22
H index
32
i10 index
2382
Citations
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: Series edited RESEARCH ACTIVITY: 30 years (1993 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfo139 |
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: |
Journals with more than one article published | # docs |
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Review of Financial Studies | 10 |
Journal of Finance | 5 |
Journal of Financial Economics | 4 |
Journal of Financial Markets | 2 |
Revue d'Économie Financière | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 56 |
Working Papers / HAL | 28 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 21 |
Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 4 |
TSE Working Papers / Toulouse School of Economics (TSE) | 2 |
Year | Title of citing document | |
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2023 | Optimal liquidation under indirect price impact with propagator. (2023). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023012. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2021). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386. Full description at Econpapers || Download paper | |
2023 | Multi-Asset Bubbles Equilibrium Price Dynamics. (2022). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468. Full description at Econpapers || Download paper | |
2023 | A time-dependent Markovian model of a limit order book. (2023). Ch, Jonathan A. In: Papers. RePEc:arx:papers:2302.00846. Full description at Econpapers || Download paper | |
2023 | Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology. (2023). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2303.00080. Full description at Econpapers || Download paper | |
2023 | High-frequency Anticipatory Trading and Its Influences: Small Informed Trader vs. Front-runner. (2023). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2304.13985. Full description at Econpapers || Download paper | |
2023 | Detecting Depegs: Towards Safer Passive Liquidity Provision on Curve Finance. (2023). Holloway, Maxwell P ; Cintra, Thomas N. In: Papers. RePEc:arx:papers:2306.10612. Full description at Econpapers || Download paper | |
2023 | Is Kyles equilibrium model stable?. (2023). Larsen, Kasper ; Cetin, Umut. In: Papers. RePEc:arx:papers:2307.09392. Full description at Econpapers || Download paper | |
2023 | Liquidity fragmentation on decentralized exchanges. (2023). Zoican, Marius ; Parlour, Christine ; Lehar, Alfred. In: Papers. RePEc:arx:papers:2307.13772. Full description at Econpapers || Download paper | |
2023 | Assessing 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. Full description at Econpapers || Download paper | |
2023 | Sharks 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. Full description at Econpapers || Download paper | |
2023 | Fixed 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. Full description at Econpapers || Download paper | |
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. Full description at Econpapers || Download paper | |
2023 | Effect 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. Full description at Econpapers || Download paper | |
2023 | Differences 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Algorithmic 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. Full description at Econpapers || Download paper | |
2023 | Unintended 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Information 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. Full description at Econpapers || Download paper | |
2023 | Strategic 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. Full description at Econpapers || Download paper | |
2023 | Margin 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. Full description at Econpapers || Download paper | |
2023 | Stock 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. Full description at Econpapers || Download paper | |
2023 | Limit 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. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | US 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. Full description at Econpapers || Download paper | |
2023 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2023 | Peer 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. Full description at Econpapers || Download paper | |
2023 | Nonlinear 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. Full description at Econpapers || Download paper | |
2023 | Market 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. Full description at Econpapers || Download paper | |
2023 | Economic 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. Full description at Econpapers || Download paper | |
2023 | Financial 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. Full description at Econpapers || Download paper | |
2023 | Party 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. Full description at Econpapers || Download paper | |
2023 | Enterprise 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. Full description at Econpapers || Download paper | |
2023 | Compensation 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. Full description at Econpapers || Download paper | |
2023 | International 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. Full description at Econpapers || Download paper | |
2023 | On-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. Full description at Econpapers || Download paper | |
2023 | Internet 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. Full description at Econpapers || Download paper | |
2023 | Voice 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. Full description at Econpapers || Download paper | |
2023 | ESG 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. Full description at Econpapers || Download paper | |
2023 | When 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. Full description at Econpapers || Download paper | |
2023 | Liquid 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. Full description at Econpapers || Download paper | |
2023 | Spoilt 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Judgment 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Earnings 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Fund 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. Full description at Econpapers || Download paper | |
2023 | Stock 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. Full description at Econpapers || Download paper | |
2023 | Reprint 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. Full description at Econpapers || Download paper | |
2023 | Intraday 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Behavioral 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Competence 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. Full description at Econpapers || Download paper | |
2023 | Arbitrage 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. Full description at Econpapers || Download paper | |
2023 | Market-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. Full description at Econpapers || Download paper | |
2023 | Industry 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. Full description at Econpapers || Download paper | |
2023 | Refusing 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. Full description at Econpapers || Download paper | |
