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 1 1 4 4
Algorithmic Pricing and Liquidity in Securities Markets 0 0 1 5 1 1 8 16
Algorithmic Pricing and Liquidity in Securities Markets 0 0 0 0 0 0 1 6
Algorithmic trading: issues and preliminary evidence 0 0 0 0 0 3 8 124
Asymétries d'information et marchés financiers: une synthèse de la littérature récente 0 0 0 0 0 0 1 30
Best Execution and Competition between Trading Venues 0 0 0 0 0 0 0 25
Chaining up noise traders 0 0 0 0 1 1 1 35
Competition among markets and liquidity: trading fees matter 0 0 0 0 0 0 0 21
Competition for Listings 0 0 1 99 0 0 2 242
Competition for Listings 0 0 0 0 0 0 2 38
Competition for Listings 0 0 1 125 1 3 6 408
Competition for Listings 0 0 0 46 1 1 5 278
Competition for Listings 0 0 0 0 0 0 1 66
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 2 16
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 0 13
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 0 0 3 739
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 1 1 2 2 1 1 3 69
Competition for order flow and smart order routing systems 0 0 0 196 1 1 3 583
Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices 0 0 0 0 1 1 3 29
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 0 0 0 0 21
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 1 58
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 2 32
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 2 39
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 2 46
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 0 0 2 5 50
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 42 0 1 11 296
Data Abundance and Asset Price Informativeness 0 0 4 20 1 2 10 90
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 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 0 0 0 0 0 0 4 35
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 0 41 1 1 4 110
Displaced by Big Data 0 0 0 0 1 4 21 23
Displaced by Big Data: Evidence from Active Fund Managers 1 1 3 3 2 3 10 10
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 0 2 9 46 4 9 53 164
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 1 317
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 0 0 0 0 30
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 0 1 2 3 3
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 0 0 0 1 41
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 23 0 0 5 51
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 0 0 0 0 1 25
Does anonymity matter in electronic limit order markets ? 0 0 0 165 0 0 0 671
Does anonymity matter in electronic limit order markets? 0 0 2 17 0 0 2 109
Enseignement de la gestion: l'apport de la recherche 0 0 0 0 0 0 0 15
Equilibrium Data Mining 0 0 1 1 1 2 3 7
Equilibrium Data Mining and Data Abundance 0 0 1 2 0 0 2 2
Equilibrium Data Mining and Data Abundance 0 0 0 0 1 1 2 2
Equilibrium Data Mining and Data Abundance 0 0 0 2 1 2 7 52
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 0 0
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 3 18
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 0 14
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 1 1
Equilibrium Fast Traders 0 0 0 17 1 1 3 60
Equilibrium Fast Trading 1 1 1 22 1 1 5 82
Equilibrium Fast Trading 0 0 0 48 1 1 3 215
Equilibrium Fast Trading 0 0 0 25 1 3 10 178
Equilibrium fast trading 0 0 0 2 0 0 7 102
Equity Trading Systems in Europe 0 0 0 0 1 2 2 28
Equity Trading Systems in Europe - A Survey of Recent Changes 0 0 0 0 0 1 3 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 0 0 0 2 4 25
False News, Informational Efficiency, and Price Reversals 0 1 1 59 1 3 8 155
False News, Informational Efficiency, and Price Reversals 0 2 3 32 0 2 4 121
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 1 3 62
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 2 235
Imperfect Market Monitoring and SOES Trading 0 0 0 40 1 2 3 398
Imperfect Market Monitoring and SOES Trading 0 0 0 35 0 0 0 343
Implicit collusion on wide spreads 0 0 0 18 2 3 3 265
Individual Investors and Volatility 0 0 0 95 0 0 1 463
Individual Investors and Volatility 0 0 1 2 0 3 11 96
Individual Investors and Volatility 0 0 0 0 1 1 1 35
Individual investors and volatility 0 0 0 127 0 0 2 316
Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems 0 0 0 14 0 0 2 230
Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems 0 0 0 0 0 0 0 31
Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems 0 0 0 0 1 1 2 42
Information sharing, liquidity and transaction costs in floor-based trading systems 0 0 0 169 0 0 1 629
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 0 0 31
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 0 0 1 1 37
Insiders-outsiders, transparency and the value of the ticker 0 0 0 4 0 0 0 49
Insiders-outsiders, transparency and the value of the ticker 0 0 0 33 0 1 1 164
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 0 0 0 0 34
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 11 0 2 11 78
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 0 1 2 59
Is Trading Fast Dangerous? 0 0 0 37 0 4 10 113
Learning from Prices, Liquidity Spillovers, and Market Segmentation 0 0 0 35 1 1 3 148
Learning from peers' stock prices and corporate investment 0 0 0 0 0 0 8 166
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 1 25
Limit Order Book as a Market for Liquidity 0 0 3 481 1 3 17 1,573
Limit Order Book as a Market for Liquidity 0 0 1 139 0 0 5 590
