Thierry Foucault : Citation Profile

Are you Thierry Foucault?

HEC Paris (École des Hautes Études Commerciales)

21

H index

32

i10 index

2529

Citations

RESEARCH PRODUCTION:

32

Articles

164

Papers

1

Books

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 81
   Journals where Thierry Foucault has often published
   Relations with other researchers
   Recent citing documents: 238.    Total self citations: 28 (1.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfo139
   Updated: 2024-12-03    RAS profile: 2024-11-09    
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Relations with other researchers

Works with:

Colliard, Jean-Edouard (7)

Talavera, Oleksandr (5)

Bos, Charles (5)

Sojli, Elvira (5)

Jurkatis, Simon (5)

Gehrig, Thomas (5)

Brownlees, Christian (5)

Hurlin, Christophe (5)

Walther, Thomas (4)

Horenstein, Alex (4)

Stefanova, Denitsa (4)

Palan, Stefan (4)

Reitz, Stefan (4)

Füllbrunn, Sascha (4)

Deku, Solomon (4)

Liew, Chee (4)

Renault, Thomas (4)

Deev, Oleg (4)

FERROUHI, EL MEHDI (4)

Wolff, Christian (4)

Pastor, Lubos (4)

Korajczyk, Robert (4)

CAPELLE-BLANCARD, Gunther (4)

Dreber, Anna (4)

Jalkh, Naji (4)

Harris, Jeffrey (4)

Frömmel, Michael (4)

Johannesson, Magnus (4)

Rinne, Kalle (4)

Sarno, Lucio (4)

Ranaldo, Angelo (4)

Menkveld, Albert (4)

Shachar, Or (4)

Nielsson, Ulf (4)

Ait-Sahalia, Yacine (4)

Hautsch, Nikolaus (4)

Ødegaard, Bernt (4)

Schenk-Hoppé, Klaus (4)

Vilkov, Grigory (4)

Smales, Lee (4)

Frijns, Bart (4)

Pasquariello, Paolo (4)

Schwarz, Marco (4)

Verousis, Thanos (4)

Caporin, Massimiliano (4)

Schuerhoff, Norman (4)

Davies, Ryan (4)

Lof, Matthijs (4)

Huang, Wenqian (4)

Dimpfl, Thomas (4)

Chernov, Mikhail (4)

Zhang, S. Sarah (4)

Holzmeister, Felix (3)

Neszveda, Gabor (3)

Xiu, Dacheng (3)

Alexeev, Vitali (3)

Koetter, Michael (3)

Degryse, Hans (3)

Voigt, Stefan (3)

Bohorquez Correa, Santiago (3)

Güçbilmez, Ufuk (3)

Taylor, Nick (3)

Mihet, Roxana (3)

Xia, Shuo (3)

Eugster, Nicolas (3)

Wilhelmsson, Anders (3)

Aloosh, Arash (3)

Roy, Saurabh (3)

Gerritsen, Dirk (2)

Chow, Nikolai Sheung-Chi (2)

Pelizzon, Loriana (2)

Patel, Vinay (2)

Rakowski, David (2)

Bouri, Elie (2)

Dugast, Jérôme (2)

Patton, Andrew (2)

Theissen, Erik (2)

Prokopczuk, Marcel (2)

Wong, Wing-Keung (2)

Putnins, Talis (2)

Gorbenko, Arseny (2)

Kassner, Bernhard (2)

Roy, Saurabh (2)

Hjalmarsson, Erik (2)

Lajaunie, Quentin (2)

Zhou, Chen (2)

Vogel, Sebastian (2)

Park, Andreas (2)

Tonks, Ian (2)

Gil-Bazo, Javier (2)

Adrian, Tobias (2)

Regis, Luca (2)

He, Xuezhong (Tony) (2)

Abudy, Menachem (2)

LINTON, OLIVER (2)

Heath, Davidson (2)

van Kervel, Vincent (2)

Kearney, Fearghal (2)

Lopez-Lira, Alejandro (2)

Dumitrescu, Ariadna (2)

Söderlind, Paul (2)

Ferrara, Gerardo (2)

Scaillet, Olivier (2)

PASCUAL, ROBERTO (2)

Bjønnes, Geir (2)

Moinas, Sophie (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)

Cespa, Giovanni (21)

LINTON, OLIVER (20)

PASCUAL, ROBERTO (20)

Vives, Xavier (19)

Daures (formerly Lescourret), Laurence (19)

CAPELLE-BLANCARD, Gunther (19)

Rindi, Barbara (19)

Cites to:

Menkveld, Albert (18)

Biais, Bruno (16)

Subrahmanyam, Avanidhar (16)

Karolyi, G. (14)

Cespa, Giovanni (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
The Review of Financial Studies10
Journal of Finance4
Journal of Financial Economics4
Revue d'Économie Financière2
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 (2024 and 2023)

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

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

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

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

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

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2024A rundown of merger target run?ups. (2021). Verwijmeren, Patrick ; Vagenasnanos, Evangelos ; Dutordoir, Marie ; Wu, Betty. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:487-518.

