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 3 16 47
Asymétries d'information et marchés financiers: une synthèse de la littérature récente 0 0 0 0 1 1 3 20
Best Execution and Competition between Trading Venues 0 0 0 0 0 0 1 11
Chaining up noise traders 0 0 0 0 1 2 5 19
Competition among markets and liquidity: trading fees matter 0 0 0 0 0 0 0 13
Competition for Listings 0 0 0 43 0 0 8 250
Competition for Listings 0 0 0 97 1 2 3 226
Competition for Listings 0 0 0 0 0 1 1 17
Competition for Listings 0 0 0 123 2 2 7 384
Competition for Listings 0 0 0 0 1 4 10 21
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 0 7
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 0 8
Competition for Order Flow and Smart Order Routing Systems 0 0 0 0 0 1 10 44
Competition for Order Flow and Smart Order Routing Systems 0 0 0 0 1 2 3 22
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 0 2 4 711
Competition for order flow and smart order routing systems 0 0 1 191 0 6 10 542
Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices 0 0 0 0 0 0 2 12
Corporate Strategy, Conformism, and the Stock Market 0 0 0 0 0 2 6 6
Corporate Strategy, Conformism, and the Stock Market 0 0 4 4 2 3 3 3
Corporate Strategy, Conformism, and the Stock Market 0 0 0 16 1 4 7 50
Corporate Strategy, Conformism, and the Stock Market 0 0 0 1 0 2 7 43
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 1 6 22
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 1 2 5 17
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 0 1 10
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 1 1 3 14
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 2 29 0 4 20 218
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 0 0 0 2 17
Data Abundance and Asset Price Informativeness 0 0 1 14 2 2 11 49
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 2 10
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 3 11
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 1 13
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 0 6
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 0 0 2 4 10 10
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 6 17 2 4 33 43
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 0 1 1 2 15
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 63 1 1 2 288
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 175 2 2 4 1,206
Does anonymity matter in electronic limit order markets ? 0 0 0 164 0 0 1 654
Does anonymity matter in electronic limit order markets ? 0 0 0 0 2 2 2 11
Does anonymity matter in electronic limit order markets ? 0 0 0 0 0 1 4 13
Does anonymity matter in electronic limit order markets? 0 0 1 7 1 1 6 65
Enseignement de la gestion: l'apport de la recherche 0 0 0 0 0 0 0 10
Equilibrium Fast Traders 0 0 0 14 0 0 5 38
Equilibrium Fast Trading 1 1 2 44 4 5 11 175
Equilibrium Fast Trading 0 1 1 21 3 6 7 56
Equilibrium Fast Trading 1 1 3 25 4 6 14 127
Equilibrium fast trading 0 0 0 0 5 8 19 36
Equity Trading Systems in Europe 0 0 0 0 0 0 4 18
Equity Trading Systems in Europe - A Survey of Recent Changes 0 0 0 0 1 1 2 10
Equity Trading Systems in Europe - A survey of recent changes 0 0 2 407 1 1 5 1,244
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 0 0 0 0 1 6
False News, Informational Efficiency, and Price Reversals 0 1 1 23 1 4 14 85
False News, Informational Efficiency, and Price Reversals 0 1 2 47 1 5 18 99
False News, Informational Efficiency, and Price Reversals 0 0 0 0 0 0 5 5
Floors, dealer markets and limit order markets 0 0 0 0 3 3 7 25
Illiquidity Contagion and Liquidity Crashes 0 0 0 0 1 4 6 31
Imperfect Market Monitoring and SOES Trading 1 1 1 39 2 2 6 382
Imperfect Market Monitoring and SOES Trading 0 0 1 35 1 1 6 329
Imperfect Market Monitoring and SOES Trading 0 0 0 27 0 0 1 224
Imperfect Market Monitoring and SOES Trading 0 0 0 0 0 0 2 13
Implicit collusion on wide spreads 0 0 1 17 0 1 3 218
