Thierry Foucault : Citation Profile


Are you Thierry Foucault?

HEC Paris (École des Hautes Études Commerciales)

22

H index

32

i10 index

2382

Citations

RESEARCH PRODUCTION:

33

Articles

153

Papers

1

Books

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 79
   Journals where Thierry Foucault has often published
   Relations with other researchers
   Recent citing documents: 117.    Total self citations: 27 (1.12 %)

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   Permalink: http://citec.repec.org/pfo139
   Updated: 2024-01-16    RAS profile: 2023-03-12    
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Relations with other researchers


Works with:

Colliard, Jean-Edouard (5)

Liew, Chee (2)

Chernov, Mikhail (2)

Walther, Thomas (2)

Theissen, Erik (2)

Bohorquez Correa, Santiago (2)

Hjalmarsson, Erik (2)

Palan, Stefan (2)

Mihet, Roxana (2)

Lopez-Lira, Alejandro (2)

Söderlind, Paul (2)

Heath, Davidson (2)

Park, Andreas (2)

Deev, Oleg (2)

van Kervel, Vincent (2)

Sojli, Elvira (2)

Korajczyk, Robert (2)

Ait-Sahalia, Yacine (2)

Kassner, Bernhard (2)

Wilhelmsson, Anders (2)

Rakowski, David (2)

Vilkov, Grigory (2)

Hurlin, Christophe (2)

Jalkh, Naji (2)

Nielsson, Ulf (2)

FERROUHI, EL MEHDI (2)

Hautsch, Nikolaus (2)

Dumitrescu, Ariadna (2)

Holzmeister, Felix (2)

Jurkatis, Simon (2)

Frömmel, Michael (2)

Regis, Luca (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

He, Xuezhong (Tony) (2)

Stefanova, Denitsa (2)

Scaillet, Olivier (2)

Dugast, Jérôme (2)

Zhou, Chen (2)

Wolff, Christian (2)

Brownlees, Christian (2)

Gerritsen, Dirk (2)

Talavera, Oleksandr (2)

Abudy, Menachem (2)

Harris, Jeffrey (2)

Frijns, Bart (2)

Menkveld, Albert (2)

Vogel, Sebastian (2)

Ferrara, Gerardo (2)

Caporin, Massimiliano (2)

Xia, Shuo (2)

Lof, Matthijs (2)

Ranaldo, Angelo (2)

Tonks, Ian (2)

Verousis, Thanos (2)

Pastor, Lubos (2)

Adrian, Tobias (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Reitz, Stefan (2)

Rinne, Kalle (2)

Pasquariello, Paolo (2)

Alexeev, Vitali (2)

Sarno, Lucio (2)

Dimpfl, Thomas (2)

Davies, Ryan (2)

PASCUAL, ROBERTO (2)

Deku, Solomon (2)

Ødegaard, Bernt (2)

Füllbrunn, Sascha (2)

Schenk-Hoppé, Klaus (2)

Gehrig, Thomas (2)

Patel, Vinay (2)

Prokopczuk, Marcel (2)

Schuerhoff, Norman (2)

Wong, Wing-Keung (2)

CAPELLE-BLANCARD, Gunther (2)

Horenstein, Alex (2)

Patton, Andrew (2)

LINTON, OLIVER (2)

Roy, Saurabh (2)

Smales, Lee (2)

Lajaunie, Quentin (2)

Gorbenko, Arseny (2)

Chow, Nikolai Sheung-Chi (2)

Dreber, Anna (2)

Kearney, Fearghal (2)

Xiu, Dacheng (2)

Bouri, Elie (2)

Renault, Thomas (2)

Taylor, Nick (2)

Bos, Charles (2)

Schwarz, Marco (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)

Biais, Bruno (26)

Theissen, Erik (24)

Menkveld, Albert (22)

Cespa, Giovanni (21)

LINTON, OLIVER (20)

PASCUAL, ROBERTO (20)

Rindi, Barbara (19)

Vives, Xavier (19)

