Access Statistics for Thierry Foucault

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Algorithmic Pricing and Liquidity in Securities Markets 0 0 6 6 0 2 5 5
Algorithmic Pricing and Liquidity in Securities Markets 0 0 0 0 0 0 1 6
Algorithmic Pricing and Liquidity in Securities Markets 0 0 0 5 0 1 5 16
Algorithmic trading: issues and preliminary evidence 0 0 0 0 0 1 7 125
Asymétries d'information et marchés financiers: une synthèse de la littérature récente 0 0 0 0 0 1 2 31
Best Execution and Competition between Trading Venues 0 0 0 0 0 0 0 25
Chaining up noise traders 0 0 0 0 0 2 2 36
Competition among markets and liquidity: trading fees matter 0 0 0 0 0 0 0 21
Competition for Listings 0 0 0 99 0 0 1 242
Competition for Listings 0 0 0 0 0 0 1 38
Competition for Listings 0 0 0 0 0 0 1 66
Competition for Listings 0 0 0 46 0 1 4 278
Competition for Listings 0 0 0 125 0 1 4 408
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 1 1 14
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 1 16
Competition for Order Flow and Smart Order Routing Systems 0 1 2 2 0 1 3 69
Competition for Order Flow and Smart Order Routing Systems 0 0 0 0 0 0 1 54
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 0 1 1 740
Competition for order flow and smart order routing systems 0 0 0 196 1 2 4 584
Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices 0 0 0 0 0 1 1 29
Corporate Strategy, Conformism, and the Stock Market 0 0 0 0 0 0 0 21
Corporate Strategy, Conformism, and the Stock Market 0 0 0 4 0 0 0 17
Corporate Strategy, Conformism, and the Stock Market 0 0 0 3 0 0 0 70
Corporate Strategy, Conformism, and the Stock Market 0 0 0 17 0 0 1 67
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 0 2 46
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 2 59
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 3 40
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 0 2 32
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 42 0 1 9 297
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 0 0 2 6 52
Data Abundance and Asset Price Informativeness 0 0 3 20 3 5 13 94
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 0 25
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 0 30
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 0 25
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 0 15
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 1 1 1 42 1 2 5 111
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 0 0 0 0 3 35
Displaced by Big Data 0 0 0 0 0 2 15 24
Displaced by Big Data: Evidence from Active Fund Managers 0 1 3 3 0 3 11 11
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 0 0 4 46 1 9 42 169
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 0 0 0 0 30
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 177 0 0 0 1,219
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 64 0 0 0 317
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 0 0 2 4 4
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 23 0 1 5 52
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 0 0 3 3 44
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 0 1 25
Does anonymity matter in electronic limit order markets ? 0 0 0 165 1 1 1 672
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 0 1 29
Does anonymity matter in electronic limit order markets? 0 0 2 17 0 1 3 110
Enseignement de la gestion: l'apport de la recherche 0 0 0 0 0 1 1 16
Equilibrium Data Mining 0 0 0 1 0 2 3 8
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 1 1
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 1 1 15
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 0 0
Equilibrium Data Mining and Data Abundance 0 0 1 2 0 0 2 2
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 2 3 3
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 1 4 19
Equilibrium Data Mining and Data Abundance 0 0 0 2 0 1 6 52
Equilibrium Fast Traders 0 1 1 18 1 3 4 62
Equilibrium Fast Trading 0 0 0 48 1 2 4 216
Equilibrium Fast Trading 0 1 1 22 0 1 4 82
Equilibrium Fast Trading 0 0 0 25 0 1 6 178
Equilibrium fast trading 0 0 0 2 1 2 8 104
Equity Trading Systems in Europe 0 0 0 0 0 1 2 28
Equity Trading Systems in Europe - A Survey of Recent Changes 0 0 0 0 0 0 2 23
Equity Trading Systems in Europe - A survey of recent changes 0 0 1 414 0 0 1 1,264
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 0 0 0 0 0 20
False News, Informational Efficiency, and Price Reversals 0 0 3 32 0 0 3 121
False News, Informational Efficiency, and Price Reversals 0 0 0 0 0 0 3 25
False News, Informational Efficiency, and Price Reversals 0 0 1 59 1 3 10 157