Individual Investors and Volatility 0 0 0 0 1 1 7 33
Individual Investors and Volatility 0 0 1 90 1 1 8 405
Individual Investors and Volatility 0 0 0 0 1 1 2 17
Individual investors and volatility 0 0 0 123 0 0 0 293
Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems 0 0 0 13 0 0 3 206
Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems 0 0 0 0 0 0 0 9
Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems 0 0 0 0 0 0 0 14
Information sharing, liquidity and transaction costs in floor-based trading systems 0 0 2 167 1 1 5 604
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 0 0 1 7 18
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 29 1 1 4 141
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 0 2 2 5 5
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 71 0 0 3 198
Insiders-outsiders, transparency and the value of the ticker 0 0 0 31 0 1 4 143
Insiders-outsiders, transparency and the value of the ticker 0 0 0 4 0 0 2 34
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 0 1 1 7 7
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 8 8 1 1 11 13
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 3 22 1 2 12 21
Is Trading Fast Dangerous? 0 0 2 23 2 7 24 39
Learning from Prices, Liquidity Spillovers, and Market Segmentation 0 0 0 31 1 2 4 129
Learning from peers' stock prices and corporate investment 0 0 0 0 1 2 6 37
Learning from prices, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 1 16
Les limites de la titrisation 0 0 0 0 0 0 0 14
Limit Order Book as a Market for Liquidity 0 0 0 0 0 2 6 33
Limit Order Book as a Market for Liquidity 0 0 0 0 1 2 3 127
Limit Order Book as a Market for Liquidity 2 2 5 457 5 9 22 1,411
Limit Order Book as a Market for Liquidity 0 0 0 0 1 2 10 27
Limit Order Book as a Market for Liquidity 0 0 0 132 4 12 22 543
Limit Order Markets 0 0 0 0 0 0 1 8
Limit order book as a market for liquidity 1 1 6 397 4 6 19 1,193
Linkage Principle, Multi-dimensional Signals and Blind Auctions 0 0 0 0 1 1 4 13
Linkage principle, Multi-dimensional Signals and Blind Auctions 0 0 1 54 1 1 17 350
Liquidity Cycles and Made Take Fees in electronics markets 0 0 0 0 0 1 1 12
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 0 0 1 4 12
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 0 2 2 3 7
Liquidity cycles and make/take fees in electronic markets 0 1 1 50 3 7 14 193
Liquidity cycles and make/take fees in electronic markets 0 0 2 92 3 3 11 261
Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières 0 0 0 0 1 3 4 12
Liquidité, coût du capital et organisation de la négociation des valeurs boursières 0 0 0 0 1 1 2 9
Market Liquidity: Theory, Evidence and Policy 0 0 0 0 1 6 17 103
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 0 0 4 9
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 2 79 0 0 4 415
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 1 1 5 12
Market Transparency 0 0 0 0 0 3 11 60
Market microstructure: confronting many viewpoints 0 0 0 0 1 4 9 30
Microstructure des marchés financiers: institutions, modèles et tests empiriques 0 0 0 0 0 2 13 53
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 91 1 3 8 606
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 1 3 5 13
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 2 3 5 11
Minimum price variations, time priority and quotes dynamics 0 0 0 140 1 5 18 1,156
News Trading and Speed 0 0 0 0 4 4 10 25
News Trading and Speed 0 0 0 0 1 1 4 17
News Trading and Speed 0 2 7 69 2 10 31 186
News Trading and Speed 0 0 0 0 2 2 9 25
News Trading and Speed 0 0 0 0 1 2 6 28
Noisy Stock Prices and Corporate Investment 1 5 8 8 1 8 12 12
Order Flow Composition and Trading Costs in Dynamic Limit Order Markets 2 5 8 392 6 10 24 938
Order Flow Composition and Trading Costs in a Dynamic Limit Order Market 0 0 0 0 2 2 4 21
Order flow composition and trading costs in a dynamic limit order market 0 0 0 0 3 3 9 36