Daures (formerly Lescourret), Laurence (19)

Weill, Pierre-Olivier (18)

Cites to:

Biais, Bruno (17)

Menkveld, Albert (17)

Subrahmanyam, Avanidhar (16)

Cespa, Giovanni (14)

Karolyi, G. (14)

Madhavan, Ananth (13)

Pagano, Marco (11)

Vives, Xavier (11)

Kandel, Eugene (11)

Shleifer, Andrei (10)

Admati, Anat (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'Économie Financière2

Working Papers Series with more than one paper published# docs
Post-Print / HAL56
Working Papers / HAL28
CEPR Discussion Papers / C.E.P.R. Discussion Papers21
Swiss Finance Institute Research Paper Series / Swiss Finance Institute4
TSE Working Papers / Toulouse School of Economics (TSE)2

Recent works citing Thierry Foucault (2024 and 2023)


YearTitle of citing document
2023Optimal liquidation under indirect price impact with propagator. (2023). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023012.

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2023Limits 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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2023On 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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2023Multi-Asset Bubbles Equilibrium Price Dynamics. (2022). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468.

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2023A time-dependent Markovian model of a limit order book. (2023). Ch, Jonathan A. In: Papers. RePEc:arx:papers:2302.00846.

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2023Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology. (2023). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2303.00080.

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2023High-frequency Anticipatory Trading and Its Influences: Small Informed Trader vs. Front-runner. (2023). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2304.13985.

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2023Detecting Depegs: Towards Safer Passive Liquidity Provision on Curve Finance. (2023). Holloway, Maxwell P ; Cintra, Thomas N. In: Papers. RePEc:arx:papers:2306.10612.

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2023Is Kyles equilibrium model stable?. (2023). Larsen, Kasper ; Cetin, Umut. In: Papers. RePEc:arx:papers:2307.09392.

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2023Liquidity fragmentation on decentralized exchanges. (2023). Zoican, Marius ; Parlour, Christine ; Lehar, Alfred. In: Papers. RePEc:arx:papers:2307.13772.

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2023Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23.

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2023Sharks in the dark: quantifying HFT dark pool latency arbitrage. (2023). Ruf, Matteo Thomas ; O'Neill, Peter ; Foley, Sean ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1115.

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2023Fixed investment or financial assets investment: Evidence from political uncertainty in China. (2023). Guo, Liang ; Jiang, Fan ; Yao, Chengxue. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:427-450.

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2023 Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445.

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2023Effect of high?frequency trading on mutual fund performance. (2023). Singal, Vijay ; Qin, Nan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:369-394.

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2023Differences between NZ and U.S. individual investor sentiment: More noise or more information?. (2023). Wei, Xiaopeng ; Wagner, Moritz ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:23/11.

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2023A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205.

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2023Algorithmic trading and block ownership initiation: An information perspective. (2023). Zhu, Yushu ; Zheng, Jiayi. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000828.

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2023Unintended consequences of compensation peer groups on corporate innovation. (2023). Koedijk, Kees G ; Huang, Chia-Wei ; Hsu, Yuan-Teng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s092911992200164x.

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2023The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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2023Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.

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2023Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495.

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2023Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109.

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2023Stock liquidity and investment efficiency: Evidence from the split-share structure reform in China. (2023). Im, Hyun Joong ; Selvam, Srinivasan ; Yan, William Ming. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000511.

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2023Limit order revisions across investor sophistication. (2023). Chen, Chin-Ho ; Chiu, Junmao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:74-90.

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2023Forecasting tail risk measures for financial time series: An extreme value approach with covariates. (2023). Prokhorov, Artem ; Yin, Jessica Wai ; Leung, Henry ; James, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:29-50.

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2023US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320.

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2023Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412.

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2023Peer performance and the asymmetric timeliness of earnings recognition. (2023). Qiao, LU ; Li, Suyang ; Ma, Yechi ; Fu, Zheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003775.

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2023Nonlinear market liquidity: An empirical examination. (2023). Uribe, Jorge ; Chuliá, Helena ; Mosquera-Lopez, Stephania ; Chulia, Helena. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000480.

