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 0 0 1 1 7
Algorithmic Pricing and Liquidity in Securities Markets 1 1 4 7 2 2 5 8
Algorithmic Pricing and Liquidity in Securities Markets 0 0 0 5 0 0 1 16
Algorithmic trading: issues and preliminary evidence 0 0 0 0 2 2 9 129
Asymétries d'information et marchés financiers: une synthèse de la littérature récente 0 0 0 0 0 0 1 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 0 2 36
Competition among markets and liquidity: trading fees matter 0 0 0 0 0 0 0 21
Competition for Listings 0 0 0 0 0 0 1 67
Competition for Listings 0 0 0 46 0 0 4 278
Competition for Listings 0 0 0 99 0 1 1 243
Competition for Listings 0 0 0 125 0 1 6 410
Competition for Listings 0 0 0 0 0 1 1 39
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 2 17
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 1 2 15
Competition for Order Flow and Smart Order Routing Systems 0 0 0 0 0 0 0 54
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 1 3 4 743
Competition for Order Flow and Smart Order Routing Systems 0 0 1 2 0 0 1 69
Competition for order flow and smart order routing systems 0 0 0 196 1 1 4 586
Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices 0 0 0 0 0 0 1 29
Corporate Strategy, Conformism, and the Stock Market 0 0 0 0 1 2 2 23
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 0 67
Corporate Strategy, Conformism, and the Stock Market 0 0 0 4 0 0 0 17
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 0 3 40
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 3 47
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 0 2 59
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 3 33
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 42 1 2 8 299
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 0 1 1 9 56
Data Abundance and Asset Price Informativeness 0 0 0 20 1 1 7 95
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 1 26
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 0 15
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
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 0 0 0 1 3 37
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 1 42 0 2 6 114
Displaced by Big Data 0 0 0 0 0 1 8 26
Displaced by Big Data: Evidence from Active Fund Managers 1 1 2 4 4 6 15 19
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 0 1 4 47 1 5 32 180
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 177 0 1 1 1,220
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 64 1 1 1 318
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 1 24 0 0 3 54
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 0 0 4 7 48
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 1 1 0 0 6 6
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 0 0 1 672
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 1 1 30
Does anonymity matter in electronic limit order markets? 0 0 0 17 1 1 2 111
Enseignement de la gestion: l'apport de la recherche 0 0 0 0 0 0 1 16
Equilibrium Data Mining 0 0 0 1 0 0 3 8
Equilibrium Data Mining and Data Abundance 0 0 0 2 1 1 5 53
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 1 2 16
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 1 1
Equilibrium Data Mining and Data Abundance 0 0 0 0 1 2 5 21
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 0 1
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 2 4 5
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 0 0
Equilibrium Data Mining and Data Abundance 0 0 1 2 2 3 4 5
Equilibrium Fast Traders 0 0 1 18 0 0 3 62
Equilibrium Fast Trading 0 0 1 22 0 1 3 83
Equilibrium Fast Trading 0 0 0 25 0 0 5 179
Equilibrium Fast Trading 1 1 1 49 1 1 4 218
Equilibrium fast trading 0 0 0 2 1 2 6 107
Equity Trading Systems in Europe 0 0 0 0 0 0 2 28
Equity Trading Systems in Europe - A Survey of Recent Changes 0 0 0 0 0 1 2 24
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 0 0 0 0 3 25
False News, Informational Efficiency, and Price Reversals 0 0 2 32 0 0 3 122
False News, Informational Efficiency, and Price Reversals 0 0 1 59 0 1 9 159
Floors, dealer markets and limit order markets 0 0 0 0 0 0 2 42
Illiquidity Contagion and Liquidity Crashes 0 0 0 0 0 1 3 63
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 27 1 1 2 236
