Access Statistics for Thierry Foucault

Author contact details at EconPapers.

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 0 5 0 1 11 27
Algorithmic Pricing and Liquidity in Securities Markets 0 0 0 0 0 0 4 10
Algorithmic Pricing and Liquidity in Securities Markets 1 2 6 12 1 6 24 30
Algorithmic trading: issues and preliminary evidence 0 0 0 0 0 0 6 133
Asymétries d'information et marchés financiers: une synthèse de la littérature récente 0 0 0 0 0 1 3 34
Barcelona 7: Artificial Intelligence in Finance 2 3 11 11 2 4 11 11
Best Execution and Competition between Trading Venues 0 0 0 0 0 0 2 27
Chaining up noise traders 0 0 0 0 0 0 5 41
Competition among markets and liquidity: trading fees matter 0 0 0 0 0 0 2 23
Competition for Listings 0 0 0 46 1 1 11 289
Competition for Listings 0 0 0 0 0 0 5 72
Competition for Listings 0 0 0 0 0 0 5 43
Competition for Listings 0 0 1 126 1 2 9 418
Competition for Listings 0 0 0 99 0 0 10 252
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 5 19
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 6 23
Competition for Order Flow and Smart Order Routing Systems 0 0 0 2 1 1 11 80
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 0 0 20 761
Competition for Order Flow and Smart Order Routing Systems 0 0 0 0 1 1 18 72
Competition for order flow and smart order routing systems 0 0 0 196 0 5 20 605
Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices 0 0 0 0 0 0 4 33
Corporate Strategy, Conformism, and the Stock Market 0 0 0 3 0 1 13 83
Corporate Strategy, Conformism, and the Stock Market 0 0 1 5 0 1 14 31
Corporate Strategy, Conformism, and the Stock Market 0 0 0 17 0 0 6 73
Corporate Strategy, Conformism, and the Stock Market 0 0 0 0 0 1 4 25
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 0 21 67
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 14 54
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 7 66
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 0 8 41
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 0 0 1 14 69
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 42 0 1 19 317
Data Abundance and Asset Price Informativeness 0 0 1 21 1 2 11 105
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 4 34
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 1 1 7 22
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 3 29
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 1 7 32
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 0 42 0 0 10 123
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 0 0 0 1 11 48
Displaced by Big Data 0 0 0 0 1 2 9 35
Displaced by Big Data: Evidence from Active Fund Managers 0 0 5 8 1 8 43 56
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 0 1 3 50 0 2 34 211
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 177 0 2 10 1,229
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 0 0 0 13 43
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 64 0 2 12 329
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 1 1 1 6 12
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 24 1 1 10 64
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 0 0 1 11 55
Does anonymity matter in electronic limit order markets ? 0 0 0 165 0 1 23 695
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 1 8 38
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 0 7 32
Does anonymity matter in electronic limit order markets? 0 0 0 17 0 2 13 123
Enseignement de la gestion: l'apport de la recherche 0 0 0 0 0 0 7 23
Equilibrium Data Mining 0 0 0 1 0 0 8 16
Equilibrium Data Mining and Data Abundance 0 0 0 2 0 1 9 11
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 7 8
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 4 5
Equilibrium Data Mining and Data Abundance 0 0 0 2 0 3 16 68
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 2 9 9
