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 trading: issues and preliminary evidence 0 0 0 0 0 1 13 60
Asymétries d'information et marchés financiers: une synthèse de la littérature récente 0 0 0 0 0 0 3 23
Best Execution and Competition between Trading Venues 0 0 0 0 0 0 7 18
Chaining up noise traders 0 0 0 0 0 0 4 23
Competition among markets and liquidity: trading fees matter 0 0 0 0 0 0 6 19
Competition for Listings 0 0 0 0 1 1 7 24
Competition for Listings 0 0 0 0 1 5 32 53
Competition for Listings 0 0 1 124 2 2 7 391
Competition for Listings 0 0 1 44 2 2 10 260
Competition for Listings 0 0 1 98 1 2 7 233
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 2 2 5 12
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 4 12
Competition for Order Flow and Smart Order Routing Systems 0 0 0 0 0 0 11 33
Competition for Order Flow and Smart Order Routing Systems 0 0 0 0 0 0 9 53
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 1 1 10 721
Competition for order flow and smart order routing systems 0 0 0 191 2 4 11 553
Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices 0 0 0 0 0 1 7 19
Corporate Strategy, Conformism, and the Stock Market 0 1 1 2 0 1 10 53
Corporate Strategy, Conformism, and the Stock Market 0 0 0 0 0 0 6 12
Corporate Strategy, Conformism, and the Stock Market 0 0 0 4 1 1 6 9
Corporate Strategy, Conformism, and the Stock Market 0 0 1 17 1 2 10 60
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 4 15 29
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 1 4 17 27
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 15 37
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 15 32
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 1 1 30 0 3 12 230
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 0 0 1 8 25
Data Abundance and Asset Price Informativeness 0 0 1 15 0 1 8 57
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 6 12
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 1 13 23
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 1 11 22
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 1 14 27
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 1 7 24 2 4 21 64
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 0 0 0 1 4 14
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 1 176 0 0 10 1,216
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 0 0 0 8 23
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 1 64 3 3 12 300
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 0 9 22
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 0 8 19
Does anonymity matter in electronic limit order markets ? 0 0 1 165 0 0 10 664
Does anonymity matter in electronic limit order markets? 0 1 3 10 2 9 22 87
Enseignement de la gestion: l'apport de la recherche 0 0 0 0 0 0 1 11
Equilibrium Fast Traders 0 0 1 15 1 3 10 48
Equilibrium Fast Trading 0 0 2 46 1 2 17 192
Equilibrium Fast Trading 0 0 0 21 0 1 9 65
Equilibrium Fast Trading 0 0 0 25 3 4 15 142
Equilibrium fast trading 0 0 0 0 0 3 20 56
Equity Trading Systems in Europe 0 0 0 0 0 0 2 20
Equity Trading Systems in Europe - A Survey of Recent Changes 0 0 0 0 0 1 5 15
Equity Trading Systems in Europe - A survey of recent changes 0 1 3 410 0 2 9 1,253
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 0 0 0 0 6 12
False News, Informational Efficiency, and Price Reversals 0 0 2 49 0 4 17 116
False News, Informational Efficiency, and Price Reversals 0 0 0 0 0 0 2 7
False News, Informational Efficiency, and Price Reversals 0 0 1 24 1 1 8 93
Floors, dealer markets and limit order markets 0 0 0 0 1 3 7 32
Illiquidity Contagion and Liquidity Crashes 0 0 0 0 2 2 14 45
Imperfect Market Monitoring and SOES Trading 0 0 0 35 1 1 4 333
Imperfect Market Monitoring and SOES Trading 0 0 0 0 0 0 2 15
Imperfect Market Monitoring and SOES Trading 0 0 1 40 1 1 6 388
Imperfect Market Monitoring and SOES Trading 0 0 0 27 0 0 4 228
Implicit collusion on wide spreads 1 1 1 18 3 3 8 226