Limit Order Book as a Market for Liquidity 0 0 0 1 0 0 3 70
Limit Order Book as a Market for Liquidity 0 0 0 0 2 3 12 75
Limit Order Book as a Market for Liquidity 0 0 0 0 0 0 2 148
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 3 24
Linkage principle, Multi-dimensional Signals and Blind Auctions 0 0 0 55 1 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 0 1 1 1 41
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 51 1 1 1 219
Liquidity cycles and make/take fees in electronic markets 0 0 1 95 0 0 1 286
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 2 3 35 372
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 79 0 0 1 442
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 0 0 0 2 26
Market Transparency 0 0 0 0 1 1 4 118
Market microstructure: confronting many viewpoints 0 0 0 1 1 2 10 113
Microstructure des marchés financiers: institutions, modèles et tests empiriques 0 0 0 0 1 1 5 113
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 1 29
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 0 1 1 29
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 0 0 0 44
News Trading and Speed 0 0 0 0 0 0 0 27
News Trading and Speed 0 0 0 87 2 2 4 238
News Trading and Speed 0 0 0 0 0 0 2 44
News Trading and Speed 0 0 0 0 0 0 0 47
Noisy Stock Prices and Corporate Investment 0 0 0 35 0 0 0 103
Non-Standard Errors 0 0 1 42 6 12 56 432
Non-Standard Errors 0 1 4 27 4 16 81 143
Nonstandard Errors 0 2 2 2 0 11 14 14
Nonstandard errors 0 1 11 11 4 11 43 43
Order Flow Composition and Trading Costs in Dynamic Limit Order Markets 0 0 0 420 0 1 5 1,052
Order Flow Composition and Trading Costs in a Dynamic Limit Order Market 0 0 0 0 0 1 4 68
Order flow composition and trading costs in a dynamic limit order market 0 0 0 0 1 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 1 2 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 1 1 1 381
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 0 0 0 0 1 41
Ripple Effects of Noise on Corporate Investment 1 1 1 26 3 3 5 135
Ripple Effects of Noise on Corporate Investment 1 1 1 24 1 1 1 106
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 159 0 2 6 640
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 0 0 1 35
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 1 1 1 40
Stock price informativeness, cross-listings and investment decisions 0 0 0 215 0 0 1 619
Stock price informativeness, cross-listings and investment decisions 0 0 0 0 0 0 2 61
The Horizon of Investors' Information and Corporate Investment 0 0 0 10 0 1 3 7
The Horizon of Investors' Information and Corporate Investment 0 0 8 8 0 2 6 6
The Horizon of Investors' Information and Corporate Investment 0 0 0 0 0 0 4 12
Toxic Arbitrage 0 0 0 0 0 1 2 32
Toxic Arbitrage 0 0 0 16 0 2 3 70
Toxic Arbitrage 0 0 1 35 1 1 2 109
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 45 0 0 0 141
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 14 73 5,521 70 172 712 26,880
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 2 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 1 3 51
Asymétrie d’information et marchés financiers: une synthèse de la littérature récente 0 0 1 56 0 2 5 254
Competition for Listings 0 0 0 0 1 1 7 275
Competition for Order Flow and Smart Order Routing Systems 0 0 3 170 1 2 10 514
Corporate Strategy, Conformism, and the Stock Market 0 0 0 5 0 2 3 38
Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis 0 0 1 45 2 3 11 227
Data abundance and asset price informativeness 0 0 3 53 2 2 14 246
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 4 9 0 0 7 22
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 0 1 9 9 2 4 25 25
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 4 99 0 1 10 300
Equilibrium fast trading 1 4 22 165 2 9 64 541
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 0 0 1 136 1 1 4 297
HFT and Market Quality 0 4 28 500 0 24 83 1,532
Illiquidity Contagion and Liquidity Crashes 1 4 6 62 1 4 13 177
Individual Investors and Volatility 0 0 0 0 1 2 8 275
Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets 0 0 0 6 0 1 3 37
Learning from peers' stock prices and corporate investment 0 0 2 178 2 4 28 716
Limit Order Book as a Market for Liquidity 0 1 12 344 1 3 31 930
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 2 32 1 2 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 57 1 2 9 280
Minimum Price Variations, Time Priority, and Quote Dynamics 0 0 0 68 0 0 0 406
News Trading and Speed 0 0 1 32 0 0 7 156
Noisy Stock Prices and Corporate Investment 0 3 8 55 1 8 23 178
Nonstandard Errors 2 7 31 31 8 24 106 106
Order flow composition and trading costs in a dynamic limit order market1 0 0 4 481 0 0 8 990
Reputation-based pricing and price improvements 0 0 0 20 1 1 4 83
Sale of Price Information by Exchanges: Does It Promote Price Discovery? 1 1 1 6 2 2 5 47
Stock price informativeness, cross-listings, and investment decisions 2 6 7 498 3 8 13 861
Toxic Arbitrage 1 3 7 46 1 6 24 171
Trading Fees and Efficiency in Limit Order Markets 0 0 3 49 0 1 4 137
Where are the risks in high frequency trading? 1 3 9 134 2 5 24 479
Total Journal Articles 9 38 176 3,382 36 127 574 10,726


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 9 21 70 1,138
Total Books 0 0 0 0 9 21 70 1,138


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 4 7 43
Total Chapters 0 0 0 0 1 4 7 43


Statistics updated 2025-03-03