27
H index
39
i10 index
2116
Citations
Thierry Foucault : Citation Profile
HEC Paris (École des Hautes Études Commerciales) | RESEARCH PRODUCTION: 31 Articles 141 Papers 1 Books EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
26 years (1993 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Thierry Foucault. | Is cited by:
| Cites to:
|
Main data
Where Thierry Foucault has published?
| Journals with more than one article published | # docs |
|---|---|
| Review of Financial Studies | 9 |
| Journal of Finance | 4 |
| 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 | 54 |
| Working Papers / HAL | 24 |
| TSE Working Papers / Toulouse School of Economics (TSE) | 2 |
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 2 |
Recent works citing Thierry Foucault (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2019 | Contractual Managerial Incentives with Stock Price Feedback. (2019). Sun, BO ; Liu, QI ; Lin, Tse-Chun. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:7:p:2446-68. Full description at Econpapers || Download paper | |
| 2018 | Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency. (2018). LEHALLE, Charles-Albert ; Mounjid, Othmane. In: Papers. RePEc:arx:papers:1610.00261. Full description at Econpapers || Download paper | |
| 2018 | Market Impact in a Latent Order Book. (2018). Lemhadri, Ismael. In: Papers. RePEc:arx:papers:1802.06101. Full description at Econpapers || Download paper | |
| 2018 | Optimal inventory management and order book modeling. (2018). Mounjid, Othmane ; Evangelista, David ; Bouchard, Bruno ; Baradel, Nicolas. In: Papers. RePEc:arx:papers:1802.08135. Full description at Econpapers || Download paper | |
| 2018 | Optimal liquidity-based trading tactics. (2018). Rosenbaum, Mathieu ; Mounjid, Othmane ; Lehalle, Charles-Albert. In: Papers. RePEc:arx:papers:1803.05690. Full description at Econpapers || Download paper | |
| 2019 | Optimal make-take fees for market making regulation. (2018). Touzi, Nizar ; Rosenbaum, Mathieu ; Mastrolia, Thibaut ; el Euch, Omar. In: Papers. RePEc:arx:papers:1805.02741. Full description at Econpapers || Download paper | |
| 2018 | Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Papers. RePEc:arx:papers:1805.08454. Full description at Econpapers || Download paper | |
| 2019 | Market Making and Latency. (2019). Wang, Yunhan ; Gao, Xuefeng. In: Papers. RePEc:arx:papers:1806.05849. Full description at Econpapers || Download paper | |
| 2018 | News-based trading strategies. (2018). Prendinger, Helmut ; Feuerriegel, Stefan. In: Papers. RePEc:arx:papers:1807.06824. Full description at Econpapers || Download paper | |
| 2018 | Disentangling and quantifying market participant volatility contributions. (2018). Muzy, Jean-Franccois ; Bacry, Emmanuel ; Rambaldi, Marcello. In: Papers. RePEc:arx:papers:1807.07036. Full description at Econpapers || Download paper | |
| 2019 | Inventory Management for High-Frequency Trading with Imperfect Competition. (2019). Yang, Chen ; Shang, Dapeng ; Muhle-Karbe, Johannes ; Herrmann, Sebastian. In: Papers. RePEc:arx:papers:1808.05169. Full description at Econpapers || Download paper | |
| 2018 | Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data. (2018). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Makinen, Milla. In: Papers. RePEc:arx:papers:1810.10845. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). BarunÃk, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022. Full description at Econpapers || Download paper | |
| 2018 | 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 | |
| 2019 | From Glosten-Milgrom to the whole limit order book and applications to financial regulation. (2019). Saliba, Pamela ; Rosenbaum, Mathieu ; Huang, Weibing . In: Papers. RePEc:arx:papers:1902.10743. Full description at Econpapers || Download paper | |
| 2019 | Clearing price distributions in call auctions. (2019). Kleijn, B ; Derksen, M. In: Papers. RePEc:arx:papers:1904.07583. Full description at Econpapers || Download paper | |
| 2019 | Liquid Speed: On-Demand Fast Trading at Distributed Exchanges. (2019). Zoican, Marius ; Brolley, Michael. In: Papers. RePEc:arx:papers:1907.10720. Full description at Econpapers || Download paper | |
| 2019 | Marked Hawkes process modeling of price dynamics and volatility estimation. (2019). Ki, Byoung ; Lee, Kyungsub. In: Papers. RePEc:arx:papers:1907.12025. Full description at Econpapers || Download paper | |
| 2019 | Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency. (2019). Balch, Tucker Hybinette ; Byrd, David. In: Papers. RePEc:arx:papers:1908.08168. Full description at Econpapers || Download paper | |
| 2019 | Do speed bumps curb low-latency trading? Evidence from a laboratory market. (2019). Zoican, Marius ; Khapko, Mariana. In: Papers. RePEc:arx:papers:1910.03068. Full description at Econpapers || Download paper | |
| 2020 | NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data. (2020). Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2002.00724. Full description at Econpapers || Download paper | |