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2023Market conditions and order-type preference. (2023). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000753.

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2023Economic policy uncertainty, investor attention and post-earnings announcement drift. (2023). Ge, Shilong ; Chai, Yiwei ; Ao, Zhu ; Du, Xiuli. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300131x.

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2023Financial constraints on credit ratings and cash-flow sensitivity. (2023). Chang, Ming-Jen ; Chen, Shikuan ; Chien, Chih-Chung. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001461.

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2023Party leadership, corporate governance and stock price crash risk: Evidence from China. (2023). Yuan, Jiayue ; Ke, Jinjun ; Zhang, Jinjin ; Liu, Chengyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001485.

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2023Enterprise digital transformation, breadth of ownership and stock price volatility. (2023). Kong, Gaowen ; Zhao, Huixian ; Liu, Shasha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002296.

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2023Compensation peer crash risks and corporate own investments: New evidences from U.S. stock markets. (2023). , Keith ; Yu, BO ; Jiang, Xiao-Tong ; Lin, Yu-En. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002909.

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2023International high-frequency arbitrage for cross-listed stocks. (2023). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002934.

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2023On-demand fast trading on decentralized exchanges. (2023). Zoican, Marius ; Brolley, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005281.

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2023Internet searching and investment sensitivity to stock price: Evidence from a quasi-natural experiment. (2023). Dou, Huan ; Huang, Jingchang ; Zhao, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006687.

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2023Voice or noise? Repetitive information and stock performance. (2023). Jingmei, Zhao ; Jun, Wang ; Qing, LI ; Xiaoman, Jin. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007358.

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2023ESG performance and stock price fragility. (2023). Li, Shouwei ; Shen, Hong ; Wang, HU. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004737.

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2023When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532.

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2023Liquid speed: A micro-burst fee for low-latency exchanges. (2023). Zoican, Marius ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200074x.

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2023Spoilt for choice: Determinants of market shares in fragmented equity markets. (2023). Westheide, Christian ; Weber, Moritz Christian ; Theissen, Erik ; Sagade, Satchit ; Gomber, Peter. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000149.

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2023Do sovereign-bond issuers learn from peers?. (2023). Chidambaran, N K ; Chahine, Salim. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000438.

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2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

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2023The effect of tick size on managerial learning from stock prices. (2023). Zhu, Wei ; Zheng, Miles Y ; Ye, Mao. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000386.

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2023Earnings Virality. (2023). Twedt, Brady ; Thornock, Jacob ; Drake, Michael ; Campbell, Brett. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000404.

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2023Do Managers learn from institutional investors through direct interactions?. (2023). , Rachel. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000775.

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2023Fund flow-induced volatility and the cost of debt. (2023). Luo, Shikong ; Cook, Douglas O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002825.

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2023Stock liquidity and algorithmic market making during the COVID-19 crisis. (2023). Pascual, Roberto ; Chakrabarty, Bidisha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000152.

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2023Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic. (2023). Blau, Benjamin ; Yasin, Awaid ; Butt, Hassan A ; Baig, Ahmed S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622003247.

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2023Intraday momentum in the VIX futures market. (2023). Yang, Jimmy J ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003260.

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2023The capital supply channel in peer effects: The case of SEOs. (2023). Jiang, YI ; Garfinkel, Jon A ; Billett, Matthew T. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000328.

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2023Behavioral bias, distorted stock prices, and stock splits. (2023). Shang, Longfei ; Lin, Tse-Chun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001449.

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2023Do stock exchanges specialize? Evidence from the New Jersey transaction tax proposal. (2023). Sokolov, Konstantin ; Irtisam, Rasheek. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001474.

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2023Competence and enterprise of management as drivers of early foreign listing of medium-sized emerging market multinationals (EMNEs) from Africa. (2023). Chu, Irene ; Yu, Honglan ; Attah-Boakye, Rexford ; Adams, Kweku ; Ishaque, Maria. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000188.

