Thierry Foucault : Citation Profile


Are you Thierry Foucault?

HEC Paris (École des Hautes Études Commerciales)

21

H index

28

i10 index

2082

Citations

RESEARCH PRODUCTION:

33

Articles

150

Papers

1

Books

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 74
   Journals where Thierry Foucault has often published
   Relations with other researchers
   Recent citing documents: 220.    Total self citations: 26 (1.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfo139
   Updated: 2022-11-19    RAS profile: 2022-10-18    
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Relations with other researchers


Works with:

Colliard, Jean-Edouard (7)

Hoffmann, Peter (3)

Dugast, Jérôme (3)

Moinas, Sophie (3)

Mojon, Benoit (2)

Hurlin, Christophe (2)

Vogel, Sebastian (2)

Xia, Shuo (2)

benamar, hedi (2)

Smales, Lee (2)

Kassner, Bernhard (2)

van Kervel, Vincent (2)

Holzmeister, Felix (2)

Park, Andreas (2)

Patel, Vinay (2)

FERROUHI, EL MEHDI (2)

Zhou, Chen (2)

Bouri, Elie (2)

Wilhelmsson, Anders (2)

Hautsch, Nikolaus (2)

Reitz, Stefan (2)

Gehrig, Thomas (2)

Lof, Matthijs (2)

Talavera, Oleksandr (2)

Theissen, Erik (2)

Liew, Chee (2)

Ferrara, Gerardo (2)

Pelizzon, Loriana (2)

Chernov, Mikhail (2)

Patton, Andrew (2)

Pasquariello, Paolo (2)

Lajaunie, Quentin (2)

Ranaldo, Angelo (2)

Girotti, Mattia (2)

Sarno, Lucio (2)

Davies, Ryan (2)

Rakowski, David (2)

Vilkov, Grigory (2)

Frijns, Bart (2)

CAPELLE-BLANCARD, Gunther (2)

Rinne, Kalle (2)

LINTON, OLIVER (2)

Gorbenko, Arseny (2)

Wolff, Christian (2)

Regis, Luca (2)

Jurkatis, Simon (2)

Palan, Stefan (2)

Dreber, Anna (2)

Brownlees, Christian (2)

Gerritsen, Dirk (2)

Pastor, Lubos (2)

Verousis, Thanos (2)

Szczerbowicz, Urszula (2)

Roy, Saurabh (2)

Deev, Oleg (2)

Horenstein, Alex (2)

Xiu, Dacheng (2)

Ait-Sahalia, Yacine (2)

Deku, Solomon (2)

Tonks, Ian (2)

Bos, Charles (2)

Menkveld, Albert (2)

Putnins, Talis (2)

Jalkh, Naji (2)

He, Xuezhong (Tony) (2)

Scaillet, Olivier (2)

PASCUAL, ROBERTO (2)

Bohorquez Correa, Santiago (2)

Walther, Thomas (2)

Vari, Miklos (2)

Alexeev, Vitali (2)

Dumitrescu, Ariadna (2)

Stefanova, Denitsa (2)

Nielsson, Ulf (2)

Abudy, Menachem (2)

Chow, Nikolai Sheung-Chi (2)

Harris, Jeffrey (2)

Schenk-Hoppé, Klaus (2)

Caporin, Massimiliano (2)

Wong, Wing-Keung (2)

Adrian, Tobias (2)

Lopez-Lira, Alejandro (2)

Heath, Davidson (2)

Johannesson, Magnus (2)

Taylor, Nick (2)

Schwarz, Marco (2)

Dimpfl, Thomas (2)

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

Is cited by:

Degryse, Hans (61)

Theissen, Erik (24)

Menkveld, Albert (21)

LINTON, OLIVER (20)

Biais, Bruno (20)

Daures-Lescourret, Laurence (19)

Rindi, Barbara (18)

Vives, Xavier (17)

Moinas, Sophie (17)

Cespa, Giovanni (16)

Pelizzon, Loriana (16)

Cites to:

Menkveld, Albert (17)

Biais, Bruno (16)

Subrahmanyam, Avanidhar (16)

Karolyi, G. (13)

Madhavan, Ananth (12)

Pagano, Marco (10)

Stulz, René (10)

Shleifer, Andrei (10)

Stoll, Hans (10)

Cespa, Giovanni (10)

Kandel, Eugene (10)

Main data


Where Thierry Foucault has published?