Individual Investors and Volatility 0 0 0 0 0 2 20 53
Individual Investors and Volatility 0 0 0 0 0 0 5 22
Individual Investors and Volatility 0 0 0 90 1 2 13 418
Individual investors and volatility 0 0 1 124 1 1 4 297
Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems 0 0 0 13 1 1 10 216
Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems 0 0 0 0 0 2 11 20
Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems 0 0 0 0 1 4 14 28
Information sharing, liquidity and transaction costs in floor-based trading systems 0 0 0 167 1 1 13 617
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 0 0 2 16 34
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 1 1 4 5 15 20
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 71 3 5 16 214
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 29 1 2 12 153
Insiders-outsiders, transparency and the value of the ticker 0 0 0 4 1 2 12 46
Insiders-outsiders, transparency and the value of the ticker 0 0 0 31 0 1 12 155
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 5 27 1 4 30 51
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 3 11 2 9 27 40
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 0 1 2 9 16
Is Trading Fast Dangerous? 0 0 7 30 2 5 29 68
Learning from Prices, Liquidity Spillovers, and Market Segmentation 0 0 1 32 1 2 5 134
Learning from peers' stock prices and corporate investment 0 0 0 0 2 13 39 76
Learning from prices, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 2 7 23
Les limites de la titrisation 0 0 0 0 0 0 3 17
Limit Order Book as a Market for Liquidity 0 0 0 0 0 3 10 137
Limit Order Book as a Market for Liquidity 0 0 6 463 3 6 52 1,463
Limit Order Book as a Market for Liquidity 0 0 0 0 1 1 12 45
Limit Order Book as a Market for Liquidity 0 0 0 0 0 0 13 40
Limit Order Book as a Market for Liquidity 0 0 0 132 2 3 17 560
Limit Order Markets 0 0 0 0 0 0 5 13
Limit order book as a market for liquidity 0 0 3 400 1 1 16 1,209
Linkage Principle, Multi-dimensional Signals and Blind Auctions 0 0 0 0 0 0 4 17
Linkage principle, Multi-dimensional Signals and Blind Auctions 0 0 1 55 1 2 10 360
Liquidity Cycles and Made Take Fees in electronics markets 0 0 0 0 0 0 2 14
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 0 1 2 14 26
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 0 0 2 14 21
Liquidity cycles and make/take fees in electronic markets 0 0 1 51 0 3 8 201
Liquidity cycles and make/take fees in electronic markets 0 0 0 92 1 2 8 269
Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières 0 0 0 0 0 2 9 21
Liquidité, coût du capital et organisation de la négociation des valeurs boursières 0 0 0 0 0 0 4 13
Market Liquidity: Theory, Evidence and Policy 0 0 0 0 2 10 50 153
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 79 0 2 15 430
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 0 2 16 28
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 0 1 8 17
Market Transparency 0 0 0 0 1 3 22 82
Market microstructure: confronting many viewpoints 0 0 0 0 0 1 10 40
Microstructure des marchés financiers: institutions, modèles et tests empiriques 0 0 0 0 0 1 17 70
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 0 2 10 21
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 0 2 10 23
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 91 0 1 17 623
Minimum price variations, time priority and quotes dynamics 0 0 0 140 3 5 17 1,173
News Trading and Speed 0 0 0 0 0 1 10 35
News Trading and Speed 0 0 0 0 0 1 9 34
News Trading and Speed 0 0 0 0 0 1 5 22
News Trading and Speed 1 1 9 78 4 5 19 205
News Trading and Speed 0 0 0 0 0 1 8 36
Noisy Stock Prices and Corporate Investment 1 2 17 25 3 8 38 50
Order Flow Composition and Trading Costs in Dynamic Limit Order Markets 2 5 13 405 3 9 39 977
Order Flow Composition and Trading Costs in a Dynamic Limit Order Market 0 0 0 0 1 4 22 43
Order flow composition and trading costs in a dynamic limit order market 0 0 0 0 1 3 18 54
