download paper | |
| 2021 | Do speed bumps curb low-latency investment? Evidence from a laboratory market. (2021). Zoican, Marius ; Khapko, Mariana. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300707. Full description at Econpapers || Download paper | |
| 2021 | Does shareholder litigation affect the corporate information environment?. (2021). Sila, Vathunyoo ; Nguyen, Duc Duy ; Le, Nhan. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300690. Full description at Econpapers || Download paper | |
| 2022 | Attention: How high-frequency trading improves price efficiency following earnings announcements. (2022). Wang, XU ; Moulton, Pamela C ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100063x. Full description at Econpapers || Download paper | |
| 2022 | Fast traders make a quick buck: The role of speed in liquidity provision. (2022). Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000033. Full description at Econpapers || Download paper | |
| 2022 | Speed segmentation on exchanges: Competition for slow flow. (2022). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000148. Full description at Econpapers || Download paper | |
| 2022 | Are retail investors less aggressive on small price stocks?. (2022). Roger, Tristan ; Metais, Carole . In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000604. Full description at Econpapers || Download paper | |
| 2022 | Contagious margin calls: How COVID-19 threatened global stock market liquidity. (2022). Ãdegaard, Bernt ; Odegaard, Bernt Arne ; Philip, Richard ; Kwan, Amy ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000628. Full description at Econpapers || Download paper | |
| 2022 | Transparency in fragmented markets: Experimental evidence. (2022). Wen, Yuanji ; Wee, Marvin ; Hendershott, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000258. Full description at Econpapers || Download paper | |
| 2022 | Investor short-termism and real investment. (2022). van Dijk, Mathijs A ; Subrahmanyam, Avanidhar ; Rosch, Dominik M. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000276. Full description at Econpapers || Download paper | |
| 2022 | Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds. (2022). Wang, KE ; Kalimipalli, Madhu ; Huang, Alan Guoming ; Han, Song. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000379. Full description at Econpapers || Download paper | |
| 2022 | Tick Size Pilot Program and price discovery in U.S. stock markets. (2022). Upson, James E ; Cox, Justin ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000409. Full description at Econpapers || Download paper | |
| 2022 | Transaction fees: Impact on institutional order types, commissions, and execution quality. (2022). Odonoghue, Shawn M. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000118. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Thierry Foucault is editor of
| Journal | |
|---|---|
| HEC Research Papers Series |
Works by Thierry Foucault:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | Equity Trading Systems in Europe: A Survey of Recent Changes In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
| 1998 | Equity Trading Systems in Europe - A survey of recent changes.(1998) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2000 | Equity Trading Systems in Europe: A Survey of Recent Changes.(2000) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2011 | Equity Trading Systems in Europe - A Survey of Recent Changes.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2014 | False News, Informational Efficiency, and Price Reversals. In: Working papers. [Full Text][Citation analysis] | paper | 11 |
| 2014 | False News, Informational Efficiency, and Price Reversals.(2014) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | False News, Informational Efficiency, and Price Reversals.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2017 | 12e 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. [Full Text][Citation analysis] | article | 0 |
| 2016 | Where are the risks in high frequency trading? In: Financial Stability Review. [Full Text][Citation analysis] | article | 2 |
| 2017 | 12th 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. [Full Text][Citation analysis] | article | 0 |
| 2008 | Competition for Order Flow and Smart Order Routing Systems In: Journal of Finance. [Full Text][Citation analysis] | article | 122 |
| 2006 | Competition for Order Flow and Smart Order Routing Systems.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | paper | |
| 2006 | Competition for order flow and smart order routing systems.(2006) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | paper | |
| 2008 | Competition for Order Flow and Smart Order Routing Systems.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 122 | paper | |
| 2010 | Competition for Order Flow and Smart Order Routing Systems.(2010) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 122 | paper | |
| 2011 | Individual Investors and Volatility In: Journal of Finance. [Citation analysis] | article | 128 |
| 2008 | Individual Investors and Volatility.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
| 2008 | Individual investors and volatility.(2008) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
| 2011 | Individual Investors and Volatility.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
| 2008 | Individual Investors and Volatility.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
| 2013 | Liquidity Cycles and Make/Take Fees in Electronic Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 67 |
| 2009 | Liquidity cycles and make/take fees in electronic markets.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
| 2009 | Liquidity cycles and make/take fees in electronic markets.(2009) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
| 2013 | Liquidity Cycles and Make/Take Fees in Electronic Markets.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
| 2009 | Liquidity Cycles and Make/Take Fees in Electronic Markets.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
| 2016 | News Trading and Speed In: Journal of Finance. [Full Text][Citation analysis] | article | 91 |
| 2013 | News Trading and Speed.(2013) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2012 | News Trading and Speed.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2012 | News Trading and Speed.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2012 | News Trading and Speed.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2012 | News Trading and Speed.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2021 | Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | Corporate Strategy, Conformism, and the Stock Market In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Corporate Strategy, Conformism, and the Stock Market.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2015 | Corporate Strategy, Conformism, and the Stock Market.(2015) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2015 | Corporate Strategy, Conformism, and the Stock Market.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2019 | Corporate Strategy, Conformism, and the Stock Market.(2019) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2018 | Noisy Stock Prices and Corporate Investment In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 32 |