| 2017 | Trading Fees and Intermarket Competition. (2017). Werner, Ingrid M ; Rindi, Barbara ; Panayides, Marios. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1751. Full description at Econpapers || Download paper | |
| 2019 | High-Speed Internet, Financial Technology and Banking in Africa. (2019). Limodio, Nicola ; D'Andrea, Angelo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19124. Full description at Econpapers || Download paper | |
| 2018 | Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays. (2018). Cimon, David ; Brolley, Michael. In: Staff Working Papers. RePEc:bca:bocawp:18-16. Full description at Econpapers || Download paper | |
| 2018 | Speed Segmentation on Exchanges: Competition for Slow Flow. (2018). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Staff Working Papers. RePEc:bca:bocawp:18-3. Full description at Econpapers || Download paper | |
| 2019 | Informed trading in a two-tier market structure under financial distress. (2019). Paiardini, Paola ; Impenna, Claudio . In: Discussion Papers. RePEc:bir:birmec:19-06. Full description at Econpapers || Download paper | |
| 2019 | The cost of clearing fragmentation. (2019). Vasios, Michalis ; Menkveld, Albert ; Huang, Wenqian ; Benos, Evangelos . In: BIS Working Papers. RePEc:bis:biswps:826. Full description at Econpapers || Download paper | |
| 2017 | How return and risk experiences shape investor beliefs and preferences. (2017). , Arvid ; Smith, Tom ; Post, Thomas. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:759-788. Full description at Econpapers || Download paper | |
| 2018 | There are two very different accruals anomalies. (2018). Detzel, Andrew ; Strauss, Jack ; Schaberl, Philipp. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:581-609. Full description at Econpapers || Download paper | |
| 2018 | The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence. (2018). Wilhelmsson, Anders ; Vilhelmsson, Anders ; Jankensgrd, Hkan. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:55-79. Full description at Econpapers || Download paper | |
| 2019 | Does Noninformative Text Affect Investor Behavior?. (2019). Larkin, Yelena ; Anderson, Alyssa G. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:257-289. Full description at Econpapers || Download paper | |
| 2019 | Investor Pessimism and the German Stock Market: Exploring Google Search Queries. (2019). Kleiman, Vladislav ; Dimpfl, Thomas. In: German Economic Review. RePEc:bla:germec:v:20:y:2019:i:1:p:1-28. Full description at Econpapers || Download paper | |
| 2018 | Public News Arrival and Cross‐Asset Correlation Breakdown. (2018). Yu, Jing ; Liu, WaiMan ; Ho, KinYip . In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:3:p:411-451. Full description at Econpapers || Download paper | |
| 2017 | COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Theissen, Erik ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit ; Gomber, Peter. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814. Full description at Econpapers || Download paper | |
| 2018 | The deeds of speed: an agent-based model of market liquidity and flash episodes. (2018). Beale, Daniel ; Worlidge, Jack ; Noss, Joseph ; Karvik, Geir-Are. In: Bank of England working papers. RePEc:boe:boeewp:0743. Full description at Econpapers || Download paper | |
| 2018 | The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:002. Full description at Econpapers || Download paper | |
| 2018 | The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002. Full description at Econpapers || Download paper | |
| 2018 | Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802. Full description at Econpapers || Download paper | |
| 2019 | Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916. Full description at Econpapers || Download paper | |
| 2019 | Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Clancy, Daragh ; Filiani, Pasquale ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/19. Full description at Econpapers || Download paper | |
| 2018 | Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204. Full description at Econpapers || Download paper | |
| 2018 | Exchange Competition, Entry, and Welfare. (2018). Vives, Xavier ; Cespa, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7432. Full description at Econpapers || Download paper | |
| 2019 | Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984. Full description at Econpapers || Download paper | |
| 2018 | Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13. Full description at Econpapers || Download paper | |
| 2018 | Fragmentation and Strategic Market-Making. (2018). Moinas, Sophie ; Daures Lescourret, Laurence. In: EconPol Working Paper. RePEc:ces:econwp:_15. Full description at Econpapers || Download paper | |
| 2018 | Learning in Crowded Markets. (2018). Kondor, Péter ; Zawadowski, Adam. In: CEU Working Papers. RePEc:ceu:econwp:2018_4. Full description at Econpapers || Download paper | |
