Thierry Foucault : Citation Profile

HEC Paris (École des Hautes Études Commerciales)

21

H index

35

i10 index

2626

Citations

RESEARCH PRODUCTION:

35

Articles

164

Papers

1

Books

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 84
   Journals where Thierry Foucault has often published
   Relations with other researchers
   Recent citing documents: 146.    Total self citations: 29 (1.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo139
   Updated: 2025-03-22    RAS profile: 2024-11-09    
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Relations with other researchers

Works with:

Colliard, Jean-Edouard (8)

Schwarz, Marco (6)

Pasquariello, Paolo (6)

Xia, Shuo (6)

Füllbrunn, Sascha (6)

Wilhelmsson, Anders (6)

Scaillet, Olivier (6)

Wolff, Christian (6)

Nielsson, Ulf (6)

Holzmeister, Felix (6)

Frömmel, Michael (6)

Sojli, Elvira (6)

Xiu, Dacheng (6)

Hurlin, Christophe (6)

Pastor, Lubos (6)

LINTON, OLIVER (6)

Brownlees, Christian (6)

Ferrara, Gerardo (6)

Ødegaard, Bernt (6)

Stefanova, Denitsa (6)

Bos, Charles (6)

Gerritsen, Dirk (6)

Gehrig, Thomas (6)

Harris, Jeffrey (6)

Park, Andreas (6)

Sarno, Lucio (6)

Talavera, Oleksandr (6)

Korajczyk, Robert (6)

Zhang, S. Sarah (6)

Smales, Lee (6)

Dreber, Anna (6)

Rinne, Kalle (6)

Shachar, Or (6)

Lof, Matthijs (6)

Reitz, Stefan (6)

Jurkatis, Simon (6)

Chernov, Mikhail (6)

Alexeev, Vitali (6)

Deev, Oleg (6)

Palan, Stefan (6)

FERROUHI, EL MEHDI (6)

Liew, Chee (6)

Johannesson, Magnus (6)

Schuerhoff, Norman (5)

Renault, Thomas (5)

Huang, Wenqian (5)

Davies, Ryan (5)

Neszveda, Gabor (5)

Schenk-Hoppé, Klaus (5)

Frijns, Bart (5)

Walther, Thomas (5)

Horenstein, Alex (5)

Koetter, Michael (5)

CAPELLE-BLANCARD, Gunther (5)

Vilkov, Grigory (5)

Ranaldo, Angelo (5)

Eugster, Nicolas (5)

Deku, Solomon (5)

Hautsch, Nikolaus (5)

Verousis, Thanos (5)

Dimpfl, Thomas (5)

Menkveld, Albert (5)

Bohorquez Correa, Santiago (5)

Caporin, Massimiliano (5)

Jalkh, Naji (5)

Güçbilmez, Ufuk (4)

Aloosh, Arash (4)

van Kervel, Vincent (4)

Ait-Sahalia, Yacine (4)

Gil-Bazo, Javier (3)

He, Xuezhong (Tony) (3)

Voigt, Stefan (3)

Roy, Saurabh (3)

Taylor, Nick (3)

Degryse, Hans (3)

Mihet, Roxana (3)

Patel, Vinay (2)

Theissen, Erik (2)

Dumitrescu, Ariadna (2)

Roy, Saurabh (2)

Dugast, Jérôme (2)

Adrian, Tobias (2)

Wong, Wing-Keung (2)

Hasse, Jean-Baptiste (2)

Kassner, Bernhard (2)

Moinas, Sophie (2)

Putnins, Talis (2)

Hjalmarsson, Erik (2)

Vogel, Sebastian (2)

Bouri, Elie (2)

Kearney, Fearghal (2)

Pelizzon, Loriana (2)

Prokopczuk, Marcel (2)

Tonks, Ian (2)

Heath, Davidson (2)

Bjønnes, Geir (2)

Patton, Andrew (2)

Abudy, Menachem (2)

Gorbenko, Arseny (2)

Lajaunie, Quentin (2)

Söderlind, Paul (2)

PASCUAL, ROBERTO (2)

Zhou, Chen (2)

Lopez-Lira, Alejandro (2)

Chow, Nikolai Sheung-Chi (2)

Regis, Luca (2)

