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 1 2 7 13 2 5 26 32
Algorithmic Pricing and Liquidity in Securities Markets 0 0 0 0 0 0 3 10
Algorithmic Pricing and Liquidity in Securities Markets 0 0 0 5 0 0 11 27
Algorithmic trading: issues and preliminary evidence 0 0 0 0 2 2 8 135
Asymétries d'information et marchés financiers: une synthèse de la littérature récente 0 0 0 0 1 1 4 35
Barcelona 7: Artificial Intelligence in Finance 1 3 12 12 2 4 13 13
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 1 1 3 24
Competition for Listings 0 0 0 0 0 0 4 43
Competition for Listings 0 0 1 126 0 1 8 418
Competition for Listings 0 0 0 0 0 0 5 72
Competition for Listings 0 0 0 99 0 0 9 252
Competition for Listings 0 0 0 46 0 1 11 289
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 6 23
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 4 19
Competition for Order Flow and Smart Order Routing Systems 0 0 0 0 0 1 18 72
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 3 3 22 764
Competition for Order Flow and Smart Order Routing Systems 0 0 0 2 0 1 11 80
Competition for order flow and smart order routing systems 0 0 0 196 1 1 21 606
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 17 1 1 7 74
Corporate Strategy, Conformism, and the Stock Market 0 0 0 3 1 1 14 84
Corporate Strategy, Conformism, and the Stock Market 0 0 1 5 0 0 14 31
Corporate Strategy, Conformism, and the Stock Market 0 0 0 0 0 0 3 25
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 hypothetis 0 0 0 0 1 1 8 67
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 0 20 67
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 0 14 54
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 0 1 1 15 70
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 3 4 14 108
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 1 7 22
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 1 1 4 30
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 1 7 32
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 4 34
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 0 42 0 0 9 123
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 0 0 0 0 11 48
Displaced by Big Data 0 0 0 0 1 3 10 36
Displaced by Big Data: Evidence from Active Fund Managers 0 0 5 8 4 8 45 60
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 0 0 3 50 1 1 33 212
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 0 1 1 14 44
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 177 2 3 11 1,231
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 2 7 13
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 0 0 1 7 55
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 24 0 1 10 64
Does anonymity matter in electronic limit order markets ? 0 0 0 0 1 2 9 39
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 0 7 32
Does anonymity matter in electronic limit order markets? 0 0 0 17 0 1 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 0 0 1 8 13
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 7 23
Equilibrium Data Mining and Data Abundance 0 0 0 2 1 1 9 12
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 0 9 9
Equilibrium Data Mining and Data Abundance 0 0 0 0 1 1 8 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 4 5
Equilibrium Data Mining and Data Abundance 0 0 0 2 1 3 17 69
Equilibrium Fast Traders 0 0 1 19 0 0 12 74
Equilibrium Fast Trading 0 0 0 25 1 3 25 204
Equilibrium Fast Trading 0 1 2 24 0 3 24 107
Equilibrium Fast Trading 0 0 1 49 1 4 99 316
Equilibrium fast trading 0 0 0 2 1 1 19 125
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 1 1 9 1,273
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 0 0 0 0 11 31
False News, Informational Efficiency, and Price Reversals 0 0 0 59 0 1 14 173
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 1 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 0 15 78
Imperfect Market Monitoring and SOES Trading 0 0 0 0 0 0 11 33
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 1 9 352
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 11 278
Individual Investors and Volatility 0 0 0 2 2 2 19 118
Individual Investors and Volatility 0 0 0 95 0 2 20 485
Individual Investors and Volatility 0 0 0 0 0 2 16 53
