Thierry Foucault : Citation Profile

Are you Thierry Foucault?

HEC Paris (École des Hautes Études Commerciales)

22

H index

31

i10 index

2347

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: 78
   Journals where Thierry Foucault has often published
   Relations with other researchers
   Recent citing documents: 232.    Total self citations: 27 (1.14 %)

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   Permalink: http://citec.repec.org/pfo139
   Updated: 2023-11-04    RAS profile: 2023-03-12    
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Relations with other researchers

Works with:

Colliard, Jean-Edouard (8)

Moinas, Sophie (3)

Dugast, Jérôme (3)

Hoffmann, Peter (3)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

CAPELLE-BLANCARD, Gunther (2)

Jalkh, Naji (2)

Alexeev, Vitali (2)

benamar, hedi (2)

Deku, Solomon (2)

Talavera, Oleksandr (2)

Pasquariello, Paolo (2)

Frömmel, Michael (2)

Stefanova, Denitsa (2)

Davies, Ryan (2)

Korajczyk, Robert (2)

Wilhelmsson, Anders (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Chow, Nikolai Sheung-Chi (2)

Roy, Saurabh (2)

Wong, Wing-Keung (2)

Heath, Davidson (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Lopez-Lira, Alejandro (2)

Gerritsen, Dirk (2)

Abudy, Menachem (2)

Harris, Jeffrey (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Ødegaard, Bernt (2)

Horenstein, Alex (2)

Smales, Lee (2)

Patton, Andrew (2)

Adrian, Tobias (2)

Regis, Luca (2)

Patel, Vinay (2)

Dreber, Anna (2)

Walther, Thomas (2)

Menkveld, Albert (2)

Bouri, Elie (2)

Scaillet, Olivier (2)

Schuerhoff, Norman (2)

Ait-Sahalia, Yacine (2)

Hjalmarsson, Erik (2)

Kassner, Bernhard (2)

Tonks, Ian (2)

Mihet, Roxana (2)

Chernov, Mikhail (2)

Rakowski, David (2)

Xia, Shuo (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

Palan, Stefan (2)

LINTON, OLIVER (2)

Dumitrescu, Ariadna (2)

Frijns, Bart (2)

Taylor, Nick (2)

Pelizzon, Loriana (2)

Rinne, Kalle (2)

Park, Andreas (2)

Dimpfl, Thomas (2)

Holzmeister, Felix (2)

Ranaldo, Angelo (2)

Lajaunie, Quentin (2)

Lof, Matthijs (2)

Liew, Chee (2)

Sojli, Elvira (2)

Verousis, Thanos (2)

Ferrara, Gerardo (2)

van Kervel, Vincent (2)

Pastor, Lubos (2)

Wolff, Christian (2)

Reitz, Stefan (2)

Deev, Oleg (2)

Sarno, Lucio (2)

Bos, Charles (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

PASCUAL, ROBERTO (2)

Brownlees, Christian (2)

Hurlin, Christophe (2)

Caporin, Massimiliano (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

Vilkov, Grigory (2)

He, Xuezhong (Tony) (2)

Hautsch, Nikolaus (2)

FERROUHI, EL MEHDI (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:

Menkveld, Albert (17)

Biais, Bruno (17)

Subrahmanyam, Avanidhar (16)

Cespa, Giovanni (14)

Karolyi, G. (14)

Madhavan, Ananth (13)

Vives, Xavier (11)

Pagano, Marco (11)

Kandel, Eugene (11)

Dow, James (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'conomie Financire2

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 (2023 and 2022)

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

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

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

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

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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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2022The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds. (2022). Kedar-Levy, Haim ; Hadad, Elroi. In: Papers. RePEc:arx:papers:2208.01538.

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2022Multivariate Hawkes-based Models in LOB: European, Spread and Basket Option Pricing. (2022). , Bruno ; Bruno, ; Swishchuk, Anatoliy ; Guo, QI. In: Papers. RePEc:arx:papers:2209.07621.

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2022Arbitrage from a Bayesians Perspective. (2022). Bhattacharya, Ayan. In: Papers. RePEc:arx:papers:2211.03244.

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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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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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2022The unintended consequence of financial statement comparability: evidence from managerial learning practices. (2022). Xie, Zhimin ; Shen, Jianghua. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3073-3106.

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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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2022To batch or not to batch? The release of USDA crop reports. (2022). Garcia, Philip ; Serra, Teresa ; Huang, Joshua ; Irwin, Scott H. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:143-154.

