Thierry Foucault : Citation Profile

HEC Paris (École des Hautes Études Commerciales)

22

H index

36

i10 index

2744

Citations

RESEARCH PRODUCTION:

36

Articles

170

Papers

1

Books

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   32 years (1993 - 2025). See details.
   Cites by year: 85
   Journals where Thierry Foucault has often published
   Relations with other researchers
   Recent citing documents: 216.    Total self citations: 31 (1.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo139
   Updated: 2025-12-20    RAS profile: 2025-10-13    
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Relations with other researchers

Works with:

Sarno, Lucio (8)

Ferrara, Gerardo (8)

Hurlin, Christophe (8)

Alexeev, Vitali (8)

Sojli, Elvira (8)

Schwarz, Marco (8)

Palan, Stefan (8)

Deev, Oleg (8)

Harris, Jeffrey (8)

Johannesson, Magnus (8)

Liew, Chee (8)

Taylor, Nick (8)

Bos, Charles (8)

Lof, Matthijs (8)

Caporin, Massimiliano (8)

Frijns, Bart (8)

Renault, Thomas (8)

Menkveld, Albert (8)

Gehrig, Thomas (8)

Ødegaard, Bernt (8)

Dumitrescu, Ariadna (8)

Frömmel, Michael (8)

Colliard, Jean-Edouard (8)

Schuerhoff, Norman (8)

Dreber, Anna (8)

FERROUHI, EL MEHDI (8)

Talavera, Oleksandr (8)

Stefanova, Denitsa (8)

Nielsson, Ulf (8)

Smales, Lee (8)

Tonks, Ian (8)

Moinas, Sophie (8)

Brownlees, Christian (8)

Rinne, Kalle (8)

Wolff, Christian (8)

Korajczyk, Robert (8)

Pastor, Lubos (8)

Scaillet, Olivier (8)

Schenk-Hoppé, Klaus (7)

Shui, Jessica (7)

Neszveda, Gabor (7)

Hambuckers, Julien (7)

Bohorquez Correa, Santiago (7)

Jurkatis, Simon (6)

Ranaldo, Angelo (6)

Gerritsen, Dirk (6)

Reitz, Stefan (6)

Füllbrunn, Sascha (6)

Wilhelmsson, Anders (6)

Gil-Bazo, Javier (6)

Degryse, Hans (6)

Xiu, Dacheng (6)

Vilkov, Grigory (6)

Holzmeister, Felix (6)

Zhang, S. Sarah (6)

Pasquariello, Paolo (6)

Roy, Saurabh (6)

LINTON, OLIVER (6)

Shachar, Or (6)

Xia, Shuo (6)

Chernov, Mikhail (6)

Park, Andreas (6)

Dimpfl, Thomas (5)

Koetter, Michael (5)

Davies, Ryan (5)

Huang, Wenqian (5)

CAPELLE-BLANCARD, Gunther (5)

Horenstein, Alex (5)

Walther, Thomas (5)

Eugster, Nicolas (5)

Deku, Solomon (5)

Jalkh, Naji (5)

Verousis, Thanos (5)

Hautsch, Nikolaus (5)

Aloosh, Arash (4)

van Kervel, Vincent (4)

Ait-Sahalia, Yacine (4)

Güçbilmez, Ufuk (4)

Abudy, Menachem (3)

Mihet, Roxana (3)

Chow, Nikolai Sheung-Chi (3)

He, Xuezhong (Tony) (3)

Voigt, Stefan (3)

Capera Romero, Laura (3)

Hjalmarsson, Erik (2)

Patton, Andrew (2)

Patel, Vinay (2)

Bouri, Elie (2)

Bjønnes, Geir (2)

Dugast, Jérôme (2)

Hasse, Jean-Baptiste (2)

Wong, Wing-Keung (2)

Heath, Davidson (2)

Lajaunie, Quentin (2)

Adrian, Tobias (2)

Rakowski, David (2)

PASCUAL, ROBERTO (2)

Söderlind, Paul (2)

Theissen, Erik (2)

Putnins, Talis (2)

Prokopczuk, Marcel (2)

Pelizzon, Loriana (2)

Regis, Luca (2)

Kearney, Fearghal (2)

Zhou, Chen (2)

Kassner, Bernhard (2)

Roy, Saurabh (2)

Gorbenko, Arseny (2)

Lopez-Lira, Alejandro (2)

Vogel, Sebastian (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)

CAPELLE-BLANCARD, Gunther (23)

Menkveld, Albert (23)

LINTON, OLIVER (22)