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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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2023HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348.

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

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

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

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

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

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2023Algorithmic trading: Intraday profitability and trading behavior. (2023). Arumugam, Devika. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003334.

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

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

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

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

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

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

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

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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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2023The informational feedback effect of stock prices on corporate investments: A comparison of new energy firms and traditional energy firms in China. (2023). Xu, Zhiwei ; Zhang, Teng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005844.

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

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

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

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

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

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

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

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

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

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2023Does peer firms’ tone affect corporate investment? Evidence from China. (2023). Zhang, Xinyue ; Tan, NA ; Chang, Liang ; Yuan, Yiyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923002570.

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2023COVID lockdown, Robinhood traders, and liquidity in stock and option markets. (2023). Clancey-Shang, Danjue. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003538.

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

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

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

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

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2023Understanding the role of aggregate analyst attention in resolving stock market uncertainty. (2023). Hu, Changsheng ; Hou, Yunfei. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s154461232300555x.

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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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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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2023Does stock market rescue affect investment efficiency in the real sector?. (2023). Ni, Xiaoran ; Lu, Lei ; Li, Zhisheng ; Jin, Ling. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000575.

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2023The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave. (2023). Steffen, Tom ; Ibikunle, Gbenga ; Rzayev, Khaladdin. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000514.

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

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

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2023Peer effects of corporate product quality information disclosure: Learning and competition. (2023). Huang, Xiang ; Wu, Guilin ; Wang, Jiaxin ; Song, Zilong ; Sun, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000926.

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2023Do big data mutual funds outperform?. (2023). Zeng, Yamin ; Peng, Zezhi ; Zhang, Junsheng ; Yang, Haisheng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001105.

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2023Cross-listing and predation risk in product markets. (2023). Li, Yunshen ; Kong, Weimin ; Zhou, Lu Jolly. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001282.

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

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

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

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2023Spillover effects of mandatory portfolio disclosures on corporate investment. (2023). White, Hal ; Shroff, Nemit ; Sani, Jalal. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:2:s0165410123000654.

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

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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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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.
[Citation analysis]
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]		article138
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.
[Citation analysis]
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2011Individual Investors and Volatility In: Journal of Finance.
[Citation analysis]		article155
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.
[Citation analysis]
This paper has nother version. Agregated cites: 155		paper
2013Liquidity Cycles and Make/Take Fees in Electronic Markets In: Journal of Finance.
[Full Text][Citation analysis]		article74
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.
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2016News Trading and Speed In: Journal of Finance.
[Full Text][Citation analysis]		article119
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.
[Citation analysis]
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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.
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2019Corporate Strategy, Conformism, and the Stock Market.(2019) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 9		article
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]		paper38
2018Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 38		article
2018Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
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 nother version. Agregated cites: 14		paper
2021Does Alternative Data Improve Financial Forecasting? The Horizon Effect In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
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.
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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.
[Full Text][Citation analysis]		paper318
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.
[Citation analysis]
This paper has nother version. Agregated cites: 318		paper
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.
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This paper has nother version. Agregated cites: 1		paper
2001Limit Order Book as a Market for Liquidity In: CEPR Discussion Papers.
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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.
[Citation analysis]
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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.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
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.
[Full Text][Citation analysis]		paper83
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.
[Citation analysis]
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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: 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.
[Citation analysis]
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2000Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2000) In: Working Papers.
[Citation analysis]
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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]
This paper has nother version. Agregated cites: 2		paper
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.
[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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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]		article32
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.
[Full Text][Citation analysis]		article98
2014Learning from peers stock prices and corporate investment.(2014) In: Post-Print.
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2024Nonstandard errors 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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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.
[Citation analysis]		paper0
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.
[Citation analysis]		paper2
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.
[Citation analysis]		paper0
2011Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print.
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