Rakowski, David (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 (68)

Biais, Bruno (26)

Theissen, Erik (24)

Menkveld, Albert (23)

LINTON, OLIVER (22)

Cespa, Giovanni (21)

PASCUAL, ROBERTO (20)

Vives, Xavier (20)

Rindi, Barbara (19)

Daures (formerly Lescourret), Laurence (19)

CAPELLE-BLANCARD, Gunther (19)

Cites to:

Biais, Bruno (17)

Menkveld, Albert (17)

Subrahmanyam, Avanidhar (16)

Cespa, Giovanni (14)

Karolyi, G. (14)

Madhavan, Ananth (13)

Kandel, Eugene (11)

Pagano, Marco (11)

Vives, Xavier (11)

Admati, Anat (10)

Stulz, René (10)

Main data

Where Thierry Foucault has published?

Journals with more than one article published# docs
The Review of Financial Studies10
Journal of Finance7
Journal of Financial Economics4
Revue d'conomie Financire2
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
Post-Print / HAL60
Working Papers / HAL28
HEC Research Papers Series / HEC Paris27
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 (2025 and 2024)

YearTitle of citing document
2024On 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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2024Multi-Asset Bubbles Equilibrium Price Dynamics. (2022). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468.

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2024High-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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2024Liquidity fragmentation on decentralized exchanges. (2023). Zoican, Marius ; Parlour, Christine ; Lehar, Alfred. In: Papers. RePEc:arx:papers:2307.13772.

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2024Limit Order Book Simulations: A Review. (2024). Treleaven, Philip ; Kochems, Jonathan ; Firoozye, Nick ; Jain, Konark. In: Papers. RePEc:arx:papers:2402.17359.

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2024Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders. (2024). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2403.08202.

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2024Quantifying Price Improvement in Order Flow Auctions. (2024). Moallemi, Ciamac C ; Wan, Xin ; Bachu, Brad. In: Papers. RePEc:arx:papers:2405.00537.

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2024A Limit Order Book Model for High Frequency Trading with Rough Volatility. (2024). Yong, Jiongmin ; Li, Yukun ; Chen-Shue, Yun. In: Papers. RePEc:arx:papers:2412.16850.

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2025High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads. (2025). Li, Guanlin ; Chen, Xiyan ; Liu, Yingzheng. In: Papers. RePEc:arx:papers:2501.03171.

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2025Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets. (2025). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2501.12591.

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2025Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach. (2025). Luwang, S R ; Petroni, F ; Nurujjaman, MD ; Rai, A. In: Papers. RePEc:arx:papers:2502.07625.

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2024Evolution of Chinese futures markets from a high frequency perspective. (2024). Drapeau, Samuel ; Wang, Tao ; Li, Zhengqiang ; Tao, Xuan. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1416-1449.

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2024.

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2024Legal Risk and Insider Trading. (2024). Kacperczyk, Marcin ; Pagnotta, Emiliano S. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:305-355.

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2024Informed Trading Intensity. (2024). Muravyev, Dmitriy ; Fos, Vyacheslav ; Bogousslavsky, Vincent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:903-948.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Minger, Stephan ; Koeniger, Winfried ; Fengler, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2024Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064.

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2024Sharks in the dark: Quantifying HFT dark pool latency arbitrage. (2024). O'Neill, Peter ; Foley, Sean ; Aquilina, Matteo ; Ruf, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001926.

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2024Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143.

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2024Market price determination: Interpreting quote order imbalance under zero-profit equilibrium. (2024). Long, Xingchen ; Wu, Liang ; Yan, Jingzhou. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000646.

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2024Do corporate managers glean information from their stock prices? New evidence from Chinas strategic emerging industries. (2024). Ren, Pengyue ; Zhang, Teng ; Liu, Xuan ; Xu, Zhiwei. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002311.

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2024Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x.

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2024Ignorant experts and financial fragility. (2024). Asano, Koji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001256.

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2024Digital technology adoption and investment sensitivity to stock price. (2024). Bai, Nannan ; Xian, Jinkun ; Lan, Yuan. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524004191.

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2024Fintech business and corporate social responsibility practices. (2024). Xu, Lei ; Guo, Fei ; Li, Bin ; Meng, Siqi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123001103.