| 2018 | Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840. Full description at Econpapers || Download paper | |
| 2018 | Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974. Full description at Econpapers || Download paper | |
| 2017 | Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434. Full description at Econpapers || Download paper | |
| 2017 | Trading in style: Retail investors vs. institutions. (2017). Wolff, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12462. Full description at Econpapers || Download paper | |
| 2018 | Frictional intermediation in over-the-counter markets. (2018). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13126. Full description at Econpapers || Download paper | |
| 2018 | Long Run Growth of Financial Data Technology. (2018). Farboodi, Maryam ; Veldkamp, Laura. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13278. Full description at Econpapers || Download paper | |
| 2019 | Priority Rules. (2019). Karagiannis, Nikolaos ; Degryse, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14127. Full description at Econpapers || Download paper | |
| 2017 | Risk and Return in High-Frequency Trading. (2017). Kirilenko, Andrei ; Hagstromer, Bjorn ; Baron, Matthew. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_018. Full description at Econpapers || Download paper | |
| 2019 | Strategic Speed Choice by High-Frequency Traders under Speed Bumps. (2019). Aoyagi, Jun. In: ISER Discussion Paper. RePEc:dpr:wpaper:1050. Full description at Econpapers || Download paper | |
| 2017 | The Gap Effect on the Brazilian Exchange. (2017). Ceretta, Paulo Sergio ; Da costa, Alexandre Silva . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00734. Full description at Econpapers || Download paper | |
| 2019 | Competition among high-frequency traders, and market quality. (2019). Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20192290. Full description at Econpapers || Download paper | |
| 2019 | Fast trading and the virtue of entropy: evidence from the foreign exchange market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20192300. Full description at Econpapers || Download paper | |
| 2019 | Informational environments and the relative information content of analyst recommendations and insider trades. (2019). Wang, Sean. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:72:y:2019:i:c:p:61-73. Full description at Econpapers || Download paper | |
| 2017 | Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:150-178. Full description at Econpapers || Download paper | |
| 2018 | Learning from directors foreign board experiences. (2018). Iliev, Peter ; Roth, Lukas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | |
| 2018 | Financial distress and competitors investment. (2018). Garcia-Appendini, Emilia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:182-209. Full description at Econpapers || Download paper | |
| 2019 | Strategic information aggregation and learning from prices. (2019). Pedraza, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:208-225. Full description at Econpapers || Download paper | |
| 2019 | Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach. (2019). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:200-229. Full description at Econpapers || Download paper | |
| 2019 | Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures. (2019). Rannou, Yves. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:387-410. Full description at Econpapers || Download paper | |
| 2019 | Noise traders and smart money: Evidence from online searches. (2019). Belvaux, Bertrand ; Zouaoui, Mohamed ; Herve, Fabrice. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:141-149. Full description at Econpapers || Download paper | |
| 2017 | Mispricing in the odd lots market in Brazil. (2017). Perlin, Marcelo ; Righi, Marcelo B ; Ramos, Henrique P. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:618-628. Full description at Econpapers || Download paper | |
| 2018 | The impact of funding liquidity on market quality. (2018). Chen, Wei-Peng ; Wu, Chih-Chiang ; Lu, Jun ; Lin, Shu Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:153-166. Full description at Econpapers || Download paper | |
| 2018 | Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181. Full description at Econpapers || Download paper | |
| 2019 | Asymmetric peer effects in capital structure dynamics. (2019). Im, Hyun Joong. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:17-22. Full description at Econpapers || Download paper | |
| 2019 | High frequency trading, price discovery and market efficiency in the FTSE100. (2019). Kwabi, Frank ; Leone, Vitor. In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:174-177. Full description at Econpapers || Download paper | |
| 2019 | Semiparametric estimation of the bid–ask spread in extended roll models. (2019). LINTON, OLIVER ; Chen, Xiaohong ; Yi, Yanping ; Schneeberger, Stefan . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:160-178. Full description at Econpapers || Download paper | |