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 8 28
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 8 23
Equilibrium Data Mining and Data Abundance 0 0 0 0 1 2 9 13
Equilibrium Fast Traders 0 0 1 19 0 1 12 74
Equilibrium Fast Trading 0 0 0 25 0 5 24 203
Equilibrium Fast Trading 0 0 1 49 1 4 98 315
Equilibrium Fast Trading 0 1 2 24 1 8 25 107
Equilibrium fast trading 0 0 0 2 0 4 19 124
Equity Trading Systems in Europe 0 0 0 0 0 0 1 29
Equity Trading Systems in Europe - A Survey of Recent Changes 0 0 0 0 0 0 2 26
Equity Trading Systems in Europe - A survey of recent changes 0 0 0 414 0 0 8 1,272
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 0 0 0 1 11 31
False News, Informational Efficiency, and Price Reversals 0 0 0 59 1 1 15 173
False News, Informational Efficiency, and Price Reversals 0 0 0 32 0 0 17 139
False News, Informational Efficiency, and Price Reversals 0 0 0 0 0 2 14 39
Floors, dealer markets and limit order markets 0 0 0 0 0 0 11 53
Illiquidity Contagion and Liquidity Crashes 0 0 0 0 0 1 16 78
Imperfect Market Monitoring and SOES Trading 0 0 0 27 0 0 12 247
Imperfect Market Monitoring and SOES Trading 0 0 0 35 0 2 9 352
Imperfect Market Monitoring and SOES Trading 0 0 0 0 0 0 11 33
Imperfect Market Monitoring and SOES Trading 0 0 0 40 0 0 13 412
Implicit collusion on wide spreads 0 0 0 19 0 0 12 278
Individual Investors and Volatility 0 0 0 95 1 5 21 485
Individual Investors and Volatility 0 0 0 2 0 0 17 116
Individual Investors and Volatility 0 0 0 0 1 3 16 53
Individual investors and volatility 0 0 0 127 1 1 12 330
Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems 0 1 2 16 0 3 11 241
Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems 0 0 0 0 0 1 7 41
Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems 0 0 0 0 0 0 13 56
Information sharing, liquidity and transaction costs in floor-based trading systems 0 0 2 171 0 1 13 644
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 4 0 0 7 42
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 30 0 0 7 165
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 0 0 1 13 51
Insiders-outsiders, transparency and the value of the ticker 0 0 0 33 0 1 9 173
Insiders-outsiders, transparency and the value of the ticker 0 0 0 5 0 1 18 68
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 31 0 1 19 101
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 0 0 2 12 48
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 2 14 2 2 18 102
Inventory management, dealers’ connections, and prices in OTC markets 0 0 0 17 0 3 11 71
Investors as a Liquidity Backstop in Corporate Bond Markets 0 0 0 0 0 1 11 12
Investors as a Liquidity Backstop in Corporate Bond Markets 0 0 0 0 0 0 7 7
Investors as a liquidity backstop in corporate bond markets 0 1 3 6 1 6 32 36
Is Trading Fast Dangerous? 0 0 0 38 0 0 14 129
Learning from Prices, Liquidity Spillovers, and Market Segmentation 0 0 0 35 1 1 9 157
Learning from Prices, Liquidity Spillovers, and Market Segmentation 0 0 1 43 0 3 14 172
Learning from peers' stock prices and corporate investment 0 0 0 0 1 4 22 190
Learning from prices, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 1 10 45
Les limites de la titrisation 0 0 0 0 0 0 2 27
Limit Order Book as a Market for Liquidity 0 0 2 484 3 7 28 1,606
Limit Order Book as a Market for Liquidity 0 0 0 0 0 0 10 88
Limit Order Book as a Market for Liquidity 0 0 2 141 0 2 25 616
Limit Order Book as a Market for Liquidity 0 0 0 1 0 0 7 78
Limit Order Book as a Market for Liquidity 0 0 0 0 0 1 16 165
Limit Order Markets 0 0 0 0 0 0 10 32
Limit order book as a market for liquidity 0 0 0 404 2 5 20 1,248
Linkage Principle, Multi-dimensional Signals and Blind Auctions 0 0 0 0 0 0 8 32
Linkage principle, Multi-dimensional Signals and Blind Auctions 0 0 0 55 0 1 6 369
Liquidity Cycles and Made Take Fees in electronics markets 0 0 0 0 1 1 8 23