Cespa, Giovanni (21)

Vives, Xavier (20)

Daures, Laurence (19)

PASCUAL, ROBERTO (19)

Rindi, Barbara (19)

Cites to:

Biais, Bruno (17)

Menkveld, Albert (17)

Subrahmanyam, Avanidhar (16)

Madhavan, Ananth (14)

Cespa, Giovanni (14)

Karolyi, G. (14)

Pagano, Marco (11)

Vives, Xavier (11)

Kandel, Eugene (11)

Shleifer, Andrei (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 Finance8
Journal of Financial Economics4
Revue d'conomie Financire2
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
Post-Print / HAL62
HEC Research Papers Series / HEC Paris28
Working Papers / HAL28
CEPR Discussion Papers / C.E.P.R. Discussion Papers21
Swiss Finance Institute Research Paper Series / Swiss Finance Institute4
TSE Working Papers / Toulouse School of Economics (TSE)2

Recent works citing Thierry Foucault (2025 and 2024)

YearTitle of citing document
2025Argentina: The Honor Student—By Merit and By Mistake. A Natural Experiment on Information Effects. (2025). Menna, Lorenzo ; Tobal, Martn ; Meneses, Oscar. In: Working Papers. RePEc:aoz:wpaper:355.

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2025From Glosten-Milgrom to the whole limit order book and applications to financial regulation. (2025). Huang, Weibing ; Saliba, Pamela ; Rosenbaum, Mathieu. In: Papers. RePEc:arx:papers:1902.10743.

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2024On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2024). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386.

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2024Multi-Asset Bubbles Equilibrium Price Dynamics. (2024). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468.

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2024The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper. (2024). Xu, Ziyi ; Cheng, Xue. In: Papers. RePEc:arx:papers:2304.13985.

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2024Fragmentation and optimal liquidity supply on decentralized exchanges. (2024). Zoican, Marius ; Parlour, Christine ; Lehar, Alfred. In: Papers. RePEc:arx:papers:2307.13772.

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2024Price predictability at ultra-high frequency: Entropy-based randomness test. (2024). Marmi, Stefano ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2312.16637.

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

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

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

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2024An Algebraic Framework for the Modeling of Limit Order Books. (2024). Bleher, Michael. In: Papers. RePEc:arx:papers:2406.04969.

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2024When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments. (2024). Hua, Wenyue ; Li, Sujian ; Zhu, Suiyuan ; Jin, Mingyu ; Du, Mengnan ; Zhang, Zhongmou ; Shu, Dong ; Wang, Zhenting ; Liu, Xinyi. In: Papers. RePEc:arx:papers:2407.18957.

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2024Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading. (2024). Desell, Travis ; Zhang, Hao ; Nadeem, Rohaan ; Saxena, Amulya ; Lyu, Zimeng. In: Papers. RePEc:arx:papers:2410.17212.

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2024Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents. (2024). Pastushkov, Aleksei. In: Papers. RePEc:arx:papers:2411.05032.

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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, SR ; Petroni, F ; Nurujjaman, MD ; Rai, A. In: Papers. RePEc:arx:papers:2502.07625.

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2025Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions. (2025). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2504.05743.

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2025High Frequency Quoting Under Liquidity Constraints. (2025). Anantha, Aditya Nittur ; Jain, Shashi ; Misra, Dhruv ; Goyal, Shivam. In: Papers. RePEc:arx:papers:2507.05749.

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2025Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence. (2025). Karimi, Nader ; Salavati, Erfan. In: Papers. RePEc:arx:papers:2507.09196.

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning. (2025). Yang, Peng ; Lin, Yushi. In: Papers. RePEc:arx:papers:2508.17086.

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2025Competition and Incentives in a Shared Order Book. (2025). Ren'e A"id, ; Bergault, Philippe ; Rosenbaum, Mathieu. In: Papers. RePEc:arx:papers:2509.10094.

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2025Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective. (2025). Guhr, Thomas ; Heckens, Anton J ; Henrichs, Luca. In: Papers. RePEc:arx:papers:2509.10376.

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2025Forecasting Liquidity Withdraw with Machine Learning Models. (2025). , Wang. In: Papers. RePEc:arx:papers:2509.22985.

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2025When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making. (2025). Jafree, Ali Raza ; Firoozye, Nick ; Jain, Konark. In: Papers. RePEc:arx:papers:2510.27334.

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2025Corporate Earnings Calls and Analyst Beliefs. (2025). Matera, Giuseppe. In: Papers. RePEc:arx:papers:2511.15214.