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2023Arbitrage bots in experimental asset markets. (2023). Shachat, Jason ; Neugebauer, Tibor ; Angerer, Martin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:262-278.

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2023Market-making with search and information frictions. (2023). Zetlin-Jones, Ariel ; Venkateswaran, Venky ; Shourideh, Ali ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001102.

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2023Industry asset revaluations around public and private acquisitions. (2023). Valta, Philip ; Slabik, Victoria ; Fresard, Laurent ; Derrien, Franois. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:243-269.

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2023Refusing the best price?. (2023). Zheng, Miles ; Ye, Mao ; Li, Sida. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:317-337.

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2023Economic uncertainty and investor attention. (2023). Ozel, Bugra N ; Friedman, Henry ; Andrei, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:179-217.

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2023Auditor specialization in R&D and clients’ R&D investment-q sensitivity. (2023). Park, Sunyoung ; Ha, Wonsuk ; Lee, Eugenia Y. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:2:s1815566923000103.

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2023Trader positions and aggregate portfolio demand. (2023). Tuzun, Tugkan ; Roberts, John S ; Onur, Esen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482.

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2023Ambiguous price formation. (2023). He, Xue-Zhong ; Aliyev, Nihad. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000356.

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2023Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75.

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2023Do politically connected directors play an information role under policy uncertainty?. (2023). Onal, Bunyamin. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000063.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Information network, public disclosure and asset prices. (2023). Zhou, Jing ; Zhao, Senyang ; Luo, Ronghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001779.

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2023The intra-regional spillover effects of bond defaults: Evidence from the Chinese corporate debt market. (2023). Yang, Bowen ; Watson, John ; Huang, Yuqin ; Wang, Wenlong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001822.

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2023Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190.

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2023A catering perspective of performance commitment-evidence from acquisitions in China. (2023). Su, Jun ; Shen, NA ; Song, DI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000537.

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2023Herding in Chinese stock markets: Evidence from the dual-investor-group. (2023). Lu, Yang ; Zheng, Suyan ; Liu, Tengdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000586.

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2023Asset pricing models in the presence of higher moments: Theory and evidence from the U.S. and China stock market. (2023). Zhou, Qiyao ; Xiang, George ; Li, Xin ; Hu, Debao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001191.

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2023Tail comovements of implied volatility indices and global index futures returns predictability. (2023). Nguyen, Cuong ; Lee, Yun-Huan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001634.

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2023Do institutional investors perform better in emerging markets?. (2023). Kumar, Ashish ; Badhani, K N ; Tayde, Mangesh ; Vo, Xuan Vinh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:1041-1056.

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2023The influence of peers MD&A tone on corporate cash holdings. (2023). He, Shuchang ; Lin, Huiting ; Yan, Yaxuan ; Wang, Maolin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:865-881.

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2023High frequency market making during stressed periods. (2023). Xu, KE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:379-397.

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2023Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures. (2023). Palczewski, Andrzej ; Karkowska, Renata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002586.

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2023Retail investor trading and ESG pricing in China. (2023). Wan, Die ; Liu, Xufeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000375.

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2023Fed Communication, News, Twitter, and Echo Chambers. (2023). Vega, Clara ; Scotti, Chiara ; Schmanski, Bennett. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-36.

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2023Effects of Information Overload on Financial Markets: How Much Is Too Much?. (2023). Zer, Ilknur ; Valenzuela, Marcela ; Bernales, Alejandro. In: International Finance Discussion Papers. RePEc:fip:fedgif:1372.

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2023Market Manipulation in Stock and Power Markets: A Study of Indicator-Based Monitoring and Regulatory Challenges. (2023). Baldi, Simone ; Delgado, Benjamin Manrique ; Vand, Behrang ; Hao, Yuna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1894-:d:1068349.

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2023Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach. (2023). Siemroth, Christoph ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:gat:wpaper:2313.

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2023Optimal Tick Size. (2023). Rindi, Barbara ; Graziani, Giuliano. In: Working Papers. RePEc:igi:igierp:688.