| 2019 | Mark to market value at risk. (2019). Chen, YU ; Zhang, Zhengjun ; Wang, Zhicheng. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:299-321. Full description at Econpapers || Download paper | |
| 2018 | Investment in high-frequency trading technology: A real options approach. (2018). Delaney, Laura. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:375-385. Full description at Econpapers || Download paper | |
| 2017 | Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain. (2017). Mihov, Atanas ; Naranjo, Andy. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:73-100. Full description at Econpapers || Download paper | |
| 2017 | The impact of fragmentation, exchange fees and liquidity provision on market quality. (2017). Aitken, Michael ; Foley, Sean ; Chen, Haoming . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:140-160. Full description at Econpapers || Download paper | |
| 2018 | Opting out of good governance. (2018). Goldsmith-Pinkham, Paul ; Zwick, Eric ; Greenstein, Jonathan ; Foley, Fritz C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:93-110. Full description at Econpapers || Download paper | |
| 2018 | Investor types and stock return volatility. (2018). Che, Limei . In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:139-161. Full description at Econpapers || Download paper | |
| 2018 | Trading places: Price leadership and the competition for order flow. (2018). Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:178-200. Full description at Econpapers || Download paper | |
| 2019 | Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?. (2019). Banerjee, Ashok ; Nawn, Samarpan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:109-125. Full description at Econpapers || Download paper | |
| 2019 | Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597. Full description at Econpapers || Download paper | |
| 2018 | The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares. (2018). Frijns, Bart ; Tourani-Rad, Alireza ; Indriawan, Ivan. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:136-152. Full description at Econpapers || Download paper | |
| 2018 | Do aggregate analyst recommendations predict market returns in international markets?. (2018). Marks, Joseph ; Yezegel, Ari. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:234-254. Full description at Econpapers || Download paper | |
| 2018 | Playing with your future: Who gambles in defined-contribution pension plans?. (2018). Fiaschetti, Maurizio ; Viehs, Michael ; Tufano, Peter ; Clark, Gordon L. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:213-225. Full description at Econpapers || Download paper | |
| 2019 | Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume. (2019). Dimpfl, Thomas ; Bleher, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:147-159. Full description at Econpapers || Download paper | |
| 2019 | Transitory prices, resiliency, and the cross-section of stock returns. (2019). Kim, Jinyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:243-256. Full description at Econpapers || Download paper | |
| 2019 | Information or noise: What does algorithmic trading incorporate into the stock prices?. (2019). Elliott, Robert J ; Zhou, Hao ; Kalev, Petko S. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:27-39. Full description at Econpapers || Download paper | |
| 2018 | Does inflation affect sensitivity of investment to stock prices? Evidence from emerging markets. (2018). Farooq, Omar ; Ahmed, Neveen. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:160-164. Full description at Econpapers || Download paper | |
| 2019 | Do investors choose trade-size according to liquidity, empirical evidence from the S&P 500 index future market. (2019). Zhang, Rui ; Fu, Zhiming ; Yan, Xin ; Wu, Liang. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:275-280. Full description at Econpapers || Download paper | |
| 2017 | Multiple markets, algorithmic trading, and market liquidity. (2017). Upson, James ; van Ness, Robert A. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:49-68. Full description at Econpapers || Download paper | |
| 2017 | Effects of lit and dark market fragmentation on liquidity. (2017). Gresse, Carole. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:1-20. Full description at Econpapers || Download paper | |
| 2018 | Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange. (2018). Ãdegaard, Bernt ; Jorgensen, Kjell ; Skjeltorp, Johannes . In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:1-16. Full description at Econpapers || Download paper | |
| 2019 | Fast and slow informed trading. (2019). Rou, Ioanid . In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:1-30. Full description at Econpapers || Download paper | |
| 2019 | Make-take decisions under high-frequency trading competition. (2019). Bernales, Alejandro. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:1-18. Full description at Econpapers || Download paper | |