Price Improvements in Financial Markets as a Screening Device 0 0 0 17 0 0 0 96
Price Improvements in Financial Markets as a Screening Device 0 0 0 0 1 1 1 8
Price formation and order placement strategies in a dynamic order driven market 1 1 2 57 2 2 4 272
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 0 0 0 0 2 8
Reputation-Based Pricing and Price Improvements in Dealership Markets 0 0 1 54 0 0 9 356
Reputation-based pricing and price improvements in dealership markets 0 0 0 0 0 0 3 12
Reputation-based pricing and price improvements in dealership markets 0 0 0 44 0 0 4 447
Ripple Effects of Noise on Corporate Investment 0 0 1 17 0 0 7 83
Ripple Effects of Noise on Corporate Investment 0 0 4 18 1 3 32 80
Ripple Effects of Noise on Corporate Investment 0 0 0 0 1 2 6 6
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 0 2 6 15
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 158 3 3 7 518
Stock Price Informativeness, Cross-Listings and Investment Decisions 0 0 0 0 1 1 4 23
Stock price informativeness, cross-listings and investment decisions 0 0 1 209 2 4 6 595
Stock price informativeness, cross-listings and investment decisions 0 0 0 0 0 2 3 33
Toxic Arbitrage 0 0 0 15 0 0 2 44
Toxic Arbitrage 0 0 0 0 0 0 0 0
Toxic Arbitrage 0 0 0 31 1 3 5 78
Trading Fees and Efficiency in Limit Order Markets 0 0 0 0 0 0 5 7
Trading Fees and Efficiency in Limit Order Markets 0 0 0 0 1 1 4 13
Trading Fees and Efficiency in Limit Order Markets 0 0 2 41 0 1 9 120
Trading fees and efficiency in limit order markets 0 0 0 0 0 0 2 13
Total Working Papers 10 23 96 5,066 136 284 947 21,469


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 6 0 1 4 24
12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary) 0 0 2 3 0 1 8 17
Asymétrie d’information et marchés financiers: une synthèse de la littérature récente 0 0 0 48 0 0 1 227
Competition for Listings 0 0 0 0 1 1 11 235
Competition for Order Flow and Smart Order Routing Systems 0 1 1 155 0 2 4 450
Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis 0 0 2 29 1 2 8 150
Data abundance and asset price informativeness 1 2 11 11 4 11 48 48
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 2 79 1 1 10 221
Equilibrium fast trading 1 6 14 45 5 20 61 176
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 1 1 2 3 10 45
Floors, dealer markets and limit order markets 1 1 7 120 2 2 11 251
HFT and Market Quality 2 8 24 73 14 40 109 242
Illiquidity Contagion and Liquidity Crashes 2 3 16 28 4 8 31 71
Individual Investors and Volatility 0 0 0 0 2 2 11 206
Learning from peers' stock prices and corporate investment 0 2 11 71 10 18 71 290
Limit Order Book as a Market for Liquidity 2 4 12 295 5 12 34 787
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 0 0 27 1 4 8 110
Liquidity, cost of capital and the organization of trading in stock markets 0 0 3 7 0 1 7 39
Liquidité, coût du capital et organisation de la négociation des valeurs boursières 0 0 0 5 1 1 3 35
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 4 39 0 1 11 238
Minimum Price Variations, Time Priority, and Quote Dynamics 0 1 2 57 2 7 21 326
News Trading and Speed 1 6 10 18 2 10 29 79
Order flow composition and trading costs in a dynamic limit order market1 5 7 26 441 9 13 51 863
Reputation-based pricing and price improvements 0 0 0 16 0 0 2 66
Sale of Price Information by Exchanges: Does It Promote Price Discovery? 0 0 0 1 1 1 5 17
Stock price informativeness, cross-listings, and investment decisions 3 8 21 426 3 8 26 749
Toxic Arbitrage 0 2 3 11 3 7 11 37
Trading Fees and Efficiency in Limit Order Markets 0 0 3 28 0 1 8 79
Where are the risks in high frequency trading? 1 3 18 52 2 11 64 147
Total Journal Articles 19 54 194 2,092 75 189 678 6,225


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 10 28 73 573
Total Books 0 0 0 0 10 28 73 573


Statistics updated 2019-09-09