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 0 0 1 12 55
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 1 0 4 12 55
Liquidity cycles and make/take fees in electronic markets 0 0 0 95 0 0 9 297
Liquidity cycles and make/take fees in electronic markets 0 0 0 52 1 3 24 244
Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières 0 0 0 0 0 0 4 30
Liquidité, coût du capital et organisation de la négociation des valeurs boursières 0 0 0 0 0 0 6 23
Market Liquidity: Theory, Evidence and Policy 0 0 0 0 12 26 94 478
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 81 0 2 12 456
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 0 0 4 42
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 0 0 10 36
Market Transparency 0 0 0 0 0 0 4 123
Market microstructure: confronting many viewpoints 0 0 0 1 1 5 19 137
Microstructure des marchés financiers: institutions, modèles et tests empiriques 0 0 0 0 0 0 3 116
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 91 0 0 11 651
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 0 0 10 40
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 0 2 6 35
Minimum price variations, time priority and quotes dynamics 0 0 0 140 0 1 11 1,191
News Trading and Speed 0 0 0 0 0 2 11 56
News Trading and Speed 0 0 0 0 0 1 12 56
News Trading and Speed 0 0 0 0 0 0 10 58
News Trading and Speed 0 0 0 0 0 0 5 33
News Trading and Speed 0 0 0 89 0 0 10 250
Noisy Stock Prices and Corporate Investment 0 0 0 36 1 3 24 128
Non-Standard Errors 0 0 0 44 1 8 44 484
Non-Standard Errors 0 0 0 27 0 3 20 171
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard Errors 0 0 0 0 3 5 22 24
Nonstandard Errors 0 0 0 0 0 3 30 35
Nonstandard errors 0 0 1 12 1 3 31 82
Order Flow Composition and Trading Costs in Dynamic Limit Order Markets 0 1 1 421 2 3 20 1,073
Order Flow Composition and Trading Costs in a Dynamic Limit Order Market 0 0 0 0 2 5 12 83
Order flow composition and trading costs in a dynamic limit order market 0 0 0 0 1 3 10 96
Price Improvements in Financial Markets as a Screening Device 0 0 0 17 0 1 7 113
Price Improvements in Financial Markets as a Screening Device 0 0 0 0 0 0 6 20
Price formation and order placement strategies in a dynamic order driven market 0 0 0 62 0 1 14 307
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 0 55 0 0 5 387
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 0 0 0 1 11 28
Reputation-based pricing and price improvements in dealership markets 0 0 0 44 0 2 10 469
Reputation-based pricing and price improvements in dealership markets 0 0 0 0 0 1 8 27
Ripple Effects of Noise on Corporate Investment 0 0 0 0 2 2 5 47
Ripple Effects of Noise on Corporate Investment 0 0 0 24 1 2 8 115
Ripple Effects of Noise on Corporate Investment 0 1 1 27 3 4 11 149
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 0 0 11 46
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 1 1 12 53
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 159 0 0 15 656
Stock price informativeness, cross-listings and investment decisions 0 0 0 215 0 1 12 632
Stock price informativeness, cross-listings and investment decisions 0 0 0 0 0 1 12 73
The Horizon of Investors' Information and Corporate Investment 0 0 0 8 0 0 5 13
The Horizon of Investors' Information and Corporate Investment 0 0 2 12 0 1 9 17
The Horizon of Investors' Information and Corporate Investment 0 0 0 0 0 0 4 17
Toxic Arbitrage 0 0 0 17 1 2 20 91
Toxic Arbitrage 0 0 0 0 0 0 12 44
Toxic Arbitrage 0 0 0 35 0 2 23 132
Trade-Off ? What Trade-Off: Information Production without Illiquidity 0 0 0 0 0 0 0 0
Trade-Off ? What Trade-Off: Information Production without Illiquidity * 0 0 0 0 0 0 0 0
Trading Fees and Efficiency in Limit Order Markets 0 0 0 45 0 0 16 157
Trading Fees and Efficiency in Limit Order Markets 0 0 0 0 0 1 7 18