| 2019 | How rigged are stock markets? Evidence from microsecond timestamps. (2019). McCrary, Justin ; Bartlett, Robert P. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:37-60. Full description at Econpapers || Download paper | |
| 2018 | Liquidity risk in sequential trading networks. (2018). Leister, Christian ; Kariv, Shachar ; Kotowski, Maciej H. In: Games and Economic Behavior. RePEc:eee:gamebe:v:109:y:2018:i:c:p:565-581. Full description at Econpapers || Download paper | |
| 2018 | Fifty-shades of grey: Competition between dark and lit pools in stock exchanges. (2018). Oriol, Nathalie ; Torre, Dominique ; Rufini, Alexandra. In: Information Economics and Policy. RePEc:eee:iepoli:v:45:y:2018:i:c:p:68-85. Full description at Econpapers || Download paper | |
| 2018 | Does feedback trading drive returns of cross-listed shares?. (2018). Chen, Jing ; McMillan, David G ; Hou, Wenxuan ; Dong, Yizhe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:179-199. Full description at Econpapers || Download paper | |
| 2019 | Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57. Full description at Econpapers || Download paper | |
| 2019 | Risk perceptions and international stock market liquidity. (2019). Marshall, Ben R ; Anderson, Hamish D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:94-116. 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 | 3 |
| 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: 3 | 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: 3 | paper | |
| 2014 | False News, Informational Efficiency, and Price Reversals. In: Working papers. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | paper | |
| 2014 | False News, Informational Efficiency, and Price Reversals.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | 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 | 0 |
| 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 | 79 |
| 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: 79 | 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: 79 | paper | |
| 2011 | Individual Investors and Volatility In: Journal of Finance. [Citation analysis] | article | 87 |
| 2008 | Individual Investors and Volatility.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
| 2008 | Individual investors and volatility.(2008) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
| 2008 | Individual Investors and Volatility.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
| 2013 | Liquidity Cycles and Make/Take Fees in Electronic Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 43 |
| 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: 43 | 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: 43 | paper | |
| 2009 | Liquidity Cycles and Make/Take Fees in Electronic Markets.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2016 | News Trading and Speed In: Journal of Finance. [Full Text][Citation analysis] | article | 52 |
| 2013 | News Trading and Speed.(2013) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2018 | Corporate Strategy, Conformism, and the Stock Market In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Corporate Strategy, Conformism, and the Stock Market.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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: 3 | paper | |
| 2015 | Corporate Strategy, Conformism, and the Stock Market.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | 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: 3 | article | |
| 2018 | Noisy Stock Prices and Corporate Investment In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Noisy Stock Prices and Corporate Investment.(2019) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| Competition for Listings In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 26 | |
| 1999 | Competition for Listings.(1999) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 1999 | Competition for Listings.(1999) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2011 | Competition for Listings.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2004 | Competition for Listings.(2004) In: RAND Journal of Economics. [Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2016 | Ripple Effects of Noise on Corporate Investment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | paper | |
| 2015 | Ripple Effects of Noise on Corporate Investment.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2018 | Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | paper | |
| 2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1997 | Minimum Price Variations, Time Priority and Quote Dynamics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
| 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: 31 | article | |
| 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: 31 | paper | |
| 2011 | Minimum Price Variations, Time Priority and Quote Dynamics.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 1998 | Order Flow Composition and Trading Costs in Dynamic Limit Order Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 231 |