Individual investors and volatility 0 0 0 127 0 1 12 330
Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems 1 2 3 17 1 4 12 242
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 2 2 15 58
Information sharing, liquidity and transaction costs in floor-based trading systems 0 0 1 171 0 1 12 644
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 4 1 1 8 43
Insiders-outsiders, transparency and the value of the ticker 0 0 0 5 0 1 18 68
Insiders-outsiders, transparency and the value of the ticker 0 0 0 33 0 0 9 173
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 2 14 1 3 19 103
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 0 2 2 14 50
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 31 2 2 20 103
Inventory management, dealers’ connections, and prices in OTC markets 0 0 0 17 0 2 11 71
Investors as a Liquidity Backstop in Corporate Bond Markets 0 0 0 0 0 0 11 12
Investors as a Liquidity Backstop in Corporate Bond Markets 0 0 0 0 0 0 6 7
Investors as a liquidity backstop in corporate bond markets 0 0 3 6 2 3 32 38
Is Trading Fast Dangerous? 0 0 0 38 0 0 14 129
Learning from Prices, Liquidity Spillovers, and Market Segmentation 0 0 1 43 1 2 15 173
Learning from Prices, Liquidity Spillovers, and Market Segmentation 0 0 0 35 1 2 10 158
Learning from peers' stock prices and corporate investment 0 0 0 0 3 6 25 193
Learning from prices, liquidity spillovers, and endogenous market segmentation 0 0 0 0 1 1 9 46
Les limites de la titrisation 0 0 0 0 0 0 2 27
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 0 0 0 0 15 165
Limit Order Book as a Market for Liquidity 0 0 2 484 1 7 27 1,607
Limit Order Book as a Market for Liquidity 0 0 0 1 1 1 7 79
Limit Order Book as a Market for Liquidity 0 0 2 141 1 2 26 617
Limit Order Markets 0 0 0 0 0 0 10 32
Limit order book as a market for liquidity 0 0 0 404 1 4 21 1,249
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 1 2 7 370
Liquidity Cycles and Made Take Fees in electronics markets 0 0 0 0 0 1 8 23
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 1 2 3 14 57
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 0 2 3 14 57
Liquidity cycles and make/take fees in electronic markets 0 0 0 52 0 2 23 244
Liquidity cycles and make/take fees in electronic markets 0 0 0 95 0 0 9 297
Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières 0 0 0 0 1 1 5 31
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 5 26 98 483
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 81 0 2 11 456
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 1 1 5 43
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 1 1 5 124
Market microstructure: confronting many viewpoints 0 0 0 1 2 4 21 139
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 0 1 2 7 36
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 91 0 0 11 651
Minimum price variations, time priority and quotes dynamics 0 0 0 140 1 1 12 1,192
News Trading and Speed 0 0 0 0 0 0 10 58
News Trading and Speed 0 0 0 0 1 1 6 34
News Trading and Speed 0 0 0 0 0 1 12 56
News Trading and Speed 0 0 0 0 1 3 12 57
News Trading and Speed 0 0 0 89 6 6 16 256
Noisy Stock Prices and Corporate Investment 0 0 0 36 1 2 24 129
Non-Standard Errors 1 1 1 28 2 5 21 173
Non-Standard Errors 1 1 1 45 1 4 41 485
Nonstandard Errors 0 0 0 0 0 4 22 24
Nonstandard Errors 0 0 1 4 1 4 28 48
Nonstandard Errors 0 0 0 0 1 1 30 36
Nonstandard errors 1 1 2 13 2 5 32 84
Order Flow Composition and Trading Costs in Dynamic Limit Order Markets 1 1 2 422 3 5 23 1,076
Order Flow Composition and Trading Costs in a Dynamic Limit Order Market 0 0 0 0 0 3 12 83
Order flow composition and trading costs in a dynamic limit order market 0 0 0 0 2 5 10 98
Price Improvements in Financial Markets as a Screening Device 0 0 0 0 1 1 7 21
Price Improvements in Financial Markets as a Screening Device 0 0 0 17 0 1 7 113
Price formation and order placement strategies in a dynamic order driven market 0 0 0 62 1 2 13 308
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 0 0 0 1 10 28
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 0 55 0 0 4 387
Reputation-based pricing and price improvements in dealership markets 0 0 0 0 0 0 8 27