2023 | Economic 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. Full description at Econpapers || Download paper | |
2023 | Auditor 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. Full description at Econpapers || Download paper | |
2023 | Trader 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. Full description at Econpapers || Download paper | |
2023 | Ambiguous price formation. (2023). He, Xue-Zhong ; Aliyev, Nihad. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000356. Full description at Econpapers || Download paper | |
2023 | Rational 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | Information 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Dealership 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Herding 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. Full description at Econpapers || Download paper | |
2023 | Asset 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. Full description at Econpapers || Download paper | |
2023 | Tail 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | High 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Retail 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. Full description at Econpapers || Download paper | |
2023 | Fed Communication, News, Twitter, and Echo Chambers. (2023). Vega, Clara ; Scotti, Chiara ; Schmanski, Bennett. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-36. Full description at Econpapers || Download paper | |
2023 | Effects 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. Full description at Econpapers || Download paper | |
2023 | Market 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. Full description at Econpapers || Download paper | |
2023 | Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach. (2023). Siemroth, Christoph ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:gat:wpaper:2313. Full description at Econpapers || Download paper | |
2023 | Optimal Tick Size. (2023). Rindi, Barbara ; Graziani, Giuliano. In: Working Papers. RePEc:igi:igierp:688. Full description at Econpapers || Download paper | |
2023 | Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263. Full description at Econpapers || Download paper | |
2023 | Order 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. Full description at Econpapers || Download paper | |
2023 | Asset 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. Full description at Econpapers || Download paper | |
2023 | Tick 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. Full description at Econpapers || Download paper | |
2023 | High-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. Full description at Econpapers || Download paper | |
2023 | Research 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. Full description at Econpapers || Download paper | |
2023 | Procedural 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Whose 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. Full description at Econpapers || Download paper | |
2023 | Reproducibility 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. Full description at Econpapers || Download paper | |
2023 | Information 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.. Full description at Econpapers || Download paper | |
2023 | Optimal 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.. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Competition 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Year | Title | Type | Cited |
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2000 | Equity Trading Systems in Europe: A Survey of Recent Changes In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
1998 | Equity Trading Systems in Europe - A survey of recent changes.(1998) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2000 | Equity Trading Systems in Europe: A Survey of Recent Changes.(2000) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2011 | Equity Trading Systems in Europe - A Survey of Recent Changes.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2014 | False News, Informational Efficiency, and Price Reversals. In: Working papers. [Full Text][Citation analysis] | paper | 12 |
2014 | False News, Informational Efficiency, and Price Reversals.(2014) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2014 | False News, Informational Efficiency, and Price Reversals.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2017 | 12e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2016 | Where are the risks in high frequency trading? In: Financial Stability Review. [Full Text][Citation analysis] | article | 2 |
2017 | 12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary) In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2008 | Competition for Order Flow and Smart Order Routing Systems In: Journal of Finance. [Full Text][Citation analysis] | article | 132 |
2006 | Competition for Order Flow and Smart Order Routing Systems.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 132 | paper | |
2006 | Competition for order flow and smart order routing systems.(2006) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 132 | paper | |
2008 | Competition for Order Flow and Smart Order Routing Systems.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 132 | paper | |
2010 | Competition for Order Flow and Smart Order Routing Systems.(2010) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 132 | paper | |
2011 | Individual Investors and Volatility In: Journal of Finance. [Citation analysis] | article | 142 |
2008 | Individual Investors and Volatility.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 142 | paper | |
2008 | Individual investors and volatility.(2008) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 142 | paper | |
2011 | Individual Investors and Volatility.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 142 | paper | |
2008 | Individual Investors and Volatility.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 142 | paper | |
2013 | Liquidity Cycles and Make/Take Fees in Electronic Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 71 |
2009 | Liquidity cycles and make/take fees in electronic markets.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2009 | Liquidity cycles and make/take fees in electronic markets.(2009) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2013 | Liquidity Cycles and Make/Take Fees in Electronic Markets.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2009 | Liquidity Cycles and Make/Take Fees in Electronic Markets.(2009) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2016 | News Trading and Speed In: Journal of Finance. [Full Text][Citation analysis] | article | 106 |
2013 | News Trading and Speed.(2013) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2012 | News Trading and Speed.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2012 | News Trading and Speed.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2012 | News Trading and Speed.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2012 | News Trading and Speed.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2021 | Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 4 |
2018 | Corporate Strategy, Conformism, and the Stock Market In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 9 |