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2024Technological disparity and its impact on market quality. (2024). Kim, Seoyoung ; Chung, Kiseo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001111.

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2024Horizontal mergers and heterogeneous firm investments: evidence from the United States. (2024). Li, Dongxu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001317.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Inverted vs maker-taker routing choice and trader information. (2024). Qin, Yaohua ; Garvey, Ryan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000653.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Strategic liquidity provision in high-frequency trading. (2024). Nishide, Katsumasa ; Hayashi, Takaki. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001005.

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2024Retail traders and co-movement: Evidence from Robinhood trading activity. (2024). faff, robert ; Oliver, Barry ; Haghighi, Afshin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003636.

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2024Firms organisation capital: Do peers matter?. (2024). Cheung, Adrian (Wai-Kong) ; Khoo, Joye. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005519.

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2024Social media attention and retail investor behavior: Evidence from r/wallstreetbets. (2024). Warkulat, Sonja ; Pelster, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006537.

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2024Stock price synchronicity and market liquidity: The role of funding liquidity. (2024). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000813.

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2024Proprietary algorithmic traders and liquidity supply during the pandemic. (2024). Nawn, Samarpan ; Banerjee, Anirban. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000825.

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2024Do other firms’ stock price crashes affect corporate investment decisions within the business group: Evidence from Korean Chaebols. (2024). Shin, Hyun-Han ; Zhu, Mengzhen. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002447.

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2024Fintech and dynamic adjustment of capital structure. (2024). Zhou, Ruogu ; Li, Jialing. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008833.

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2024A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164.

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2024Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054.

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2024Understanding the impacts of dark pools on price discovery. (2024). Ye, Linlin. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000800.

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2024Intraday variation in cross-sectional stock comovement and impact of index-based strategies. (2024). Shen, Yiwen ; Shi, Meiqi. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000120.

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2024Search friction, liquidity risk, and bond misallocation. (2024). Liu, Shuo. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000302.

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2024Leadership vacuum and corporate investment. (2024). Khalid, S M ; Jin, Justin ; Meng, YU ; Cheng, Maoyong. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000871.

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2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2024Trade fragmentation and volatility-of-volatility networks. (2024). Jawadi, Fredj ; Bastidon, Cecile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762.

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2024Secrecy culture and sensitivity of investment to stock prices: Evidence from emerging markets. (2024). Farooq, Omar ; Tanos, Barbara Abou ; Ahmed, Neveen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001112.

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2024Stock market liberalization and corporate investment revisited: Evidence from China. (2024). Pang, Jiaren ; Liu, Chun ; Ni, Xiaoran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s037842662300239x.

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2024Leverage constraints and investors choice of underlyings. (2024). Pelster, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000700.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices. (2024). Steeley, James ; Chelley-Steeley, Patricia ; Schnitzlein, Charles. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002140.

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2025Peers’ performance and sensitivity of investment to peers’ stock price: Examining the moderating role of CEO overconfidence. (2025). Gong, Rong. In: Journal of Business Research. RePEc:eee:jbrese:v:186:y:2025:i:c:s0148296324004521.

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2024Uncertainty and macroeconomic forecasts: Evidence from survey data. (2024). Qiu, Yajie ; Liu, Xiaoquan ; Deschamps, Bruno. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:463-480.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2024Learning about the consumption risk exposure of firms. (2024). Li, Kai ; Kuehn, Lars-Alexander ; Kim, Yongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x2300199x.

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2024Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Yueshen, Bart Zhou ; Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308.

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2024The short-termism trap: Catering to informed investors with limited horizons. (2024). Sangiorgi, Francesco ; Han, Jungsuk ; Dow, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001077.

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2024High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001235.

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2024Uncertainty about what is in the price. (2024). peress, joel ; Schmidt, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001387.

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2025Information technology and lender competition. (2025). Vives, Xavier ; Ye, Zhiqiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001806.

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2025Information sharing in financial markets. (2025). Xiong, Yan ; Goldstein, Itay ; Yang, Liyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001909.

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2024Foreign institutional ownership and Cross-Listing. (2024). Tsang, Albert ; Kong, Xiangting ; Yan, Shuo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001808.