| 2019 | Noisy Stock Prices and Corporate Investment.(2019) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2020 | Does Big Data Improve Financial Forecasting? The Horizon Effect In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Does Big Data Improve Financial Forecasting? The Horizon Effect.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| Competition for Listings In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 41 | |
| 1999 | Competition for Listings.(1999) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 1999 | Competition for Listings.(1999) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2004 | Competition for Listings.(2004) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2011 | Competition for Listings.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2004 | Competition for Listings.(2004) In: RAND Journal of Economics. [Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 2016 | Ripple Effects of Noise on Corporate Investment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Ripple Effects of Noise on Corporate Investment.(2015) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Ripple Effects of Noise on Corporate Investment.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2016 | Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2018 | Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
| 2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2021 | Inventory management, dealers’ connections, and prices in OTC markets.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2021 | Does Alternative Data Improve Financial Forecasting? The Horizon Effect In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1997 | Minimum Price Variations, Time Priority and Quote Dynamics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
| 1999 | Minimum Price Variations, Time Priority, and Quote Dynamics.(1999) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
| 1999 | Minimum Price Variations, Time Priority and Quote Dynamics.(1999) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2011 | Minimum Price Variations, Time Priority and Quote Dynamics.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 1996 | Minimum price variations, time priority and quotes dynamics.(1996) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 1998 | Order Flow Composition and Trading Costs in Dynamic Limit Order Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 295 |
| 1999 | Order flow composition and trading costs in a dynamic limit order market1.(1999) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 295 | article | |
| 1999 | Order flow composition and trading costs in a dynamic limit order market.(1999) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 295 | paper | |
| 2011 | Order Flow Composition and Trading Costs in a Dynamic Limit Order Market.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 295 | paper | |
| 1999 | Imperfect Market Monitoring and SOES Trading In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Imperfect Market Monitoring and SOES Trading.(1999) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1999 | Imperfect Market Monitoring and SOES Trading.(1999) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Imperfect Market Monitoring and SOES Trading.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2001 | Limit Order Book as a Market for Liquidity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 282 |
| 2001 | Limit order book as a market for liquidity.(2001) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 282 | paper | |
| 2005 | Limit Order Book as a Market for Liquidity.(2005) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 282 | paper | |
| 2005 | Limit Order Book as a Market for Liquidity.(2005) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 282 | paper | |
| 2011 | Limit Order Book as a Market for Liquidity.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 282 | paper | |
| 2003 | Limit Order Book as a Market for Liquidity.(2003) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 282 | paper | |
| 2005 | Limit Order Book as a Market for Liquidity.(2005) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 282 | article | |
| 2002 | Reputation-Based Pricing and Price Improvements in Dealership Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2002 | Reputation-based pricing and price improvements in dealership markets.(2002) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2005 | Reputation-based pricing and price improvements in dealership markets.(2005) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2012 | Reputation-Based Pricing and Price Improvements in Dealership Markets.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2003 | Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 83 |
| 2003 | Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2007 | Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2011 | Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | article | |
| 2004 | Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2005 | Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2006 | Stock Price Informativeness, Cross-Listings and Investment Decisions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 75 |
| 2006 | Stock price informativeness, cross-listings and investment decisions.(2006) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
| 2008 | Stock price informativeness, cross-listings, and investment decisions.(2008) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | article | |
| 2008 | Stock price informativeness, cross-listings and investment decisions.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
| 2006 | Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
| 2006 | Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
| 2008 | Insiders-Outsiders, Transparency and the Value of the Ticker In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2008 | Insiders-outsiders, transparency and the value of the ticker.(2008) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2011 | Insiders-Outsiders, Transparency and the Value of the Ticker.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2008 | Insiders-Outsiders, Transparency and the Value of the Ticker.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2008 | Insiders-Outsiders, Transparency and the Value of the Ticker.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2008 | Insiders-outsiders, transparency and the value of the ticker.(2008) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2011 | Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
| 2011 | Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2011 | Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2011 | Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2011 | Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2012 | Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2012 | Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis.(2012) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | article | |
| 2011 | Learning from Prices, Liquidity Spillovers, and Market Segmentation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2011 | Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 63 |
| 2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2012 | Trading fees and efficiency in limit order markets.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