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2022Diving into dark pools. (2022). Werner, Ingrid M ; Rindi, Barbara ; Buti, Sabrina. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:961-994.

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

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2022Do short?term institutions exploit stock return anomalies?. (2022). Jiang, George J ; Huang, Wei ; Chen, Yinfei. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:69-94.

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2022The potential built?in supply effect from margin trading in the Chinese stock market. (2022). Choy, Siu Kai ; Li, Yanxi ; Wang, Mingzhu. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:835-861.

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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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2022Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74.

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2022High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107.

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2022Testing Disagreement Models. (2022). Ljungqvist, Alexander ; Chang, Yen-Cheng ; Hsiao, Peijie ; Tseng, Kevin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2239-2285.

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2022How does air pollution affect corporate information environment?. (2022). Xiao, HE. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:4:p:987-1016.

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2022The effect of real estate prices on peer firms. (2022). Kumar, Anil ; Kjenstad, Einar C. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:4:p:1022-1053.

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2022Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders. (2022). Liaudinskas, Karolis. In: Working Paper. RePEc:bno:worpap:2022_6.

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

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

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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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2022Unique bidder-target relatedness and synergies creation in mergers and acquisitions. (2022). Wei, Fengrong ; Shu, Tao ; Lu, Zhongjin ; Liu, Tingting. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000396.

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2022Agglomeration, knowledge spillovers, and corporate investment. (2022). Truffa, Santiago ; Spyridopoulos, Ioannis ; Maturana, Gonzalo ; Grieser, William. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001328.

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2022Benchmarking of pay components in CEO compensation design. (2022). Lauterbach, Beni ; Yosef, Revital ; Grinstein, Yaniv. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001511.

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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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2022What drives intraday reversal? illiquidity or liquidity oversupply?. (2022). Xiong, Xiong ; Lin, Shen ; Kang, Junqing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000185.

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2022Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415.

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2022Reinforcement Learning Equilibrium in Limit Order Markets. (2022). Lin, Shen ; He, Xue-Zhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019.

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2022Statistical arbitrage and risk contagion. (2022). Ladley, Daniel ; Gao, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002329.

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2022Parent-subsidiary dispersion, cost of debt and debt default: Evidence from China. (2022). Ashraf, Naeem ; Gull, Ammar Ali ; Shahab, Yasir ; Liang, Yilan. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003047.

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2022Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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2022Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements. (2022). Vega, Clara ; Scotti, Chiara ; Gardner, Ben. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:387-409.

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2022Optimal liquidation problem in illiquid markets. (2022). Vecer, Jan ; Sadoghi, Amirhossein. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:1050-1066.

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2022Deep reinforcement learning for the optimal placement of cryptocurrency limit orders. (2022). Schnaubelt, Matthias. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:993-1006.

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2022New evidence on market response to public announcements in the presence of microstructure noise. (2022). Irwin, Scott ; Garcia, Philip ; Serra, Teresa ; Bian, Siyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:785-800.

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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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2022Asymmetric effects of the limit order book on price dynamics. (2022). Dionne, Georges ; Zhou, Xiaozhou ; Cenesizoglu, Tolga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:77-98.

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2022The anatomy of a fee change — evidence from cryptocurrency markets. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:152-167.

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2022Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. (2022). Theissen, Erik ; Greppmair, Stefan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:19-38.

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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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2022Capital market opening and green innovation——Evidence from Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect. (2022). Sha, Yezhou ; Zhang, Ping ; Wang, Yiru ; Xu, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200216x.

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2022Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies. (2022). Yan, Cheng ; Huang, Yuxuan ; Jin, Sisi ; Zhu, QI. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003474.

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2022High-frequency trading and market quality: The case of a “slightly exposed” market. (2022). Ekinci, Cumhur ; Ersan, Ouz. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003185.

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2022Measuring bank risk: Forward-looking z-score. (2022). Tripe, David ; Kabir, Humayun M ; Li, Xiping ; Hafeez, Bilal. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000187.

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2022Brokered versus dealer markets: Impact of proprietary trading with transaction fees. (2022). Tian, Yuan ; Nishide, Katsumasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521918302266.

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2022Earnings management and stock price crashes post U.S. cross-delistings. (2022). Silva, Sonia ; Loureiro, Gilberto. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001764.

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2022The informativeness of brokerage reports: Privately-circulated versus publicly-disseminated news. (2022). Wu, Chen-Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001909.

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2022A study of cross-industry return predictability in the Chinese stock market. (2022). Zheng, Yawen ; Stamatogiannis, Michalis P ; Ellington, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002071.