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2024Through stormy seas: how fragile is liquidity across asset classes and time?. (2024). Aquilina, Matteo ; Aliyev, Nihad ; Rzayev, Khaladdin ; Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1229.

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2025Comparing search and intermediation frictions across markets. (2025). Üslü, Semih ; Pinter, Gabor ; Wijnandts, Jean-Charles. In: BIS Working Papers. RePEc:bis:biswps:1283.

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2024Institutional attention and investment efficiency. (2024). Zheng, Jiayi. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3241-3273.

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

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2024The determinants of limit order cancellations. (2024). Dahlstrom, Petter ; Norden, Lars L ; Hagstromer, Bjorn. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:181-201.

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2024Where does ex‐dividend trading occur: An examination of trading venues around dividends. (2024). van Ness, Robert ; Fuller, Kathleen P ; Cox, Justin. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:31-55.

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2024Non‐Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities. (2024). Kräussl, Roman ; Krussl, Roman ; Tugnetti, Alessandro. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:555-574.

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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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2024Export controls and innovation performance: Unravelling the complex relationship between blacklisted Chinese firms and U.S. suppliers. (2024). Anwar, Sajid ; Hu, Beibei ; Luan, Qiao ; Wang, Kai. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:7:p:2995-3033.

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2024Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088.

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2025Do portfolio companies learn from their peers? Evidence from venture capital funding. (2025). Daher, Mai ; Chahine, Salim. In: Bank of England working papers. RePEc:boe:boeewp:1121.

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2024The Economics of Social Media. (2024). Song, Lena ; Levy, Ro'ee ; Jimenez-Duran, Rafael ; Aridor, Guy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10934.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. 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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2024Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944.

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2025Insider trading at a random deadline with correlation between dynamic asset and stochastic liquidity. (2025). Qiu, Jixiu ; Zhou, Yonghui. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:488:y:2025:i:c:s0096300324005812.

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2025Peer effect of fund trading and the risk of individual stock. (2025). Bowei, SU ; Yuting, Lin ; Shujie, Yao ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007824001623.

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2025Noise trader clusters and market efficiency. (2025). Pantzalis, Christos ; Park, Jung Chul ; Wang, Pinshuo. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000024.

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2025The impact of loosening regulatory requirements on firm innovation: Evidence from SEC rule 12h-6. (2025). Wang, Kun Tracy ; Zhu, Nathan Zhenghang. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924001987.

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2025Do investor reactions to merger announcements shape the writing of SEC filings?. (2025). de Bodt, Eric ; Aktas, Nihat ; Dogan, Can Deniz. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924002786.

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2024Climate shocks, institutional investors, and the information content of stock prices. (2024). Martin-Flores, Jose M ; Blanco, Ivan ; Remesal, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000294.

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2024Indirect effects of trading restrictions. (2024). Tang, Yizhou ; Wang, Shujing ; Zhong, Ninghua ; Yan, Hongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000427.

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2025Trade shocks and investment efficiency. (2025). Sun, Hanwen ; Peng, Yuanhuai ; Li, Wenjing ; Tan, Youchao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s092911992500063x.

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2025The good and evil of algos: Investment-to-price sensitivity and the learning hypothesis. (2025). Aliyev, Nihad ; Huseynov, Fariz ; Rzayev, Khaladdin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001026.

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2024Sharks in the dark: Quantifying HFT dark pool latency arbitrage. (2024). Aquilina, Matteo ; Ruf, Thomas ; Foley, Sean ; O'Neill, Peter. 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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2024Peer effects, environmental regulation and environmental financial integration—Empirical evidence from listed companies in heavily polluting industries. (2024). Hu, Ying S ; Zhuang, Xiaobin ; Zhang, Shanfei ; Ying, Rui ; Xu, Guanghua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1446-1458.

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2025Unleashing the empowered effect of data resource on inclusive green growth: Based on double machine learning. (2025). Albitar, Khaldoon ; Dong, Hao ; Liu, Zhaofei ; Huang, Zhehao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1270-1290.

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2025Regulator as a minority shareholder: How does public-plus-private enforcement affect investment-to-price sensitivity?. (2025). Jin, Shuchang ; Xiong, Zhitao ; Hu, YI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1790-1815.

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2025Beyond the ivory tower: Professors on the board and corporate performance in China. (2025). Jing, Xinxin ; Pang, Jiazhu ; Li, Zhisheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:61-77.

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2024Market price determination: Interpreting quote order imbalance under zero-profit equilibrium. (2024). Long, Yunshen ; 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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2025Non-fundamental information disclosure and discretionary liquidity trading. (2025). Yang, Qingshan ; Liu, Hong. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000331.