| 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: 231 | article | |
| 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: 231 | 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 | 202 |
| 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: 202 | 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: 202 | paper | |
| 2011 | Limit Order Book as a Market for Liquidity.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 202 | 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: 202 | article | |
| 2002 | Reputation-Based Pricing and Price Improvements in Dealership Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | paper | |
| 2012 | Reputation-Based Pricing and Price Improvements in Dealership Markets.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
| 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: 66 | paper | |
| 2011 | Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 66 | 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: 66 | 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: 66 | 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: 66 | paper | |
| 2006 | Stock Price Informativeness, Cross-Listings and Investment Decisions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 53 |
| 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: 53 | 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: 53 | article | |
| 2008 | Insiders-Outsiders, Transparency and the Value of the Ticker In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | paper | |
| 2011 | Insiders-Outsiders, Transparency and the Value of the Ticker.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | 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: 7 | 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: 7 | 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: 7 | paper | |
| 2011 | Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
| 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: 28 | 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: 28 | article | |
| 2011 | Learning from Prices, Liquidity Spillovers, and Market Segmentation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2011 | Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
| 2012 | Trading fees and efficiency in limit order markets.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 42 | 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: 42 | article | |
| 2014 | Toxic Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
| 2017 | Toxic Arbitrage.(2017) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 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 | |
| 2001 | Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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: 5 | paper | |
| 2000 | Market Making with Costly Monitoring : An Analysis of the SOES Controversy In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 32 |
| 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: 32 | 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: 32 | 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 | 102 |
| 2014 | Equilibrium Fast Trading.(2014) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 102 | paper | |
| 2014 | Equilibrium Fast Trading.(2014) In: TSE Working Papers. [Citation analysis] This paper has another version. Agregated cites: 102 | paper | |
| 2015 | Equilibrium fast trading.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 102 | article | |
| 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 | 0 |
| 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: 0 | paper | |
| 1998 | Floors, dealer markets and limit order markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 16 |
| 2005 | Reputation-based pricing and price improvements In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 11 |
| 2014 | Learning from peers stock prices and corporate investment In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 35 |
| 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 | |
| 1999 | Order flow composition and trading costs in a dynamic limit order market In: Post-Print. [Citation analysis] | paper | 104 |
| 1999 | Minimum Price Variations, Time Priority and Quote Dynamics In: Post-Print. [Citation analysis] | paper | 10 |
| 2000 | Equity Trading Systems in Europe: A Survey of Recent Changes In: Post-Print. [Citation analysis] | paper | 1 |
| 2003 | Market Making with Costly Monitoring: An Analysis of the SOES Controversy In: Post-Print. [Citation analysis] | paper | 18 |
| 2005 | Limit Order Book as a Market for Liquidity In: Post-Print. [Citation analysis] | paper | 92 |
| 2006 | Liquidité, coût du capital et organisation de la négociation des valeurs boursières In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | Does Anonymity Matter in Electronic Limit Order Markets? In: Post-Print. [Citation analysis] | paper | 29 |
| 2008 | Competition for Order Flow and Smart Order Routing Systems In: Post-Print. [Citation analysis] | paper | 44 |