Trading Fees and Efficiency in Limit Order Markets 0 0 0 1 0 0 10 33
Trading fees and efficiency in limit order markets 0 0 0 0 1 1 13 59
Total Working Papers 3 11 52 5,639 67 263 2,267 29,540
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 0 10 1 4 9 65
12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary) 0 0 0 9 1 3 11 64
Asymétrie d’information et marchés financiers: une synthèse de la littérature récente 0 0 0 56 1 5 31 288
Competition for Listings 0 0 0 0 0 0 13 288
Competition for Order Flow and Smart Order Routing Systems 0 2 2 173 2 7 23 541
Corporate Strategy, Conformism, and the Stock Market 0 0 0 5 0 1 7 47
Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis 0 0 2 48 1 2 30 261
Data abundance and asset price informativeness 1 2 3 56 4 9 24 276
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 1 11 1 1 16 42
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 1 2 8 19 4 16 57 94
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 1 100 0 2 11 311
Equilibrium Data Mining and Data Abundance 0 1 2 3 3 5 26 35
Equilibrium fast trading 0 6 18 196 1 19 89 657
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 0 4 0 0 6 64
Floors, dealer markets and limit order markets 0 0 0 138 0 2 18 318
HFT and Market Quality 1 4 15 520 2 5 44 1,589
Illiquidity Contagion and Liquidity Crashes 1 1 2 64 2 3 11 189
Individual Investors and Volatility 0 0 0 0 0 3 14 290
Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets 0 0 0 6 0 0 11 50
Learning from peers' stock prices and corporate investment 1 2 5 184 7 14 44 766
Limit Order Book as a Market for Liquidity 0 0 5 349 0 6 43 984
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 34 1 4 19 184
Liquidity, cost of capital and the organization of trading in stock markets 0 0 0 9 0 1 5 59
Liquidité, coût du capital et organisation de la négociation des valeurs boursières 0 0 0 5 0 0 5 52
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 2 2 61 0 6 14 298
Minimum Price Variations, Time Priority, and Quote Dynamics 0 0 0 68 0 1 17 423
News Trading and Speed 0 0 2 34 1 2 21 179
Noisy Stock Prices and Corporate Investment 1 1 4 60 2 5 25 206
Nonstandard Errors 1 2 8 46 5 9 53 185
Order flow composition and trading costs in a dynamic limit order market1 0 1 3 486 3 5 31 1,024
Reputation-based pricing and price improvements 0 0 0 20 0 2 2 85
Sale of Price Information by Exchanges: Does It Promote Price Discovery? 0 0 0 6 1 3 14 62
Stock price informativeness, cross-listings, and investment decisions 0 2 11 516 6 8 31 900
Toxic Arbitrage 1 1 5 52 3 7 36 209
Trading Fees and Efficiency in Limit Order Markets 0 0 2 51 2 4 28 166
Where are the risks in high frequency trading? 0 0 1 137 2 6 45 531
Total Journal Articles 8 29 102 3,536 56 170 884 11,782


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 11 41 105 1,253
Total Books 0 0 0 0 11 41 105 1,253


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AI’s impact on finance: Reshaping information and its consequences 0 0 0 0 0 0 0 0
Artificial intelligence and the financial sector: Transformations, challenges, and regulatory responses 0 0 0 0 0 0 0 0
Corporate finance and governance with artificial intelligence: Old and new 0 0 0 0 1 2 2 2
Data policy and data measurement 0 0 0 0 0 0 0 0
Demand for Information, Uncertainty, and the Response of US Treasury Securities to News 0 0 0 0 0 2 19 66
Discussions: Technology and Finance 0 0 0 0 0 2 2 2
Introduction: Finance and Technology 0 0 0 0 0 0 0 0
Payment system disruption: Digital currencies and bank-railed payment innovation 0 0 0 0 0 0 0 0
Technology, data and trading in securities markets 0 0 0 0 0 0 0 0
The transformational impact of artificial intelligence for the financial sector and central banks 0 0 0 0 2 2 2 2
Total Chapters 0 0 0 0 3 8 25 72


Statistics updated 2026-08-07