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2022Opening price manipulation and its value influences. (2022). Liu, Jia ; Yuan, Lin ; Wu, Chonglin. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002149.

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2022Internal information quality and financial policy peer effects. (2022). Yin, Chao ; Padgett, Carol ; Liu, Yongda. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003076.

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2022Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China. (2022). Chen, Chuanglian ; Yan, Cheng ; Huang, Yuxuan ; Jin, Sisi ; Zhu, QI. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003271.

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2022The impact of margin trading and short selling on the investment-to-price sensitivity. Evidence from China. (2022). Dasilas, Apostolos. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003635.

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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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2022Liquidity spillover in foreign exchange markets. (2022). Hsu, Chih-Chiang ; Gau, Yin-Feng ; Chang, Ya-Ting. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001860.

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2022Herding intensity and volatility in cryptocurrency markets during the COVID-19. (2022). Cagli, Efe Caglar ; Mandaci, Pinar Evrim. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003846.

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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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2022Attention: How high-frequency trading improves price efficiency following earnings announcements. (2022). Wang, XU ; Moulton, Pamela C ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100063x.

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2022Fast traders make a quick buck: The role of speed in liquidity provision. (2022). Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000033.

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2022Speed segmentation on exchanges: Competition for slow flow. (2022). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000148.

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2022Are retail investors less aggressive on small price stocks?. (2022). Roger, Tristan ; Metais, Carole . In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000604.

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2022Contagious margin calls: How COVID-19 threatened global stock market liquidity. (2022). Ødegaard, Bernt ; Odegaard, Bernt Arne ; Philip, Richard ; Kwan, Amy ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000628.

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2022Transparency in fragmented markets: Experimental evidence. (2022). Wen, Yuanji ; Wee, Marvin ; Hendershott, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000258.

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2022Investor short-termism and real investment. (2022). van Dijk, Mathijs A ; Subrahmanyam, Avanidhar ; Rosch, Dominik M. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000276.

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2022Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds. (2022). Wang, KE ; Kalimipalli, Madhu ; Huang, Alan Guoming ; Han, Song. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000379.

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2022Tick Size Pilot Program and price discovery in U.S. stock markets. (2022). Upson, James E ; Cox, Justin ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000409.

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2022Transaction fees: Impact on institutional order types, commissions, and execution quality. (2022). Odonoghue, Shawn M. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000118.

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

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2022Exchange introduction and market competition: The entrance of MEMX and MIAX. (2022). Woods, Donovan ; Watson, Ethan D. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000588.

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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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2022Financial market resilience and financial development: A global perspective. (2022). Tang, Chun ; Liu, Xiaoxing ; Zhou, Donghai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001226.

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2022Information uncertainty and organizational design. (2022). Ferracuti, Elia. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:74:y:2022:i:1:s0165410122000167.

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2022Investor information gathering and the resolution of uncertainty. (2022). Neilson, Jed J. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:74:y:2022:i:1:s0165410122000362.