| 2008 | Stock price informativeness, cross-listings and investment decisions In: Post-Print. [Citation analysis] | paper | 33 |
| 1998 | Floors, dealer markets and limit order markets In: Post-Print. [Citation analysis] | paper | 8 |
| 2003 | Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems In: Post-Print. [Citation analysis] | paper | 3 |
| 2004 | Competition for Listings In: Post-Print. [Citation analysis] | paper | 10 |
| 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 | 1 |
| 2010 | Competition among markets and liquidity: trading fees matter In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Competition for Order Flow and Smart Order Routing Systems In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Les limites de la titrisation In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Market Transparency In: Post-Print. [Citation analysis] | paper | 3 |
| 2010 | Limit Order Markets In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Cross listing investment sensitivity to stock price and the learning hypothetis In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Cross listing investment sensitivity to stock price and the learning hypothetis In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Cross listing investment sensitivity to stock price and the learning hypothetis In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Cross listing investment sensitivity to stock price and the learning hypothetis In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Individual Investors and Volatility In: Post-Print. [Citation analysis] | paper | 66 |
| 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 |
| 1997 | Microstructure des marchés financiers : institutions, modèles et tests empiriques In: Post-Print. [Citation analysis] | paper | 3 |
| 2012 | Algorithmic trading: issues and preliminary evidence In: Post-Print. [Citation analysis] | paper | 4 |
| 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 |
| 2012 | News Trading and Speed In: Post-Print. [Citation analysis] | paper | 1 |
| 2012 | News Trading and Speed In: Post-Print. [Citation analysis] | paper | 1 |
| 2012 | News Trading and Speed In: Post-Print. [Citation analysis] | paper | 1 |
| 2012 | News Trading and Speed In: Post-Print. [Citation analysis] | paper | 1 |
| 1999 | Equity Trading Systems in Europe In: Post-Print. [Citation analysis] | paper | 1 |
| 2013 | Liquidity Cycles and Make/Take Fees in Electronic Markets In: Post-Print. [Citation analysis] | paper | 30 |
| 2013 | Market Liquidity: Theory, Evidence and Policy In: Post-Print. [Citation analysis] | paper | 55 |
| 2012 | Market microstructure: confronting many viewpoints In: Post-Print. [Citation analysis] | paper | 10 |
| 2014 | Learning from peers stock prices and corporate investment In: Post-Print. [Citation analysis] | paper | 34 |
| 2014 | Illiquidity Contagion and Liquidity Crashes In: Post-Print. [Citation analysis] | paper | 25 |
| 2005 | Limit Order Book as a Market for Liquidity In: Post-Print. [Citation analysis] | paper | 90 |
| 2005 | Reputation-based pricing and price improvements in dealership markets In: Post-Print. [Citation analysis] | paper | 4 |
| 2006 | Competition for Order Flow Smart Order Routing Systems In: Post-Print. [Citation analysis] | paper | 2 |
| 2006 | Stock Price Informativeness, Cross-Listings and Investment Decisions In: Post-Print. [Citation analysis] | paper | 0 |
| 2006 | Competition for Order Flow Smart Order Routing Systems In: Post-Print. [Citation analysis] | paper | 2 |
| 2006 | Stock Price Informativeness, Cross-Listings and Investment Decisions In: Post-Print. [Citation analysis] | paper | 1 |
| 2007 | Does anonymity matter in electronic limit order markets ? In: Post-Print. [Citation analysis] | paper | 22 |
| 2015 | Equilibrium fast trading In: Post-Print. [Citation analysis] | paper | 48 |
| 2012 | Trading Fees and Efficiency in Limit Order Markets In: Post-Print. [Citation analysis] | paper | 17 |
| 2012 | Trading Fees and Efficiency in Limit Order Markets In: PSE - Labex OSE-Ouvrir la Science Economique. [Citation analysis] | paper | 28 |
| 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 | 4 |
| 2014 | Illiquidity Contagion and Liquidity Crashes In: Review of Financial Studies. [Full Text][Citation analysis] | article | 24 |
| 2013 | Market Liquidity: Theory, Evidence, and Policy In: OUP Catalogue. [Citation analysis] | book | 60 |
| 2006 | Liquidité, coût du capital et organisation de la négociation des valeurs boursières In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 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 | 9 |
| 2014 | Equilibrium Fast Traders In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Asymétrie d’information et marchés financiers : une synthèse de la littérature récente In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2018 | Is Trading Fast Dangerous? In: TSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 4 2020. Contact: CitEc Team