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2024Dealer networks, client sophistication and pricing in OTC derivatives. (2024). Kumar, Abhishek ; Kamate, Vidya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001870.

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2024Knowledge flows in Data Envelopment Analysis. The role of peer effects. (2024). Tsekouras, Kostas ; Kounetas, Kostantinos ; Chatzistamoulou, Nikos. In: Omega. RePEc:eee:jomega:v:129:y:2024:i:c:s0305048324001038.

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2024Extrapolation and option-implied kurtosis in volatility forecasting. (2024). Wu, Tu-Cheng ; Shiu, Yung-Ming ; Pan, Ging-Ginq. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000374.

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2024Tug of war with noise traders? Evidence from the G7 stock markets. (2024). Luczak, Adalbert ; Keiber, Karl Ludwig ; Hajiyev, Aghamehman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:234-243.

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2024The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange. (2024). Kedar-Levy, Haim ; Hadad, Elroi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1303-1313.

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2024A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Zhou, Wenyuan ; Zhang, Xiaoqi ; Fu, Jie ; Lyu, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

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2024Managing financial expertise. (2024). Asano, Koji. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:351-365.

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2024The optimal strategies of competitive high-frequency traders and effects on market liquidity. (2024). Doukas, John A ; Yang, Haijun ; Ge, Hengshun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679.

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2024The industry peer effect of enterprise ESG performance: the moderating effect of customer concentration. (2024). Wang, Hanyu ; Zhao, Tianjiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1499-1525.

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2024Commodities and Policy Uncertainty Channel(s). (2024). Filbeck, G ; Bosch, D ; Smimou, K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379.

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2024Do anticipated changes in the MSCI Taiwan index drive investor behavior?. (2024). Pan, Ging-Ginq ; Tseng, Yun-Lan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:563-580.

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2024Does minority shareholder activism reduce stock idiosyncratic risk?. (2024). Qiu, Yuhang ; Lu, Jing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002878.

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2024Corporate bond defaults and spillover effects on bank risk: Evidence from city commercial banks in China. (2024). Wang, Yaxin ; Ouyang, Yiling ; Gao, Haoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000448.

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2024Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

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2024Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets. (2024). Hanaki, Nobuyuki ; Jacob-Leal, Sandrine. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:112:y:2024:i:c:s2214804324000788.

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Thierry Foucault is editor of

Journal
HEC Research Papers Series

Works by Thierry Foucault:

YearTitleTypeCited
2000Equity Trading Systems in Europe: A Survey of Recent Changes In: Annals of Economics and Statistics.
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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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This paper has nother version. Agregated cites: 14		paper
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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This paper has nother version. Agregated cites: 12		paper
201712e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France In: Bulletin de la Banque de France.
[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]		article140
2006Competition for Order Flow and Smart Order Routing Systems.(2006) In: CEPR Discussion Papers.
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2006Competition for order flow and smart order routing systems.(2006) In: HEC Research Papers Series.
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2008Competition for Order Flow and Smart Order Routing Systems.(2008) In: Post-Print.
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2010Competition for Order Flow and Smart Order Routing Systems.(2010) In: Post-Print.
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2011Individual Investors and Volatility In: Journal of Finance.
[Citation analysis]		article160
2008Individual Investors and Volatility.(2008) In: CEPR Discussion Papers.
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2008Individual investors and volatility.(2008) In: HEC Research Papers Series.
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2011Individual Investors and Volatility.(2011) In: Post-Print.
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2008Individual Investors and Volatility.(2008) In: Working Papers.
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2013Liquidity Cycles and Make/Take Fees in Electronic Markets In: Journal of Finance.
[Full Text][Citation analysis]		article75
2009Liquidity cycles and make/take fees in electronic markets.(2009) In: CEPR Discussion Papers.
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2009Liquidity cycles and make/take fees in electronic markets.(2009) In: HEC Research Papers Series.
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2013Liquidity Cycles and Make/Take Fees in Electronic Markets.(2013) In: Post-Print.
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2009Liquidity Cycles and Make/Take Fees in Electronic Markets.(2009) In: Working Papers.
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2016News Trading and Speed In: Journal of Finance.
[Full Text][Citation analysis]		article124
2013News Trading and Speed.(2013) In: HEC Research Papers Series.
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2012News Trading and Speed.(2012) In: Post-Print.
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2012News Trading and Speed.(2012) In: Post-Print.
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2012News Trading and Speed.(2012) In: Post-Print.
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2012News Trading and Speed.(2012) In: Post-Print.
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2021Inventory Management, Dealers Connections, and Prices in Over‐the‐Counter Markets In: Journal of Finance.
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2024Does Alternative Data Improve Financial Forecasting? The Horizon Effect In: Journal of Finance.
[Full Text][Citation analysis]		article7
2021Does Alternative Data Improve Financial Forecasting? The Horizon Effect.(2021) In: CEPR Discussion Papers.
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2024Nonstandard Errors In: Journal of Finance.
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2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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2024Nonstandard Errors.(2024) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2018Corporate Strategy, Conformism, and the Stock Market In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper10
2016Corporate Strategy, Conformism, and the Stock Market.(2016) In: CEPR Discussion Papers.
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2015Corporate Strategy, Conformism, and the Stock Market.(2015) In: HEC Research Papers Series.
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2015Corporate Strategy, Conformism, and the Stock Market.(2015) In: Working Papers.
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2019Corporate Strategy, Conformism, and the Stock Market.(2019) In: The Review of Financial Studies.
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2018Noisy Stock Prices and Corporate Investment In: Swiss Finance Institute Research Paper Series.
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2019Noisy Stock Prices and Corporate Investment.(2019) In: The Review of Financial Studies.
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2020Does Big Data Improve Financial Forecasting? The Horizon Effect In: Swiss Finance Institute Research Paper Series.
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2020Does Big Data Improve Financial Forecasting? The Horizon Effect.(2020) In: HEC Research Papers Series.
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2020Does Big Data Improve Financial Forecasting? The Horizon Effect.(2020) In: Working Papers.
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2023The Horizon of Investors Information and Corporate Investment In: Swiss Finance Institute Research Paper Series.
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2022The Horizon of Investors Information and Corporate Investment.(2022) In: HEC Research Papers Series.
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2022The Horizon of Investors Information and Corporate Investment.(2022) In: Working Papers.
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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.
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2011Competition for Listings.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 43		paper
2004Competition for Listings.(2004) In: RAND Journal of Economics.
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This paper has nother version. Agregated cites: 43		article
2016Ripple Effects of Noise on Corporate Investment In: CEPR Discussion Papers.
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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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This paper has nother version. Agregated cites: 5		paper
2016Data Abundance and Asset Price Informativeness In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper44
2018Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics.
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2018Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers.
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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.
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1997Minimum Price Variations, Time Priority and Quote Dynamics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper43
1999Minimum Price Variations, Time Priority, and Quote Dynamics.(1999) In: Journal of Financial Intermediation.
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1999Minimum Price Variations, Time Priority and Quote Dynamics.(1999) In: Post-Print.
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2011Minimum Price Variations, Time Priority and Quote Dynamics.(2011) In: Working Papers.
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1996Minimum price variations, time priority and quotes dynamics.(1996) In: Economics Working Papers.
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1998Order Flow Composition and Trading Costs in Dynamic Limit Order Markets In: CEPR Discussion Papers.
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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.
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2011Order Flow Composition and Trading Costs in a Dynamic Limit Order Market.(2011) In: Working Papers.
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1999Imperfect Market Monitoring and SOES Trading In: CEPR Discussion Papers.
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1999Imperfect Market Monitoring and SOES Trading.(1999) In: HEC Research Papers Series.
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1999Imperfect Market Monitoring and SOES Trading.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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2011Imperfect Market Monitoring and SOES Trading.(2011) In: Working Papers.
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2001Limit Order Book as a Market for Liquidity In: CEPR Discussion Papers.
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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.