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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.
[Full Text][Citation analysis]		article14
1998Equity Trading Systems in Europe - A survey of recent changes.(1998) In: HEC Research Papers Series.
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2000Equity Trading Systems in Europe: A Survey of Recent Changes.(2000) In: Post-Print.
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2011Equity Trading Systems in Europe - A Survey of Recent Changes.(2011) In: Working Papers.
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2014False News, Informational Efficiency, and Price Reversals. In: Working papers.
[Full Text][Citation analysis]		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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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.
[Full Text][Citation analysis]		article0
2016Where are the risks in high frequency trading? In: Financial Stability Review.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
2008Competition for Order Flow and Smart Order Routing Systems In: Journal of Finance.
[Full Text][Citation analysis]		article131
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.
[Citation analysis]
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2010Competition for Order Flow and Smart Order Routing Systems.(2010) In: Post-Print.
[Citation analysis]
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2011Individual Investors and Volatility In: Journal of Finance.
[Citation analysis]		article138
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.
[Citation analysis]
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2008Individual Investors and Volatility.(2008) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 138		paper
2013Liquidity Cycles and Make/Take Fees in Electronic Markets In: Journal of Finance.
[Full Text][Citation analysis]		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.
[Citation analysis]
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2009Liquidity Cycles and Make/Take Fees in Electronic Markets.(2009) In: Working Papers.
[Citation analysis]
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2016News Trading and Speed In: Journal of Finance.
[Full Text][Citation analysis]		article105
2013News Trading and Speed.(2013) In: HEC Research Papers Series.
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2012News Trading and Speed.(2012) In: Post-Print.
[Citation analysis]
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2012News Trading and Speed.(2012) In: Post-Print.
[Citation analysis]
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2012News Trading and Speed.(2012) In: Post-Print.
[Citation analysis]
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2012News Trading and Speed.(2012) In: Post-Print.
[Citation analysis]
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2021Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets In: Journal of Finance.
[Full Text][Citation analysis]		article4
2018Corporate Strategy, Conformism, and the Stock Market In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		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.
[Citation analysis]
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2019Corporate Strategy, Conformism, and the Stock Market.(2019) In: Review of Financial Studies.
[Full Text][Citation analysis]
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2018Noisy Stock Prices and Corporate Investment In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper40
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.
[Full Text][Citation analysis]		paper0
2020Does Big Data Improve Financial Forecasting? The Horizon Effect.(2020) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2023The Horizon of Investors Information and Corporate Investment In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2022The Horizon of Investors Information and Corporate Investment.(2022) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
Competition for Listings In: GSIA Working Papers.
[Full Text][Citation analysis]		paper43
1999Competition for Listings.(1999) In: CEPR Discussion Papers.
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1999Competition for Listings.(1999) In: HEC Research Papers Series.
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2004Competition for Listings.(2004) In: Post-Print.
[Citation analysis]
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2011Competition for Listings.(2011) In: Working Papers.
[Citation analysis]
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2004Competition for Listings.(2004) In: RAND Journal of Economics.
[Citation analysis]
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2016Ripple Effects of Noise on Corporate Investment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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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2016Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper32
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.
[Full Text][Citation analysis]		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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2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 11		paper
2021Does Alternative Data Improve Financial Forecasting? The Horizon Effect In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
1997Minimum Price Variations, Time Priority and Quote Dynamics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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.
[Citation analysis]
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2011Minimum Price Variations, Time Priority and Quote Dynamics.(2011) In: Working Papers.
[Citation analysis]
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1996Minimum price variations, time priority and quotes dynamics.(1996) In: Economics Working Papers.
[Full Text][Citation analysis]
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1998Order Flow Composition and Trading Costs in Dynamic Limit Order Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper312
1999Order flow composition and trading costs in a dynamic limit order market1.(1999) In: Journal of Financial Markets.
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1999Order flow composition and trading costs in a dynamic limit order market.(1999) In: Post-Print.
[Citation analysis]
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2011Order Flow Composition and Trading Costs in a Dynamic Limit Order Market.(2011) In: Working Papers.
[Citation analysis]
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1999Imperfect Market Monitoring and SOES Trading In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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.
[Citation analysis]
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2011Imperfect Market Monitoring and SOES Trading.(2011) In: Working Papers.
[Citation analysis]
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2001Limit Order Book as a Market for Liquidity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper297
2001Limit order book as a market for liquidity.(2001) In: HEC Research Papers Series.
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2005Limit Order Book as a Market for Liquidity.(2005) In: Post-Print.
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2005Limit Order Book as a Market for Liquidity.(2005) In: Post-Print.
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2011Limit Order Book as a Market for Liquidity.(2011) In: Working Papers.
[Citation analysis]
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2003Limit Order Book as a Market for Liquidity.(2003) In: Discussion Paper Series.
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2005Limit Order Book as a Market for Liquidity.(2005) In: Review of Financial Studies.
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2002Reputation-Based Pricing and Price Improvements in Dealership Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2002Reputation-based pricing and price improvements in dealership markets.(2002) In: HEC Research Papers Series.
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2005Reputation-based pricing and price improvements in dealership markets.(2005) In: Post-Print.
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2012Reputation-Based Pricing and Price Improvements in Dealership Markets.(2012) In: Working Papers.
[Citation analysis]
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2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper88
2003Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series.
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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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2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
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2004Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
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2006Stock Price Informativeness, Cross-Listings and Investment Decisions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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.
[Citation analysis]
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2006Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print.
[Citation analysis]
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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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper82
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.
[Citation analysis]
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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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2011Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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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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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper50
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.
[Full Text][Citation analysis]		paper2
2011Linkage Principle, Multi-dimensional Signals and Blind Auctions.(2011) In: Working Papers.
[Citation analysis]
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2013Equilibrium Fast Trading In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper174
2015Equilibrium fast trading.(2015) In: Journal of Financial Economics.
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2015Equilibrium fast trading.(2015) In: Post-Print.
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2014Equilibrium Fast Trading.(2014) In: IDEI Working Papers.
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2014Equilibrium Fast Trading.(2014) In: TSE Working Papers.
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2018Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper6
2018Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News.(2018) In: Working Papers.
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