2016 | Corporate Strategy, Conformism, and the Stock Market.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2015 | Corporate Strategy, Conformism, and the Stock Market.(2015) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2015 | Corporate Strategy, Conformism, and the Stock Market.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2019 | Corporate Strategy, Conformism, and the Stock Market.(2019) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2018 | Noisy Stock Prices and Corporate Investment In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 42 |
2019 | Noisy Stock Prices and Corporate Investment.(2019) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
2020 | Does Big Data Improve Financial Forecasting? The Horizon Effect In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Does Big Data Improve Financial Forecasting? The Horizon Effect.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | The Horizon of Investors Information and Corporate Investment In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2022 | The Horizon of Investors Information and Corporate Investment.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
Competition for Listings In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 43 | |
1999 | Competition for Listings.(1999) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
1999 | Competition for Listings.(1999) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2004 | Competition for Listings.(2004) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2011 | Competition for Listings.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2004 | Competition for Listings.(2004) In: RAND Journal of Economics. [Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2016 | Ripple Effects of Noise on Corporate Investment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2015 | Ripple Effects of Noise on Corporate Investment.(2015) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2015 | Ripple Effects of Noise on Corporate Investment.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2016 | Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
2018 | Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2021 | Inventory management, dealers’ connections, and prices in OTC markets.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2021 | Does Alternative Data Improve Financial Forecasting? The Horizon Effect In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1997 | Minimum Price Variations, Time Priority and Quote Dynamics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
1999 | Minimum Price Variations, Time Priority, and Quote Dynamics.(1999) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
1999 | Minimum Price Variations, Time Priority and Quote Dynamics.(1999) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2011 | Minimum Price Variations, Time Priority and Quote Dynamics.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
1996 | Minimum price variations, time priority and quotes dynamics.(1996) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
1998 | Order Flow Composition and Trading Costs in Dynamic Limit Order Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 313 |
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 nother version. Agregated cites: 313 | article | |
1999 | Order flow composition and trading costs in a dynamic limit order market.(1999) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 313 | paper | |
2011 | Order Flow Composition and Trading Costs in a Dynamic Limit Order Market.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 313 | 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 nother 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 nother version. Agregated cites: 1 | paper | |
2011 | Imperfect Market Monitoring and SOES Trading.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2001 | Limit Order Book as a Market for Liquidity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 298 |
2001 | Limit order book as a market for liquidity.(2001) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 298 | paper | |
2005 | Limit Order Book as a Market for Liquidity.(2005) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 298 | paper | |
2005 | Limit Order Book as a Market for Liquidity.(2005) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 298 | paper | |
2011 | Limit Order Book as a Market for Liquidity.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 298 | paper | |
2003 | Limit Order Book as a Market for Liquidity.(2003) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 298 | paper | |
2005 | Limit Order Book as a Market for Liquidity.(2005) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 298 | article | |
2002 | Reputation-Based Pricing and Price Improvements in Dealership Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2002 | Reputation-based pricing and price improvements in dealership markets.(2002) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2005 | Reputation-based pricing and price improvements in dealership markets.(2005) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2012 | Reputation-Based Pricing and Price Improvements in Dealership Markets.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2003 | Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 88 |
2003 | Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2011 | Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2005 | Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2007 | Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
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 nother version. Agregated cites: 88 | paper | |
2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
2006 | Stock Price Informativeness, Cross-Listings and Investment Decisions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 80 |
2006 | Stock price informativeness, cross-listings and investment decisions.(2006) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2008 | Stock price informativeness, cross-listings, and investment decisions.(2008) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | article | |
2008 | Stock price informativeness, cross-listings and investment decisions.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2006 | Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2006 | Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
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 nother version. Agregated cites: 7 | paper | |
2011 | Insiders-Outsiders, Transparency and the Value of the Ticker.(2011) In: Working Papers. [Citation analysis] This paper has nother 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 nother 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 nother 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 | 86 |
2011 | Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2011 | Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2011 | Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2011 | Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2012 | Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 86 | 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 nother version. Agregated cites: 86 | article | |
2011 | Learning from Prices, Liquidity Spillovers, and Market Segmentation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2011 | Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 65 |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2012 | Trading fees and efficiency in limit order markets.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