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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: The Review of Financial Studies.
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2002Reputation-Based Pricing and Price Improvements in Dealership Markets In: CEPR Discussion Papers.
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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.
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2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
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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: The 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.
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2006Stock price informativeness, cross-listings and investment decisions.(2006) In: HEC Research Papers Series.
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2008Stock price informativeness, cross-listings, and investment decisions.(2008) In: Journal of Financial Economics.
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2008Stock price informativeness, cross-listings and investment decisions.(2008) In: Post-Print.
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2006Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print.
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2006Stock Price Informativeness, Cross-Listings and Investment Decisions.(2006) In: Post-Print.
[Citation analysis]
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2008Insiders-Outsiders, Transparency and the Value of the Ticker In: CEPR Discussion Papers.
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2008Insiders-outsiders, transparency and the value of the ticker.(2008) In: HEC Research Papers Series.
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2011Insiders-Outsiders, Transparency and the Value of the Ticker.(2011) In: Working Papers.
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2008Insiders-Outsiders, Transparency and the Value of the Ticker.(2008) In: Working Papers.
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2008Insiders-outsiders, transparency and the value of the ticker.(2008) In: CFS Working Paper Series.
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2011Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis In: CEPR Discussion Papers.
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2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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2011Cross listing investment sensitivity to stock price and the learning hypothetis.(2011) In: Post-Print.
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2012Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis.(2012) In: Working Papers.
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2012Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis.(2012) In: The 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.
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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: The 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: The Review of Financial Studies.
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2001Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems In: Working Papers.
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2001Information sharing, liquidity and transaction costs in floor-based trading systems.(2001) In: HEC Research Papers Series.
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2003Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems.(2003) In: Post-Print.
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2011Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems.(2011) In: Working Papers.
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2000Market Making with Costly Monitoring : An Analysis of the SOES Controversy In: HEC Research Papers Series.
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2003Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2003) In: Post-Print.
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2000Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2000) In: Working Papers.
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2003Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2003) In: The Review of Financial Studies.
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2003Linkage principle, Multi-dimensional Signals and Blind Auctions In: HEC Research Papers Series.
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2011Linkage Principle, Multi-dimensional Signals and Blind Auctions.(2011) In: Working Papers.
[Citation analysis]
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2013Equilibrium Fast Trading In: HEC Research Papers Series.
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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.
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2018Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News.(2018) In: Working Papers.
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2021Equilibrium Data Mining and Data Abundance In: HEC Research Papers Series.
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2020Equilibrium Data Mining and Data Abundance.(2020) In: Post-Print.
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2020Equilibrium Data Mining and Data Abundance.(2020) In: Post-Print.
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2023Equilibrium Data Mining and Data Abundance.(2023) In: Post-Print.
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2023Equilibrium Data Mining and Data Abundance.(2023) In: Post-Print.
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2023Equilibrium Data Mining and Data Abundance.(2023) In: Post-Print.
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2020Equilibrium Data Mining and Data Abundance.(2020) In: Working Papers.
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2022Algorithmic Pricing and Liquidity in Securities Markets In: HEC Research Papers Series.
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2022Algorithmic Pricing and Liquidity in Securities Markets.(2022) In: Working Papers.
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2023Displaced by Big Data: Evidence from Active Fund Managers In: HEC Research Papers Series.
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1998Floors, dealer markets and limit order markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article33
1998Floors, dealer markets and limit order markets.(1998) In: Post-Print.
[Citation analysis]
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2005Reputation-based pricing and price improvements In: Journal of Economics and Business.
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2014Learning from peers stock prices and corporate investment In: Journal of Financial Economics.
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2014Learning from peers stock prices and corporate investment.(2014) In: Post-Print.
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2001Price Improvements in Financial Markets as a Screening Device In: THEMA Working Papers.
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2011Price Improvements in Financial Markets as a Screening Device.(2011) In: Working Papers.
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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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2006Liquidité, coût du capital et organisation de la négociation des valeurs boursières In: Post-Print.
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2006Liquidité, coût du capital et organisation de la négociation des valeurs boursières.(2006) In: Revue d'Économie Financière.
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2009Chaining up noise traders In: Post-Print.
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2009Liquidity Cycles and Made Take Fees in electronics markets In: Post-Print.
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2010Competition among markets and liquidity: trading fees matter In: Post-Print.
[Citation analysis]		paper0
2010Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print.
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2011Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print.
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2011Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print.
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2011Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print.
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2010Les limites de la titrisation In: Post-Print.
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2010Market Transparency In: Post-Print.
[Citation analysis]		paper4
2010Limit Order Markets In: Post-Print.
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2007Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices In: Post-Print.
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