Journals with more than one article published# docs
Review of Financial Studies10
Journal of Finance5
Journal of Financial Economics4
Journal of Financial Markets2
Revue d'conomie Financire2

Working Papers Series with more than one paper published# docs
Post-Print / HAL56
Working Papers / HAL26
CEPR Discussion Papers / C.E.P.R. Discussion Papers21
Swiss Finance Institute Research Paper Series / Swiss Finance Institute3
TSE Working Papers / Toulouse School of Economics (TSE)2

Recent works citing Thierry Foucault (2022 and 2021)


YearTitle of citing document
2022Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144.

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2022Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172.

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2022When is the Order to Trade Ratio fee effective?. (2022). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:11.

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

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

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

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2021Replicating Market Makers. (2021). Chitra, Tarun ; Evans, Alex ; Angeris, Guillermo. In: Papers. RePEc:arx:papers:2103.14769.

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2022Optimal incentives in a limit order book: a SPDE control approach. (2021). Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2112.00375.

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2022On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2021). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386.

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2022Multi-Asset Bubbles Equilibrium Price Dynamics. (2022). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468.

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2022The 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.

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2022Multivariate 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.

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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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2021A 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.

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2021Cross?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.

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2021Liquidity 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.

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2021Intra?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.

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

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2022The 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.

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2022To 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.

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2021Is 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.

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2021A 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.

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2022Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44.

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2022Do 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.

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2021Economic 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.

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2022Liquidity 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.

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2022High?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.

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2021Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754.

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2021Can 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.

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2022Testing 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.

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2021Round?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.

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2021Optimal 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.

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2022The 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.

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2022Comparing search and intermediation frictions across markets. (2022). Üslü, Semih ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0974.

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2022A structural model of liquidity in over?the?counter markets. (2022). Coen, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:0979.

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2021Intermediation and Price Volatility. (2021). Gehrig, Thomas ; Ritzberger, Klaus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15848.

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2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick. In: Working Paper Series. RePEc:ecb:ecbwps:20212547.

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2021Stock-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.

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2021The 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.

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2021Returns 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.

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2021Gauging 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.

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2021Flying 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.

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2022Unique 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.

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2022What 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.

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2022Does 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.

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2021Does 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.

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2021An 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.

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2021Fundamental 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.

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2022Parent-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.

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

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

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2021Dynamic 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.

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

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2021Hedging 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.

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

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2022Optimal 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.

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2022Deep 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.

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2022New 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.

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2021The 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.

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

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

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2022Asymmetric 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.

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2022The 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.

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2022Small 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.

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2022Capital 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.

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2022Oil 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.

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

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2021Green 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.

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2022High-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.

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2022Measuring 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.

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2022Brokered 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.

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2022Earnings 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.

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2022The 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.

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2022A 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.

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2022Opening 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.

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2021Optimal closing benchmarks. (2021). Mitra, Joshua ; Frei, Christoph. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320301537.

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2021Do 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.

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2021COVID-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.

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2022Liquidity 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.

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2022Herding 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.

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

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

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

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2021Speed 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.

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2021Broker 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.

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2021Noise 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.

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2021Do 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.

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2021Does 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.

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2022Attention: 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.

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2022Fast 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.

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2022Speed 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.

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2022Are 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.

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2022Contagious margin calls: How COVID-19 threatened global stock market liquidity. (2022). Ødegaard, 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.

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2022Transparency 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.

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2022Investor 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.

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2022Information 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.

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2022Tick 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.

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2022Transaction 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.

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

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2021Bank risk-taking and corporate investment: Evidence from the Global Financial Crisis of 2007–2009. (2021). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302738.

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2022Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange. (2022). Nguyen, James ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302933.

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

Thierry Foucault is editor of


Journal
HEC Research Papers Series

Works by Thierry Foucault:


YearTitleTypeCited
2000Equity Trading Systems in Europe: A Survey of Recent Changes In: Annals of Economics and Statistics.
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article14
1998Equity Trading Systems in Europe - A survey of recent changes.(1998) In: HEC Research Papers Series.
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paper
2000Equity Trading Systems in Europe: A Survey of Recent Changes.(2000) In: Post-Print.
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paper
2011Equity Trading Systems in Europe - A Survey of Recent Changes.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 14
paper
2014False News, Informational Efficiency, and Price Reversals. In: Working papers.
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paper10
2014False News, Informational Efficiency, and Price Reversals.(2014) In: HEC Research Papers Series.
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paper
2014False News, Informational Efficiency, and Price Reversals.(2014) In: Working Papers.
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paper
201712e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France In: Bulletin de la Banque de France.
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article0
2016Where are the risks in high frequency trading? In: Financial Stability Review.
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article2
201712th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary) In: Quarterly selection of articles - Bulletin de la Banque de France.
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article0
2008Competition for Order Flow and Smart Order Routing Systems In: Journal of Finance.
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article120
2006Competition for Order Flow and Smart Order Routing Systems.(2006) In: CEPR Discussion Papers.
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paper
2006Competition for order flow and smart order routing systems.(2006) In: HEC Research Papers Series.
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paper
2008Competition for Order Flow and Smart Order Routing Systems.(2008) In: Post-Print.
[Citation analysis]
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2010Competition for Order Flow and Smart Order Routing Systems.(2010) In: Post-Print.
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paper
2011Individual Investors and Volatility In: Journal of Finance.
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article126
2008Individual Investors and Volatility.(2008) In: CEPR Discussion Papers.
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paper
2008Individual investors and volatility.(2008) In: HEC Research Papers Series.
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paper
2011Individual Investors and Volatility.(2011) In: Post-Print.
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paper
2008Individual Investors and Volatility.(2008) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 126
paper
2013Liquidity Cycles and Make/Take Fees in Electronic Markets In: Journal of Finance.
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article66
2009Liquidity cycles and make/take fees in electronic markets.(2009) In: CEPR Discussion Papers.
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paper
2009Liquidity cycles and make/take fees in electronic markets.(2009) In: HEC Research Papers Series.
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paper
2013Liquidity Cycles and Make/Take Fees in Electronic Markets.(2013) In: Post-Print.
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paper
2009Liquidity Cycles and Make/Take Fees in Electronic Markets.(2009) In: Working Papers.
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paper
2016News Trading and Speed In: Journal of Finance.
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article90
2013News Trading and Speed.(2013) In: HEC Research Papers Series.
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2012News Trading and Speed.(2012) In: Post-Print.
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2012News Trading and Speed.(2012) In: Post-Print.
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paper
2012News Trading and Speed.(2012) In: Post-Print.
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paper
2012News Trading and Speed.(2012) In: Post-Print.
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paper
2021Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets In: Journal of Finance.
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article1
2018Corporate Strategy, Conformism, and the Stock Market In: Swiss Finance Institute Research Paper Series.
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paper7
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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paper
2019Corporate Strategy, Conformism, and the Stock Market.(2019) In: Review of Financial Studies.
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article
2018Noisy Stock Prices and Corporate Investment In: Swiss Finance Institute Research Paper Series.
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paper31
2019Noisy Stock Prices and Corporate Investment.(2019) In: Review of Financial Studies.
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article
2020Does Big Data Improve Financial Forecasting? The Horizon Effect In: Swiss Finance Institute Research Paper Series.
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paper0
2020Does Big Data Improve Financial Forecasting? The Horizon Effect.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
Competition for Listings In: GSIA Working Papers.
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paper41
1999Competition for Listings.(1999) In: CEPR Discussion Papers.
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paper
1999Competition for Listings.(1999) In: HEC Research Papers Series.
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paper
2004Competition for Listings.(2004) In: Post-Print.
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paper
2011Competition for Listings.(2011) In: Working Papers.
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paper
2004Competition for Listings.(2004) In: RAND Journal of Economics.
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article
2016Ripple Effects of Noise on Corporate Investment In: CEPR Discussion Papers.
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paper4
2015Ripple Effects of Noise on Corporate Investment.(2015) In: HEC Research Papers Series.
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paper
2015Ripple Effects of Noise on Corporate Investment.(2015) In: Working Papers.
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paper
2016Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers.
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paper23
2018Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics.
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article
2018Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers.
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paper8
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series.
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paper
2021Inventory management, dealers’ connections, and prices in OTC markets.(2021) In: Working Paper Series.
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paper
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2021Does Alternative Data Improve Financial Forecasting? The Horizon Effect In: CEPR Discussion Papers.
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paper1
1997Minimum Price Variations, Time Priority and Quote Dynamics In: CEPR Discussion Papers.
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paper39
1999Minimum Price Variations, Time Priority, and Quote Dynamics.(1999) In: Journal of Financial Intermediation.
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article
1999Minimum Price Variations, Time Priority and Quote Dynamics.(1999) In: Post-Print.
[Citation analysis]
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paper
2011Minimum Price Variations, Time Priority and Quote Dynamics.(2011) In: Working Papers.
[Citation analysis]
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paper
1996Minimum price variations, time priority and quotes dynamics.(1996) In: Economics Working Papers.
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paper
1998Order Flow Composition and Trading Costs in Dynamic Limit Order Markets In: CEPR Discussion Papers.