| 2014 | Toxic Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
| 2014 | Toxic Arbitrage.(2014) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2014 | Toxic Arbitrage.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2017 | Toxic Arbitrage.(2017) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2001 | Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2001 | Information sharing, liquidity and transaction costs in floor-based trading systems.(2001) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2003 | Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems.(2003) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2011 | Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2000 | Market Making with Costly Monitoring : An Analysis of the SOES Controversy In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 48 |
| 2003 | Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2003) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2000 | Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2000) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2003 | Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2003) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 2003 | Linkage principle, Multi-dimensional Signals and Blind Auctions In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Linkage Principle, Multi-dimensional Signals and Blind Auctions.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2013 | Equilibrium Fast Trading In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 155 |
| 2015 | Equilibrium fast trading.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | article | |
| 2015 | Equilibrium fast trading.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 2014 | Equilibrium Fast Trading.(2014) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 2014 | Equilibrium Fast Trading.(2014) In: TSE Working Papers. [Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 2018 | Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 6 |
| 2018 | Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1998 | Floors, dealer markets and limit order markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 29 |
| 1998 | Floors, dealer markets and limit order markets.(1998) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2005 | Reputation-based pricing and price improvements In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 14 |
| 2014 | Learning from peers stock prices and corporate investment In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 67 |
| 2014 | Learning from peers stock prices and corporate investment.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
| 2001 | Price Improvements in Financial Markets as a Screening Device In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Price Improvements in Financial Markets as a Screening Device.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2006 | Liquidité, coût du capital et organisation de la négociation des valeurs boursières In: Post-Print. [Citation analysis] | paper | 0 |
| 2006 | Liquidité, coût du capital et organisation de la négociation des valeurs boursières.(2006) In: Revue d'Économie Financière. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2009 | Chaining up noise traders In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Liquidity Cycles and Made Take Fees in electronics markets In: Post-Print. [Citation analysis] | paper | 2 |
| 2010 | Competition among markets and liquidity: trading fees matter In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Les limites de la titrisation In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Market Transparency In: Post-Print. [Citation analysis] | paper | 4 |
| 2010 | Limit Order Markets In: Post-Print. [Citation analysis] | paper | 8 |
| 2007 | Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices In: Post-Print. [Citation analysis] | paper | 0 |
| 2006 | Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières In: Post-Print. [Citation analysis] | paper | 1 |
| 1993 | Asymétries dinformation et marchés financiers : une synthèse de la littérature récente In: Post-Print. [Citation analysis] | paper | 0 |
| 1993 | Asymétrie d’information et marchés financiers : une synthèse de la littérature récente.(1993) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1997 | Microstructure des marchés financiers : institutions, modèles et tests empiriques In: Post-Print. [Citation analysis] | paper | 13 |
| 2012 | Algorithmic trading: issues and preliminary evidence In: Post-Print. [Citation analysis] | paper | 10 |
| 2005 | Enseignement de la gestion : lapport de la recherche In: Post-Print. [Citation analysis] | paper | 0 |
| 2002 | Best Execution and Competition between Trading Venues In: Post-Print. [Citation analysis] | paper | 0 |
| 1999 | Equity Trading Systems in Europe In: Post-Print. [Citation analysis] | paper | 4 |
| 2013 | Market Liquidity: Theory, Evidence and Policy In: Post-Print. [Citation analysis] | paper | 106 |
| 2013 | Market Liquidity: Theory, Evidence, and Policy.(2013) In: OUP Catalogue. [Citation analysis] This paper has another version. Agregated cites: 106 | book | |
| 2012 | Market microstructure: confronting many viewpoints In: Post-Print. [Citation analysis] | paper | 11 |
| 2014 | Illiquidity Contagion and Liquidity Crashes In: Post-Print. [Citation analysis] | paper | 60 |
| 2014 | Illiquidity Contagion and Liquidity Crashes.(2014) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
| 2020 | Equilibrium Data Mining and Data Abundance In: Post-Print. [Citation analysis] | paper | 1 |
| 2020 | Equilibrium Data Mining and Data Abundance.(2020) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | Equilibrium Data Mining and Data Abundance.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2006 | Competition for Order Flow Smart Order Routing Systems In: Post-Print. [Citation analysis] | paper | 6 |
| 2006 | Competition for Order Flow Smart Order Routing Systems.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2012 | Learning from prices, liquidity spillovers, and endogenous market segmentation In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Sale of Price Information by Exchanges: Does It Promote Price Discovery? In: Management Science. [Full Text][Citation analysis] | article | 9 |
| 2021 | Demand for Information, Uncertainty, and the Response of US Treasury Securities to News In: NBER Chapters. [Citation analysis] | chapter | 3 |
| 2021 | Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News.(2021) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2006 | Liquidity, cost of capital and the organization of trading in stock markets In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 2014 | HFT and Market Quality In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 35 |
| 2014 | Equilibrium Fast Traders In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Is Trading Fast Dangerous? In: TSE Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1995 | Implicit collusion on wide spreads In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Price formation and order placement strategies in a dynamic order driven market In: Economics Working Papers. [Full Text][Citation analysis] | paper | 8 |
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