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2023Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263.

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2023Order Protection Through Delayed Messaging. (2023). Friedman, Daniel ; Aldrich, Eric M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:774-790.

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2023Asset Trade, Real Investment, and a Tilting Financial Transaction Tax. (2023). Castiglionesi, Fabio ; Calzolari, Giacomo ; Biswas, Sonny ; Dieler, Tobias. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2401-2424.

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2023Tick Size, Trading Strategies, and Market Quality. (2023). Wen, Yuanji ; Buti, Sabrina ; Rindi, Barbara ; Werner, Ingrid M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3818-3837.

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2023High-Frequency Trading Strategies. (2023). Philip, Richard ; Kwan, Amy ; Goldstein, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4413-4434.

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2023Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9.

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2023Procedural Fairness in Exchange Matching Systems. (2023). Hersch, Gil. In: Journal of Business Ethics. RePEc:kap:jbuset:v:188:y:2023:i:2:d:10.1007_s10551-022-05315-7.

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2023How do insider trading incentives shape nonfinancial disclosures? Evidence from product and business expansion disclosures. (2023). He, Guanming. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01093-5.

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2023Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Information in Financial Markets and Its Real Effects*. (2023). Goldstein, Itay. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:1-32..

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2023Optimal Capital Structure with Stock Market Feedback*. (2023). Pereira, Ana Elisa ; Machado, Caio. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1329-1371..

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2023The Impact of High-Frequency Trading on Modern Securities Markets. (2023). Zimmermann, Kai ; Haferkorn, Martin ; Clapham, Benjamin. In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:65:y:2023:i:1:d:10.1007_s12599-022-00768-6.

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2023Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century. (2023). Riva, Angelo ; Rezaee, Amir ; Hautcoeur, Pierre-Cyrille. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:2:d:10.1007_s11698-022-00248-7.