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paper293
1999Order flow composition and trading costs in a dynamic limit order market1.(1999) In: Journal of Financial Markets.
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article
1999Order flow composition and trading costs in a dynamic limit order market.(1999) In: Post-Print.
[Citation analysis]
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paper
2011Order Flow Composition and Trading Costs in a Dynamic Limit Order Market.(2011) In: Working Papers.
[Citation analysis]
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paper
1999Imperfect Market Monitoring and SOES Trading In: CEPR Discussion Papers.
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paper1
1999Imperfect Market Monitoring and SOES Trading.(1999) In: HEC Research Papers Series.
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paper
1999Imperfect Market Monitoring and SOES Trading.(1999) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
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paper
2011Imperfect Market Monitoring and SOES Trading.(2011) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2001Limit Order Book as a Market for Liquidity In: CEPR Discussion Papers.
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paper280
2001Limit order book as a market for liquidity.(2001) In: HEC Research Papers Series.
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paper
2005Limit Order Book as a Market for Liquidity.(2005) In: Post-Print.
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paper
2005Limit Order Book as a Market for Liquidity.(2005) In: Post-Print.
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paper
2011Limit Order Book as a Market for Liquidity.(2011) In: Working Papers.
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paper
2003Limit Order Book as a Market for Liquidity.(2003) In: Discussion Paper Series.
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paper
2005Limit Order Book as a Market for Liquidity.(2005) In: Review of Financial Studies.
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article
2002Reputation-Based Pricing and Price Improvements in Dealership Markets In: CEPR Discussion Papers.
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paper9
2002Reputation-based pricing and price improvements in dealership markets.(2002) In: HEC Research Papers Series.
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paper
2005Reputation-based pricing and price improvements in dealership markets.(2005) In: Post-Print.
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paper
2012Reputation-Based Pricing and Price Improvements in Dealership Markets.(2012) In: Working Papers.
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paper
2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
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paper83
2003Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series.
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paper
2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print.
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paper
2007Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print.
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paper
2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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paper
2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
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2004Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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paper
2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
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paper
2006Stock Price Informativeness, Cross-Listings and Investment Decisions In: CEPR Discussion Papers.
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paper74
2006Stock price informativeness, cross-listings and investment decisions.(2006) In: HEC Research Papers Series.
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paper
2008Stock price informativeness, cross-listings, and investment decisions.(2008) In: Journal of Financial Economics.
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article
2008Stock price informativeness, cross-listings and investment decisions.(2008) In: Post-Print.
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paper
2006Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print.
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paper
2006Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print.
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paper
2008Insiders-Outsiders, Transparency and the Value of the Ticker In: CEPR Discussion Papers.
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paper9
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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paper60
2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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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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article
2011Learning from Prices, Liquidity Spillovers, and Market Segmentation In: CEPR Discussion Papers.
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paper18
2011Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers.
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paper63
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print.
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2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
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paper
2012Trading fees and efficiency in limit order markets.(2012) In: Working Papers.
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paper
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Review of Financial Studies.
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article
2014Toxic Arbitrage In: CEPR Discussion Papers.
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paper21
2014Toxic Arbitrage.(2014) In: HEC Research Papers Series.
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paper
2014Toxic Arbitrage.(2014) In: Working Papers.
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2017Toxic Arbitrage.(2017) In: Review of Financial Studies.
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article
2001Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems In: Working Papers.
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paper8
2001Information sharing, liquidity and transaction costs in floor-based trading systems.(2001) In: HEC Research Papers Series.
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2003Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems.(2003) In: Post-Print.
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paper
2011Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems.(2011) In: Working Papers.
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2000Market Making with Costly Monitoring : An Analysis of the SOES Controversy In: HEC Research Papers Series.
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paper47
2003Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2003) In: Post-Print.
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2000Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2000) In: Working Papers.
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2003Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2003) In: Review of Financial Studies.
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2003Linkage principle, Multi-dimensional Signals and Blind Auctions In: HEC Research Papers Series.
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paper2
2011Linkage Principle, Multi-dimensional Signals and Blind Auctions.(2011) In: Working Papers.
[Citation analysis]
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paper
2013Equilibrium Fast Trading In: HEC Research Papers Series.
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paper155
2015Equilibrium fast trading.(2015) In: Journal of Financial Economics.
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2015Equilibrium fast trading.(2015) In: Post-Print.
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2014Equilibrium Fast Trading.(2014) In: IDEI Working Papers.
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2014Equilibrium Fast Trading.(2014) In: TSE Working Papers.
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