Floors, dealer markets and limit order markets 0 0 0 0 0 0 1 41
Illiquidity Contagion and Liquidity Crashes 0 0 0 0 0 0 3 62
Imperfect Market Monitoring and SOES Trading 0 0 0 35 0 0 0 343
Imperfect Market Monitoring and SOES Trading 0 0 0 0 0 0 0 22
Imperfect Market Monitoring and SOES Trading 0 0 0 40 0 1 3 398
Imperfect Market Monitoring and SOES Trading 0 0 0 27 0 1 2 235
Implicit collusion on wide spreads 0 0 0 18 0 2 3 265
Individual Investors and Volatility 0 0 0 95 0 1 2 464
Individual Investors and Volatility 0 0 1 2 1 2 11 98
Individual Investors and Volatility 0 0 0 0 0 2 2 36
Individual investors and volatility 0 0 0 127 0 1 3 317
Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems 0 0 0 14 0 0 1 230
Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems 0 0 0 0 0 2 2 33
Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems 0 0 0 0 0 1 2 42
Information sharing, liquidity and transaction costs in floor-based trading systems 0 0 0 169 0 1 2 630
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 30 0 0 1 158
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 4 0 1 1 32
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 0 0 0 1 37
Insiders-outsiders, transparency and the value of the ticker 1 1 1 5 1 1 1 50
Insiders-outsiders, transparency and the value of the ticker 0 0 0 33 0 0 1 164
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 1 1 12 0 3 13 81
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 0 0 1 1 35
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 31 0 0 5 82
Inventory management, dealers’ connections, and prices in OTC markets 0 0 0 17 1 1 3 60
Is Trading Fast Dangerous? 0 0 0 37 0 1 11 114
Learning from Prices, Liquidity Spillovers, and Market Segmentation 0 0 0 35 0 1 2 148
Learning from peers' stock prices and corporate investment 0 0 0 0 0 1 5 167
Learning from prices, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 1 35
Les limites de la titrisation 0 0 0 0 0 0 0 25
Limit Order Book as a Market for Liquidity 0 0 3 481 1 2 15 1,574
Limit Order Book as a Market for Liquidity 0 0 0 1 1 1 4 71
Limit Order Book as a Market for Liquidity 0 0 0 0 2 4 14 77
Limit Order Book as a Market for Liquidity 0 0 0 0 0 0 1 148
Limit Order Book as a Market for Liquidity 0 0 1 139 0 0 5 590
Limit Order Markets 0 0 0 0 0 0 1 22
Limit order book as a market for liquidity 0 0 1 404 0 0 3 1,227
Linkage Principle, Multi-dimensional Signals and Blind Auctions 0 0 0 0 0 0 2 24
Linkage principle, Multi-dimensional Signals and Blind Auctions 0 0 0 55 0 1 2 363
Liquidity Cycles and Made Take Fees in electronics markets 0 0 0 0 0 0 0 15
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 1 0 0 1 43
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 0 0 1 1 41
Liquidity cycles and make/take fees in electronic markets 0 0 1 95 0 1 2 287
Liquidity cycles and make/take fees in electronic markets 0 1 1 52 0 2 2 220
Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières 0 0 0 0 0 0 0 26
Liquidité, coût du capital et organisation de la négociation des valeurs boursières 0 0 0 0 0 0 0 17
Market Liquidity: Theory, Evidence and Policy 0 0 0 0 4 7 29 377
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 0 0 1 36
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 79 0 0 0 442
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 0 0 2 26
Market Transparency 0 0 0 0 1 2 3 119
Market microstructure: confronting many viewpoints 0 0 0 1 1 4 10 116
Microstructure des marchés financiers: institutions, modèles et tests empiriques 0 0 0 0 0 1 1 113
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 0 0 1 29
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 0 0 1 29
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 91 0 0 1 640
Minimum price variations, time priority and quotes dynamics 0 0 0 140 0 0 0 1,180
News Trading and Speed 0 0 0 0 1 1 3 45
News Trading and Speed 1 1 1 88 1 3 5 239
News Trading and Speed 0 0 0 0 0 1 1 48
News Trading and Speed 0 0 0 0 0 0 0 27
News Trading and Speed 0 0 0 0 0 0 0 44
Noisy Stock Prices and Corporate Investment 0 1 1 36 0 1 1 104
Non-Standard Errors 2 2 3 44 5 12 52 438
Non-Standard Errors 0 0 4 27 0 6 76 145
Nonstandard Errors 0 0 2 2 5 5 19 19
Nonstandard errors 0 0 11 11 0 5 44 44
Order Flow Composition and Trading Costs in Dynamic Limit Order Markets 0 0 0 420 0 0 5 1,052
Order Flow Composition and Trading Costs in a Dynamic Limit Order Market 0 0 0 0 0 0 4 68
Order flow composition and trading costs in a dynamic limit order market 0 0 0 0 0 1 2 82
Price Improvements in Financial Markets as a Screening Device 0 0 0 0 0 0 0 14
Price Improvements in Financial Markets as a Screening Device 0 0 0 17 0 1 2 105