Imperfect Market Monitoring and SOES Trading 0 0 0 40 0 1 4 399
Implicit collusion on wide spreads 0 0 1 19 1 2 6 268
Individual Investors and Volatility 0 0 0 95 0 1 2 465
Individual Investors and Volatility 0 0 1 2 0 0 8 99
Individual Investors and Volatility 0 0 0 0 0 0 3 37
Individual investors and volatility 0 0 0 127 0 1 3 318
Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems 0 0 0 14 0 0 0 230
Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems 0 0 0 0 0 1 3 34
Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems 0 0 0 0 0 1 2 43
Information sharing, liquidity and transaction costs in floor-based trading systems 0 1 1 170 0 1 4 632
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 4 0 3 4 35
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 0 0 0 2 38
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 30 0 0 0 158
Insiders-outsiders, transparency and the value of the ticker 0 0 1 5 0 0 1 50
Insiders-outsiders, transparency and the value of the ticker 0 0 0 33 1 1 2 165
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 31 0 1 2 83
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 0 0 1 2 36
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 1 12 0 1 11 84
Inventory management, dealers’ connections, and prices in OTC markets 0 0 0 17 0 0 3 60
Investors as a Liquidity Backstop in Corporate Bond Markets 0 0 0 0 0 0 1 1
Investors as a liquidity backstop in corporate bond markets 0 1 3 3 1 5 7 7
Is Trading Fast Dangerous? 0 0 1 38 1 1 9 116
Learning from Prices, Liquidity Spillovers, and Market Segmentation 0 0 0 35 0 0 2 148
Learning from peers' stock prices and corporate investment 0 0 0 0 1 2 5 169
Learning from prices, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 2 2 37
Les limites de la titrisation 0 0 0 0 0 0 0 25
Limit Order Book as a Market for Liquidity 0 0 0 0 0 1 2 150
Limit Order Book as a Market for Liquidity 0 0 0 139 0 1 3 591
Limit Order Book as a Market for Liquidity 0 0 0 0 0 0 7 78
Limit Order Book as a Market for Liquidity 0 0 1 482 0 2 11 1,580
Limit Order Book as a Market for Liquidity 0 0 0 1 0 1 2 72
Limit Order Markets 0 0 0 0 1 1 1 23
Limit order book as a market for liquidity 0 0 0 404 0 0 2 1,228
Linkage Principle, Multi-dimensional Signals and Blind Auctions 0 0 0 0 0 0 1 24
Linkage principle, Multi-dimensional Signals and Blind Auctions 0 0 0 55 0 0 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 0 43
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 0 1 3 4 44
Liquidity cycles and make/take fees in electronic markets 0 0 1 52 0 1 3 221
Liquidity cycles and make/take fees in electronic markets 0 0 0 95 0 1 2 288
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 1 1 1 18
Market Liquidity: Theory, Evidence and Policy 0 0 0 0 1 3 27 386
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 0 2 3 38
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 0 0 1 26
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 2 2 81 0 3 3 445
Market Transparency 0 0 0 0 0 0 2 119
Market microstructure: confronting many viewpoints 0 0 0 1 0 1 9 118
Microstructure des marchés financiers: institutions, modèles et tests empiriques 0 0 0 0 0 0 1 113
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 0 0 0 29
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 91 0 0 1 640
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 0 0 2 30
Minimum price variations, time priority and quotes dynamics 0 0 0 140 0 0 0 1,180
News Trading and Speed 0 0 2 89 0 0 4 240
News Trading and Speed 0 0 0 0 1 1 2 46
News Trading and Speed 0 0 0 0 0 0 1 28
News Trading and Speed 0 0 0 0 0 0 0 44
News Trading and Speed 0 0 0 0 0 0 1 48
Noisy Stock Prices and Corporate Investment 0 0 1 36 0 1 2 105
Non-Standard Errors 0 0 1 27 2 4 30 154
Non-Standard Errors 0 0 2 44 2 6 34 446
Nonstandard Errors 0 0 0 0 5 6 11 11
Nonstandard Errors 0 0 3 3 3 3 23 23
Nonstandard Errors 0 0 0 0 1 1 3 3
Nonstandard errors 1 1 2 12 4 9 28 56
Order Flow Composition and Trading Costs in Dynamic Limit Order Markets 0 0 0 420 0 1 3 1,053
Order Flow Composition and Trading Costs in a Dynamic Limit Order Market 0 0 0 0 0 2 4 71
Order flow composition and trading costs in a dynamic limit order market 0 0 0 0 0 5 8 88