Reputation-based pricing and price improvements in dealership markets 0 0 0 44 1 3 11 470
Ripple Effects of Noise on Corporate Investment 0 0 0 0 0 2 5 47
Ripple Effects of Noise on Corporate Investment 0 0 1 27 0 3 11 149
Ripple Effects of Noise on Corporate Investment 0 0 0 24 0 2 8 115
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 0 1 12 53
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 159 0 0 13 656
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 3 3 14 49
Stock price informativeness, cross-listings and investment decisions 0 0 0 215 0 0 11 632
Stock price informativeness, cross-listings and investment decisions 0 0 0 0 1 1 13 74
The Horizon of Investors' Information and Corporate Investment 0 0 0 0 0 0 4 17
The Horizon of Investors' Information and Corporate Investment 0 0 0 8 4 4 8 17
The Horizon of Investors' Information and Corporate Investment 0 0 2 12 0 0 9 17
Toxic Arbitrage 0 0 0 35 1 2 24 133
Toxic Arbitrage 0 0 0 0 0 0 11 44
Toxic Arbitrage 0 0 0 17 0 1 20 91
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 1 0 0 9 33
Trading Fees and Efficiency in Limit Order Markets 0 0 0 0 1 1 8 19
Trading Fees and Efficiency in Limit Order Markets 1 1 1 46 2 2 17 159
Trading fees and efficiency in limit order markets 0 0 0 0 1 2 14 60
Total Working Papers 8 13 59 5,647 115 265 2,320 29,655
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 2 10 66
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 0 3 10 64
Asymétrie d’information et marchés financiers: une synthèse de la littérature récente 0 0 0 56 0 2 31 288
Competition for Listings 0 0 0 0 0 0 13 288
Competition for Order Flow and Smart Order Routing Systems 0 1 2 173 4 8 27 545
Corporate Strategy, Conformism, and the Stock Market 0 0 0 5 0 0 7 47
Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis 0 0 2 48 0 1 30 261
Data abundance and asset price informativeness 0 1 3 56 0 6 23 276
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 1 11 0 1 15 42
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 0 2 7 19 4 17 60 98
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 1 100 1 1 12 312
Equilibrium Data Mining and Data Abundance 1 2 3 4 2 6 28 37
Equilibrium fast trading 1 5 19 197 6 16 92 663
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 0 4 1 1 7 65
Floors, dealer markets and limit order markets 0 0 0 138 0 1 18 318
HFT and Market Quality 0 2 15 520 1 4 41 1,590
Illiquidity Contagion and Liquidity Crashes 0 1 2 64 1 3 12 190
Individual Investors and Volatility 0 0 0 0 2 4 15 292
Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets 0 0 0 6 1 1 12 51
Learning from peers' stock prices and corporate investment 0 1 5 184 2 11 43 768
Limit Order Book as a Market for Liquidity 0 0 5 349 3 8 44 987
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 34 1 4 19 185
Liquidity, cost of capital and the organization of trading in stock markets 0 0 0 9 0 0 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 1 7 15 299
Minimum Price Variations, Time Priority, and Quote Dynamics 0 0 0 68 1 1 18 424
News Trading and Speed 0 0 2 34 1 2 20 180
Noisy Stock Prices and Corporate Investment 0 1 4 60 3 7 28 209
Nonstandard Errors 0 2 8 46 6 15 57 191
Order flow composition and trading costs in a dynamic limit order market1 0 1 3 486 2 7 33 1,026
Reputation-based pricing and price improvements 0 0 0 20 0 0 2 85
Sale of Price Information by Exchanges: Does It Promote Price Discovery? 0 0 0 6 2 3 15 64
Stock price informativeness, cross-listings, and investment decisions 2 4 10 518 2 10 30 902
Toxic Arbitrage 0 1 5 52 4 7 38 213
Trading Fees and Efficiency in Limit Order Markets 0 0 2 51 4 7 31 170
Where are the risks in high frequency trading? 0 0 1 137 1 4 45 532
Total Journal Articles 4 26 102 3,540 57 170 911 11,839


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 16 44 118 1,269
Total Books 0 0 0 0 16 44 118 1,269


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 0 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 0 18 66
Discussions: Technology and Finance 0 0 0 0 1 3 3 3
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 0 2 2 2
Total Chapters 0 0 0 0 1 7 25 73


Statistics updated 2026-09-10