Price formation and order placement strategies in a dynamic order driven market 0 0 0 62 0 0 2 293
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 0 0 0 0 0 17
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 0 54 0 1 1 381
Reputation-based pricing and price improvements in dealership markets 0 0 0 0 0 0 0 19
Reputation-based pricing and price improvements in dealership markets 0 0 0 44 0 0 0 459
Ripple Effects of Noise on Corporate Investment 0 1 1 24 0 2 2 107
Ripple Effects of Noise on Corporate Investment 0 1 1 26 1 6 6 138
Ripple Effects of Noise on Corporate Investment 0 0 0 0 0 1 1 42
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 159 1 1 6 641
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 0 0 0 35
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 1 2 2 41
Stock price informativeness, cross-listings and investment decisions 0 0 0 0 0 0 2 61
Stock price informativeness, cross-listings and investment decisions 0 0 0 215 1 1 1 620
The Horizon of Investors' Information and Corporate Investment 0 0 0 10 0 1 3 8
The Horizon of Investors' Information and Corporate Investment 0 0 0 0 0 1 4 13
The Horizon of Investors' Information and Corporate Investment 0 0 8 8 0 0 6 6
Toxic Arbitrage 0 1 1 17 0 1 4 71
Toxic Arbitrage 0 0 0 0 0 0 2 32
Toxic Arbitrage 0 0 0 35 0 1 1 109
Trading Fees and Efficiency in Limit Order Markets 0 0 0 45 0 0 0 141
Trading Fees and Efficiency in Limit Order Markets 0 0 0 0 0 0 1 11
Trading Fees and Efficiency in Limit Order Markets 0 0 0 1 0 0 1 23
Trading fees and efficiency in limit order markets 0 0 0 0 0 0 5 45
Total Working Papers 5 15 72 5,531 40 174 694 26,984
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
12e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France 0 0 1 9 0 0 3 55
12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary) 0 0 1 9 0 0 3 51
Asymétrie d’information et marchés financiers: une synthèse de la littérature récente 0 0 1 56 0 2 7 256
Competition for Listings 0 0 0 0 0 1 5 275
Competition for Order Flow and Smart Order Routing Systems 0 0 3 170 1 2 10 515
Corporate Strategy, Conformism, and the Stock Market 0 0 0 5 0 1 4 39
Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis 0 1 2 46 2 5 11 230
Data abundance and asset price informativeness 0 0 2 53 5 7 13 251
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News 1 1 4 10 2 3 9 25
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 2 2 11 11 3 6 29 29
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 4 99 0 0 9 300
Equilibrium fast trading 3 5 22 169 6 10 55 549
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 0 4 0 0 1 57
Floors, dealer markets and limit order markets 2 2 3 138 2 4 6 300
HFT and Market Quality 1 1 23 501 1 1 74 1,533
Illiquidity Contagion and Liquidity Crashes 0 1 5 62 0 1 10 177
Individual Investors and Volatility 0 0 0 0 0 2 8 276
Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets 0 0 0 6 1 1 4 38
Learning from peers' stock prices and corporate investment 1 1 2 179 2 5 26 719
Limit Order Book as a Market for Liquidity 0 0 10 344 5 6 32 935
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 2 32 0 1 13 162
Liquidity, cost of capital and the organization of trading in stock markets 0 0 0 9 0 0 0 54
Liquidité, coût du capital et organisation de la négociation des valeurs boursières 0 0 0 5 0 0 1 47
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 1 5 58 1 3 10 282
Minimum Price Variations, Time Priority, and Quote Dynamics 0 0 0 68 0 0 0 406
News Trading and Speed 0 0 0 32 0 0 5 156
Noisy Stock Prices and Corporate Investment 0 0 6 55 0 1 19 178
Nonstandard Errors 5 7 36 36 8 20 118 118
Order flow composition and trading costs in a dynamic limit order market1 0 0 2 481 0 0 6 990
Reputation-based pricing and price improvements 0 0 0 20 0 1 3 83
Sale of Price Information by Exchanges: Does It Promote Price Discovery? 0 1 1 6 0 2 5 47
Stock price informativeness, cross-listings, and investment decisions 2 4 9 500 3 6 15 864
Toxic Arbitrage 0 1 6 46 0 1 18 171
Trading Fees and Efficiency in Limit Order Markets 0 0 2 49 0 0 3 137
Where are the risks in high frequency trading? 0 3 9 136 1 7 23 484
Total Journal Articles 17 31 172 3,404 43 99 558 10,789


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Market Liquidity: Theory, Evidence, and Policy 0 0 0 0 4 16 61 1,145
Total Books 0 0 0 0 4 16 61 1,145


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Demand for Information, Uncertainty, and the Response of US Treasury Securities to News 0 0 0 0 1 3 8 45
Total Chapters 0 0 0 0 1 3 8 45


Statistics updated 2025-05-12