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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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2025Multi-asset bubbles equilibrium price dynamics. (2025). Cordoni, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002067.

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2025The impact of outcome uncertainty on corporate investment compensation peer effects. (2025). Yu, BO ; Xu, Yu-Xin ; Lin, Yu-En. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002742.

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2025Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000476.

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2024Operational decisions of public firms and feedback mechanism from stock market. (2024). Xu, Yue ; Huang, Xiaohong ; Ni, Jian. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001794.

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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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2024Does stock liquidity affect expropriation behavior by controlling shareholders? Evidence from China. (2024). Xiang, Xin. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000396.

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

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2025Message traffic and short-term illiquidity in high-speed markets. (2025). Pascual, Roberto ; Yage, Jos ; Nawn, Samarpan ; Massot, Magdalena ; Abad, David. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014124001468.

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2024Technological disparity and its impact on market quality. (2024). Kim, Seo Young ; 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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2024Trading volume shares and market quality: Pre- and post- zero commissions. (2024). O'Donoghue, Shawn M ; Zhao, LE ; Jain, Pankaj K ; Mishra, Suchismita. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000987.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. 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). Hayashi, Takaki ; Nishide, Katsumasa. 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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2025Behind in time, behind in the game – time zone affects trading aggressiveness. (2025). Lepone, Grace ; Gautam, Anil. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007440.

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2025Does data asset disclosure affect bank lending acquisition?. (2025). Pan, Chenxi ; Qian, Kun ; Liang, Xinyv. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s105752192400766x.

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2024Stock price synchronicity and market liquidity: The role of funding liquidity. (2024). Webb, Robert I ; Yu, Jinyoung ; 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). Zhu, Mengzhen ; Shin, Hyun-Han. 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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2025Institutional trading and satellite data. (2025). Ha, Jingi. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013709.

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2025Predicting FX market movements using GAN with limit order event data. (2025). Iima, Hitoshi ; Peng, Kexin ; Kitamura, Yoshihiro. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015563.

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2025The influence of market liquidity on the efficiency of Chinas pilot carbon markets. (2025). Hueng, C. ; Wu, Sitong ; Wang, Qian ; Huang, Peng. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015897.

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2025Randomized inspection and investment-price sensitivity: A natural experiment in China. (2025). Wang, Chenxi ; Xie, Lina. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017537.

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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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2024Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market. (2024). Yuferova, Darya. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000272.

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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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2025Coarse pricing in QE auctions. (2025). Tsujimoto, Yusuke. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418124000776.

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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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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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More than 100 citations found, this list is not complete...

Thierry Foucault is editor of

Journal
HEC Research Papers Series

Works by Thierry Foucault:

YearTitleTypeCited
2000Equity Trading Systems in Europe: A Survey of Recent Changes In: Annals of Economics and Statistics.
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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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This paper has nother version. Agregated cites: 14		paper
2011Equity Trading Systems in Europe - A Survey of Recent Changes.(2011) In: Working Papers.
[Citation analysis]
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]		article141
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]		article171
2008Individual Investors and Volatility.(2008) In: CEPR Discussion Papers.
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2008Individual investors and volatility.(2008) In: HEC Research Papers Series.
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2011Individual Investors and Volatility.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 171		paper
2008Individual Investors and Volatility.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 171		paper
2013Liquidity Cycles and Make/Take Fees in Electronic Markets In: Journal of Finance.
[Full Text][Citation analysis]		article79
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]
This paper has nother version. Agregated cites: 79		paper
2009Liquidity Cycles and Make/Take Fees in Electronic Markets.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 79		paper
2016News Trading and Speed In: Journal of Finance.
[Full Text][Citation analysis]		article129
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]
This paper has nother version. Agregated cites: 129		paper
2021Inventory Management, Dealers Connections, and Prices in Over‐the‐Counter Markets In: Journal of Finance.
[Full Text][Citation analysis]		article12
2024Does Alternative Data Improve Financial Forecasting? The Horizon Effect In: Journal of Finance.
[Full Text][Citation analysis]		article12
2021Does Alternative Data Improve Financial Forecasting? The Horizon Effect.(2021) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 12		paper
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: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2024Nonstandard Errors.(2024) In: Post-Print.
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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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2025Equilibrium Data Mining and Data Abundance In: Journal of Finance.
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2021Equilibrium Data Mining and Data Abundance.(2021) 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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2024Equilibrium Data Mining and Data Abundance.(2024) In: Post-Print.
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2020Equilibrium Data Mining and Data Abundance.(2020) In: Working Papers.
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2025Investors as a liquidity backstop in corporate bond markets In: Bank of England working papers.
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2025Investors as a Liquidity Backstop in Corporate Bond Markets.(2025) In: HEC Research Papers Series.
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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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This paper has nother version. Agregated cites: 10		paper
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: 10		article
2018Noisy Stock Prices and Corporate Investment In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper63
2019Noisy Stock Prices and Corporate Investment.(2019) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 63		article
2020Does Big Data Improve Financial Forecasting? The Horizon Effect In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2020Does Big Data Improve Financial Forecasting? The Horizon Effect.(2020) In: 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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This paper has nother version. Agregated cites: 0		paper
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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This paper has nother version. Agregated cites: 0		paper
Competition for Listings In: GSIA Working Papers.
[Full Text][Citation analysis]		paper43
1999Competition for Listings.(1999) In: CEPR Discussion Papers.
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1999Competition for Listings.(1999) In: HEC Research Papers Series.
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2004Competition for Listings.(2004) In: Post-Print.
[Citation analysis]
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2011Competition for Listings.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2004Competition for Listings.(2004) In: RAND Journal of Economics.
[Citation analysis]
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]		paper47
2018Data abundance and asset price informativeness.(2018) In: Journal of Financial Economics.
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2018Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
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]		paper45
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]		paper326
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.
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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.
[Citation analysis]
This paper has nother version. Agregated cites: 120		paper
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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2011Learning from Prices, Liquidity Spillovers, and Market Segmentation.(2011) In: CSEF Working Papers.
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2011Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper74
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2012Trading fees and efficiency in limit order markets.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 74		paper
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.
[Full Text][Citation analysis]		paper22
2014Toxic Arbitrage.(2014) In: HEC Research Papers Series.
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2014Toxic Arbitrage.(2014) In: Working Papers.
[Citation analysis]
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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.
[Full Text][Citation analysis]		paper9
2001Information sharing, liquidity and transaction costs in floor-based trading systems.(2001) In: HEC Research Papers Series.
[Full Text][Citation analysis]
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2003Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems.(2003) In: Post-Print.
[Citation analysis]
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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.
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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.
[Citation analysis]
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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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2022Algorithmic Pricing and Liquidity in Securities Markets.(2022) In: Working Papers.
[Citation analysis]
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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.
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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.
[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.
[Citation analysis]		paper0
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.
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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.
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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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2006Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières In: Post-Print.
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1993Asymétries dinformation et marchés financiers : une synthèse de la littérature récente In: Post-Print.
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1993Asymétrie d’information et marchés financiers : une synthèse de la littérature récente.(1993) In: L'Actualité Economique.
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1997Microstructure des marchés financiers : institutions, modèles et tests empiriques In: Post-Print.
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2012Algorithmic trading: issues and preliminary evidence In: Post-Print.
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2005Enseignement de la gestion : lapport de la recherche In: Post-Print.
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2002Best Execution and Competition between Trading Venues In: Post-Print.
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1999Equity Trading Systems in Europe In: Post-Print.
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2013Market Liquidity: Theory, Evidence and Policy In: Post-Print.
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2013Market Liquidity: Theory, Evidence, and Policy.(2013) In: OUP Catalogue.
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2012Market microstructure: confronting many viewpoints In: Post-Print.
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2014Illiquidity Contagion and Liquidity Crashes.(2014) In: The Review of Financial Studies.
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2006Competition for Order Flow Smart Order Routing Systems.(2006) In: Post-Print.
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2012Learning from prices, liquidity spillovers, and endogenous market segmentation In: Working Papers.
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2014Sale of Price Information by Exchanges: Does It Promote Price Discovery? In: Management Science.
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2021Demand for Information, Uncertainty, and the Response of US Treasury Securities to News In: NBER Chapters.
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2021Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News.(2021) In: The Review of Financial Studies.
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2006Liquidity, cost of capital and the organization of trading in stock markets In: Revue d'Économie Financière.
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2008Insiders-Outsiders, Transparency and the Value of the Ticker In: Working Papers.
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2014HFT and Market Quality In: Bankers, Markets & Investors.
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2014Equilibrium Fast Traders In: 2014 Meeting Papers.
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2018Is Trading Fast Dangerous? In: TSE Working Papers.
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1995Implicit collusion on wide spreads In: Economics Working Papers.
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1994Price formation and order placement strategies in a dynamic order driven market In: Economics Working Papers.
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