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 0 3 106
Price formation and order placement strategies in a dynamic order driven market 0 0 0 62 0 2 2 295
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 1 55 0 1 3 383
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 0 0 0 1 1 18
Reputation-based pricing and price improvements in dealership markets 0 0 0 44 0 0 0 459
Reputation-based pricing and price improvements in dealership markets 0 0 0 0 0 0 0 19
Ripple Effects of Noise on Corporate Investment 0 0 1 24 0 0 2 107
Ripple Effects of Noise on Corporate Investment 0 0 1 26 0 0 6 138
Ripple Effects of Noise on Corporate Investment 0 0 0 0 0 0 1 42
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 159 1 3 6 644
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 0 0 2 41
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 0 0 2 61
Stock price informativeness, cross-listings and investment decisions 0 0 0 215 0 1 2 621
The Horizon of Investors' Information and Corporate Investment 0 0 0 0 0 0 3 13
The Horizon of Investors' Information and Corporate Investment 0 0 0 10 0 0 3 8
The Horizon of Investors' Information and Corporate Investment 0 0 5 8 0 2 7 9
Toxic Arbitrage 0 0 1 17 0 0 3 71
Toxic Arbitrage 0 0 0 35 1 1 2 110
Toxic Arbitrage 0 0 0 0 0 1 2 33
Trading Fees and Efficiency in Limit Order Markets 0 0 0 45 0 1 1 142
Trading Fees and Efficiency in Limit Order Markets 0 0 0 0 0 0 0 11
Trading Fees and Efficiency in Limit Order Markets 0 0 0 1 0 1 1 24
Trading fees and efficiency in limit order markets 0 0 0 0 0 1 5 46
Total Working Papers 4 9 55 5,550 53 161 633 27,229
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 1 1 10 0 1 3 56
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 1 5 54
Asymétrie d’information et marchés financiers: une synthèse de la littérature récente 0 0 0 56 0 1 5 257
Competition for Listings 0 0 0 0 0 0 1 275
Competition for Order Flow and Smart Order Routing Systems 0 0 3 171 1 3 12 519
Corporate Strategy, Conformism, and the Stock Market 0 0 0 5 0 1 5 40
Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis 1 1 3 47 5 5 15 236
Data abundance and asset price informativeness 0 0 0 53 1 2 12 254
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 1 10 1 2 8 28
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 0 1 7 12 3 6 23 41
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 1 99 0 0 5 300
Equilibrium Data Mining and Data Abundance 0 1 1 1 1 2 10 10
Equilibrium fast trading 1 3 22 179 8 17 60 579
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 0 4 0 0 1 58
Floors, dealer markets and limit order markets 0 0 2 138 0 0 4 300
HFT and Market Quality 0 0 15 505 0 9 56 1,549
Illiquidity Contagion and Liquidity Crashes 0 0 5 62 1 2 10 179
Individual Investors and Volatility 0 0 0 0 0 1 5 277
Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets 0 0 0 6 1 2 4 40
Learning from peers' stock prices and corporate investment 0 0 1 179 1 6 17 726
Limit Order Book as a Market for Liquidity 0 0 2 344 1 4 20 944
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 2 34 1 2 7 167
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 0 47
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 1 5 59 1 3 11 285
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 3 5 160
Noisy Stock Prices and Corporate Investment 0 0 4 56 0 1 15 181
Nonstandard Errors 1 1 23 39 4 11 88 138
Order flow composition and trading costs in a dynamic limit order market1 0 1 3 483 0 1 4 993
Reputation-based pricing and price improvements 0 0 0 20 0 0 1 83
Sale of Price Information by Exchanges: Does It Promote Price Discovery? 0 0 1 6 0 2 5 49
Stock price informativeness, cross-listings, and investment decisions 1 5 17 509 2 6 22 874
Toxic Arbitrage 0 0 5 47 0 2 11 175
Trading Fees and Efficiency in Limit Order Markets 0 0 0 49 0 2 3 139
Where are the risks in high frequency trading? 0 0 5 136 2 4 19 489
Total Journal Articles 4 15 130 3,442 34 102 472 10,962


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 3 6 46 1,154
Total Books 0 0 0 0 3 6 46 1,154


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 2 4 13 50
Total Chapters 0 0 0 0 2 4 13 50


Statistics updated 2025-10-06