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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 nother version. Agregated cites: 14
paper
2014False News, Informational Efficiency, and Price Reversals. In: Working papers.
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paper12
2014False News, Informational Efficiency, and Price Reversals.(2014) In: HEC Research Papers Series.
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2014False News, Informational Efficiency, and Price Reversals.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 12
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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article132
2006Competition for Order Flow and Smart Order Routing Systems.(2006) In: CEPR Discussion Papers.
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2006Competition for order flow and smart order routing systems.(2006) In: HEC Research Papers Series.
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2008Competition for Order Flow and Smart Order Routing Systems.(2008) In: Post-Print.
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paper
2010Competition for Order Flow and Smart Order Routing Systems.(2010) In: Post-Print.
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paper
2011Individual Investors and Volatility In: Journal of Finance.
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article142
2008Individual Investors and Volatility.(2008) In: CEPR Discussion Papers.
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2008Individual investors and volatility.(2008) In: HEC Research Papers Series.
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2011Individual Investors and Volatility.(2011) In: Post-Print.
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paper
2008Individual Investors and Volatility.(2008) In: Working Papers.
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paper
2013Liquidity Cycles and Make/Take Fees in Electronic Markets In: Journal of Finance.
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article71
2009Liquidity cycles and make/take fees in electronic markets.(2009) In: CEPR Discussion Papers.
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2009Liquidity cycles and make/take fees in electronic markets.(2009) In: HEC Research Papers Series.
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2013Liquidity Cycles and Make/Take Fees in Electronic Markets.(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 71
paper
2009Liquidity Cycles and Make/Take Fees in Electronic Markets.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 71
paper
2016News Trading and Speed In: Journal of Finance.
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article106
2013News Trading and Speed.(2013) In: HEC Research Papers Series.
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2012News Trading and Speed.(2012) In: Post-Print.
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2012News Trading and Speed.(2012) In: Post-Print.
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2012News Trading and Speed.(2012) In: Post-Print.
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paper
2012News Trading and Speed.(2012) In: Post-Print.
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paper
2021Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets In: Journal of Finance.
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article4
2018Corporate Strategy, Conformism, and the Stock Market In: Swiss Finance Institute Research Paper Series.
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paper9
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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paper42
2019Noisy Stock Prices and Corporate Investment.(2019) In: Review of Financial Studies.
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2020Does Big Data Improve Financial Forecasting? The Horizon Effect In: Swiss Finance Institute Research Paper Series.
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paper0
2020Does Big Data Improve Financial Forecasting? The Horizon Effect.(2020) In: Working Papers.
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paper
2023The Horizon of Investors Information and Corporate Investment In: Swiss Finance Institute Research Paper Series.
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paper0
2022The Horizon of Investors Information and Corporate Investment.(2022) In: Working Papers.
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paper
Competition for Listings In: GSIA Working Papers.
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paper43
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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2004Competition for Listings.(2004) In: Post-Print.
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paper
2011Competition for Listings.(2011) In: Working Papers.
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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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paper5
2015Ripple Effects of Noise on Corporate Investment.(2015) In: HEC Research Papers Series.
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2015Ripple Effects of Noise on Corporate Investment.(2015) In: Working Papers.
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paper
2016Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers.
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paper31
2018Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics.
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2018Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers.
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paper11
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series.
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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 nother version. Agregated cites: 11
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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paper42
1999Minimum Price Variations, Time Priority, and Quote Dynamics.(1999) In: Journal of Financial Intermediation.
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1999Minimum Price Variations, Time Priority and Quote Dynamics.(1999) In: Post-Print.
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paper
2011Minimum Price Variations, Time Priority and Quote Dynamics.(2011) In: Working Papers.
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paper
1996Minimum price variations, time priority and quotes dynamics.(1996) In: Economics Working Papers.
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paper
1998Order Flow Composition and Trading Costs in Dynamic Limit Order Markets In: CEPR Discussion Papers.
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paper313
1999Order flow composition and trading costs in a dynamic limit order market1.(1999) In: Journal of Financial Markets.
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article
1999Order flow composition and trading costs in a dynamic limit order market.(1999) In: Post-Print.
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paper
2011Order Flow Composition and Trading Costs in a Dynamic Limit Order Market.(2011) In: Working Papers.
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paper
1999Imperfect Market Monitoring and SOES Trading In: CEPR Discussion Papers.
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paper1
1999Imperfect Market Monitoring and SOES Trading.(1999) In: HEC Research Papers Series.
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1999Imperfect Market Monitoring and SOES Trading.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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paper
2011Imperfect Market Monitoring and SOES Trading.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2001Limit Order Book as a Market for Liquidity In: CEPR Discussion Papers.
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paper298
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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paper88
2003Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series.
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2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print.
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2007Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print.
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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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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
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2006Stock Price Informativeness, Cross-Listings and Investment Decisions In: CEPR Discussion Papers.
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paper80
2006Stock price informativeness, cross-listings and investment decisions.(2006) In: HEC Research Papers Series.
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2008Stock price informativeness, cross-listings, and investment decisions.(2008) In: Journal of Financial Economics.
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2008Stock price informativeness, cross-listings and investment decisions.(2008) In: Post-Print.
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2006Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print.
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2006Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print.
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2008Insiders-Outsiders, Transparency and the Value of the Ticker In: CEPR Discussion Papers.
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paper7
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: 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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paper86
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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2011Learning from Prices, Liquidity Spillovers, and Market Segmentation In: CEPR Discussion Papers.
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paper20
2011Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers.
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paper65
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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2012Trading fees and efficiency in limit order markets.(2012) In: Working Papers.
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2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Review of Financial Studies.
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2014Toxic Arbitrage In: CEPR Discussion Papers.
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paper22
2014Toxic Arbitrage.(2014) In: HEC Research Papers Series.
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2014Toxic Arbitrage.(2014) In: Working Papers.
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2017Toxic Arbitrage.(2017) In: Review of Financial Studies.
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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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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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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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2011Linkage Principle, Multi-dimensional Signals and Blind Auctions.(2011) In: Working Papers.
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