Price Improvements in Financial Markets as a Screening Device 0 0 0 17 0 0 5 101
Price Improvements in Financial Markets as a Screening Device 0 0 0 0 0 0 4 12
Price formation and order placement strategies in a dynamic order driven market 1 1 2 59 3 4 9 281
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 0 0 0 1 5 13
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 0 54 3 4 13 369
Reputation-based pricing and price improvements in dealership markets 0 0 0 0 0 1 5 17
Reputation-based pricing and price improvements in dealership markets 0 0 0 44 1 2 8 455
Ripple Effects of Noise on Corporate Investment 0 0 3 21 1 4 22 102
Ripple Effects of Noise on Corporate Investment 0 0 2 19 1 1 10 93
Ripple Effects of Noise on Corporate Investment 0 0 0 0 0 1 13 19
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 158 1 2 19 537
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 1 1 11 26
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 0 0 8 31
Stock price informativeness, cross-listings and investment decisions 0 0 0 0 0 0 14 47
Stock price informativeness, cross-listings and investment decisions 0 0 4 213 1 1 11 606
Toxic Arbitrage 0 0 0 0 0 1 12 12
Toxic Arbitrage 0 0 1 32 0 1 8 86
Toxic Arbitrage 0 0 0 15 3 3 11 55
Trading Fees and Efficiency in Limit Order Markets 0 0 1 42 0 2 8 128
Trading Fees and Efficiency in Limit Order Markets 0 0 0 0 0 2 2 2
Trading Fees and Efficiency in Limit Order Markets 0 0 0 0 1 2 7 14
Trading fees and efficiency in limit order markets 0 0 0 0 1 2 8 21
Total Working Papers 6 15 112 5,178 104 283 1,682 23,138


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 7 3 4 11 35
12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary) 0 0 2 5 0 1 15 32
Asymétrie d’information et marchés financiers: une synthèse de la littérature récente 0 0 1 49 0 0 3 230
Competition for Listings 0 0 0 0 3 6 15 250
Competition for Order Flow and Smart Order Routing Systems 0 1 2 157 0 2 18 468
Corporate Strategy, Conformism, and the Stock Market 0 0 0 0 0 2 7 7
Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis 0 1 4 33 0 5 19 169
Data abundance and asset price informativeness 1 2 11 22 3 10 59 107
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 2 81 1 3 21 242
Equilibrium fast trading 3 8 25 70 3 17 75 251
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 1 2 0 3 5 50
Floors, dealer markets and limit order markets 1 3 6 126 1 3 15 266
HFT and Market Quality 12 24 97 170 26 64 415 657
Illiquidity Contagion and Liquidity Crashes 0 0 7 35 5 6 30 101
Individual Investors and Volatility 0 0 0 0 1 3 20 226
Learning from peers' stock prices and corporate investment 2 5 33 104 6 22 108 398
Limit Order Book as a Market for Liquidity 0 0 6 301 1 2 25 812
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 27 0 1 10 120
Liquidity, cost of capital and the organization of trading in stock markets 0 0 1 8 0 0 11 50
Liquidité, coût du capital et organisation de la négociation des valeurs boursières 0 0 0 5 0 0 7 42
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 1 2 7 46 1 3 17 255
Minimum Price Variations, Time Priority, and Quote Dynamics 0 0 2 59 4 7 31 357
News Trading and Speed 0 3 6 24 1 9 33 112
Noisy Stock Prices and Corporate Investment 1 2 10 10 3 10 33 33
Order flow composition and trading costs in a dynamic limit order market1 2 4 14 455 9 15 55 918
Reputation-based pricing and price improvements 0 0 0 16 0 0 3 69
Sale of Price Information by Exchanges: Does It Promote Price Discovery? 0 0 1 2 0 0 14 31
Stock price informativeness, cross-listings, and investment decisions 1 2 12 438 1 2 26 775
Toxic Arbitrage 1 1 3 14 2 5 15 52
Trading Fees and Efficiency in Limit Order Markets 0 0 3 31 1 2 11 90
Where are the risks in high frequency trading? 1 6 28 80 5 20 88 235
Total Journal Articles 26 64 285 2,377 80 227 1,215 7,440


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 15 118 691
Total Books 0 0 0 0 9 15 118 691


Statistics updated 2020-09-04