2014 | Toxic Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2014 | Toxic Arbitrage.(2014) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2014 | Toxic Arbitrage.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2017 | Toxic Arbitrage.(2017) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2001 | Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2001 | Information sharing, liquidity and transaction costs in floor-based trading systems.(2001) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2003 | Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems.(2003) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2011 | Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2000 | Market Making with Costly Monitoring : An Analysis of the SOES Controversy In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 50 |
2003 | Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2003) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2000 | Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2000) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 50 | 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 nother version. Agregated cites: 50 | 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 nother version. Agregated cites: 2 | paper | |
2013 | Equilibrium Fast Trading In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 182 |
2015 | Equilibrium fast trading.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | article | |
2015 | Equilibrium fast trading.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2014 | Equilibrium Fast Trading.(2014) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2014 | Equilibrium Fast Trading.(2014) In: TSE Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2018 | Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 6 |
2018 | Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1998 | Floors, dealer markets and limit order markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 31 |
1998 | Floors, dealer markets and limit order markets.(1998) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2005 | Reputation-based pricing and price improvements In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 14 |
2014 | Learning from peers stock prices and corporate investment In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 86 |
2014 | Learning from peers stock prices and corporate investment.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2001 | Price Improvements in Financial Markets as a Screening Device In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Price Improvements in Financial Markets as a Screening Device.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 4 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2006 | Liquidité, coût du capital et organisation de la négociation des valeurs boursières In: Post-Print. [Citation analysis] | paper | 0 |
2006 | Liquidité, coût du capital et organisation de la négociation des valeurs boursières.(2006) In: Revue d'Économie Financière. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2009 | Chaining up noise traders In: Post-Print. [Citation analysis] | paper | 0 |
2009 | Liquidity Cycles and Made Take Fees in electronics markets In: Post-Print. [Citation analysis] | paper | 2 |
2010 | Competition among markets and liquidity: trading fees matter In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print. [Citation analysis] | paper | 0 |
2011 | Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | Les limites de la titrisation In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Market Transparency In: Post-Print. [Citation analysis] | paper | 4 |
2010 | Limit Order Markets In: Post-Print. [Citation analysis] | paper | 8 |
2007 | Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices In: Post-Print. [Citation analysis] | paper | 0 |
2006 | Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières In: Post-Print. [Citation analysis] | paper | 1 |
1993 | Asymétries dinformation et marchés financiers : une synthèse de la littérature récente In: Post-Print. [Citation analysis] | paper | 0 |
1993 | Asymétrie d’information et marchés financiers : une synthèse de la littérature récente.(1993) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
1997 | Microstructure des marchés financiers : institutions, modèles et tests empiriques In: Post-Print. [Citation analysis] | paper | 13 |
2012 | Algorithmic trading: issues and preliminary evidence In: Post-Print. [Citation analysis] | paper | 10 |
2005 | Enseignement de la gestion : lapport de la recherche In: Post-Print. [Citation analysis] | paper | 0 |
2002 | Best Execution and Competition between Trading Venues In: Post-Print. [Citation analysis] | paper | 0 |
1999 | Equity Trading Systems in Europe In: Post-Print. [Citation analysis] | paper | 4 |
2013 | Market Liquidity: Theory, Evidence and Policy In: Post-Print. [Citation analysis] | paper | 115 |
2013 | Market Liquidity: Theory, Evidence, and Policy.(2013) In: OUP Catalogue. [Citation analysis] This paper has nother version. Agregated cites: 115 | book | |
2012 | Market microstructure: confronting many viewpoints In: Post-Print. [Citation analysis] | paper | 11 |
2014 | Illiquidity Contagion and Liquidity Crashes In: Post-Print. [Citation analysis] | paper | 77 |
2014 | Illiquidity Contagion and Liquidity Crashes.(2014) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | article | |
2020 | Equilibrium Data Mining and Data Abundance In: Post-Print. [Citation analysis] | paper | 1 |
2020 | Equilibrium Data Mining and Data Abundance.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2020 | Equilibrium Data Mining and Data Abundance.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2006 | Competition for Order Flow Smart Order Routing Systems In: Post-Print. [Citation analysis] | paper | 6 |
2006 | Competition for Order Flow Smart Order Routing Systems.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2012 | Learning from prices, liquidity spillovers, and endogenous market segmentation In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Algorithmic Pricing and Liquidity in Securities Markets In: Working Papers. [Citation analysis] | paper | 1 |
2014 | Sale of Price Information by Exchanges: Does It Promote Price Discovery? In: Management Science. [Full Text][Citation analysis] | article | 10 |
2021 | Demand for Information, Uncertainty, and the Response of US Treasury Securities to News In: NBER Chapters. [Citation analysis] | chapter | 11 |
2021 | Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News.(2021) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2006 | Liquidity, cost of capital and the organization of trading in stock markets In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
2008 | Insiders-Outsiders, Transparency and the Value of the Ticker In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2014 | HFT and Market Quality In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 45 |
2014 | Equilibrium Fast Traders In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Is Trading Fast Dangerous? In: TSE Working Papers. [Full Text][Citation analysis] | paper | 6 |
1995 | Implicit collusion on wide spreads In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
1994 | Price formation and order placement strategies in a dynamic order driven market In: Economics Working Papers. [Full Text][Citation analysis] | paper | 8 |
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