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 0 1 6
Algorithmic Pricing and Liquidity in Securities Markets 0 0 6 6 0 1 6 6
Algorithmic Pricing and Liquidity in Securities Markets 0 0 0 5 0 0 2 16
Algorithmic trading: issues and preliminary evidence 0 0 0 0 0 2 8 127
Asymétries d'information et marchés financiers: une synthèse de la littérature récente 0 0 0 0 0 0 2 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 99 0 0 0 242
Competition for Listings 0 0 0 46 0 0 4 278
Competition for Listings 0 0 0 0 0 1 1 67
Competition for Listings 0 0 0 125 0 1 5 409
Competition for Listings 0 0 0 0 0 0 0 38
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 1 14
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 1 2 17
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 0 0 2 2 0 0 2 69
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 1 1 2 741
Competition for order flow and smart order routing systems 0 0 0 196 0 1 4 585
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 4 0 0 0 17
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 0 0 0 0 21
Corporate Strategy, Conformism, and the Stock Market 0 0 0 3 0 0 0 70
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 0 0 2 46
Cross listing investment sensitivity to stock price and the learning hypothetis 0 0 0 0 1 1 3 33
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 0 2 59
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 0 0 3 8 55
Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis 0 0 0 42 1 1 9 298
Data Abundance and Asset Price Informativeness 0 0 3 20 0 0 11 94
Dealer Attention, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 1 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 1 2 3 37
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 1 42 1 2 6 113
Displaced by Big Data 0 0 0 0 1 2 12 26
Displaced by Big Data: Evidence from Active Fund Managers 0 0 3 3 0 2 13 13
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 1 1 4 47 2 8 33 177
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 0 177 0 0 0 1,219
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 0 64 0 0 0 317
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 0 0 0 0 0 3 44
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 1 1 1 0 2 6 6
Does Big Data Improve Financial Forecasting? The Horizon Effect 0 1 1 24 0 2 5 54
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 1 1 1 30
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 17 0 0 1 110
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 0 0 0 0 0
Equilibrium Data Mining and Data Abundance 0 0 0 2 0 0 5 52
Equilibrium Data Mining and Data Abundance 0 0 1 2 0 0 1 2
Equilibrium Data Mining and Data Abundance 0 0 0 0 1 1 4 20
Equilibrium Data Mining and Data Abundance 0 0 0 0 1 1 4 4
Equilibrium Data Mining and Data Abundance 0 0 0 0 0 1 1 1
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 0 1 15
Equilibrium Fast Traders 0 0 1 18 0 0 3 62
Equilibrium Fast Trading 0 0 1 22 0 0 2 82
Equilibrium Fast Trading 0 0 0 25 0 1 7 179
Equilibrium Fast Trading 0 0 0 48 0 1 4 217
Equilibrium fast trading 0 0 0 2 0 1 4 105
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 1 1 3 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 1 3 122
False News, Informational Efficiency, and Price Reversals 0 0 1 59 0 1 10 158
Floors, dealer markets and limit order markets 0 0 0 0 0 1 2 42
Illiquidity Contagion and Liquidity Crashes 0 0 0 0 0 0 3 62
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 40 1 1 4 399
Imperfect Market Monitoring and SOES Trading 0 0 0 27 0 0 2 235
Implicit collusion on wide spreads 0 1 1 19 0 1 4 266
Individual Investors and Volatility 0 0 1 2 0 1 10 99
Individual Investors and Volatility 0 0 0 0 0 1 3 37
Individual Investors and Volatility 0 0 0 95 0 0 2 464
Individual investors and volatility 0 0 0 127 1 1 4 318
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 1 1 3 34
Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems 0 0 0 0 1 1 3 43
Information sharing, liquidity and transaction costs in floor-based trading systems 0 0 0 169 0 1 3 631
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 0 0 0 1 2 38
Insiders-Outsiders, Transparency and the Value of the Ticker 0 0 0 4 3 3 4 35
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 0 0 1 164
Inventory Management, Dealers' Connections, and Prices in OTC Markets 0 0 0 0 1 1 2 36
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 1 12 1 3 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 1 1 1
Investors as a liquidity backstop in corporate bond markets 1 3 3 3 2 4 4 4
Is Trading Fast Dangerous? 0 1 1 38 0 1 9 115
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 1 4 168
Learning from prices, liquidity spillovers, and endogenous market segmentation 0 0 0 0 0 0 0 35
Les limites de la titrisation 0 0 0 0 0 0 0 25
Limit Order Book as a Market for Liquidity 0 0 0 1 0 0 1 71
Limit Order Book as a Market for Liquidity 0 1 3 482 0 4 13 1,578
Limit Order Book as a Market for Liquidity 0 0 1 139 1 1 6 591
Limit Order Book as a Market for Liquidity 0 0 0 0 0 1 11 78
Limit Order Book as a Market for Liquidity 0 0 0 0 0 1 1 149
Limit Order Markets 0 0 0 0 0 0 0 22
Limit order book as a market for liquidity 0 0 1 404 0 1 4 1,228
Linkage Principle, Multi-dimensional Signals and Blind Auctions 0 0 0 0 0 0 2 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 0 2 2 3 43
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 1 52 0 0 2 220
Liquidity cycles and make/take fees in electronic markets 0 0 1 95 1 1 3 288
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 0 0 0 17
Market Liquidity: Theory, Evidence and Policy 0 0 0 0 1 7 31 384
Market Making with Costly Monitoring: An Analysis of the SOES Controversy 0 0 0 0 2 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 2 2 2 81 2 2 2 444
Market Transparency 0 0 0 0 0 0 3 119
Market microstructure: confronting many viewpoints 0 0 0 1 1 2 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 91 0 0 1 640
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 0 1 2 30
Minimum Price Variations, Time Priority and Quote Dynamics 0 0 0 0 0 0 0 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 1 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
News Trading and Speed 0 1 2 89 0 1 4 240
News Trading and Speed 0 0 0 0 0 0 1 45
Noisy Stock Prices and Corporate Investment 0 0 1 36 0 0 1 104
Non-Standard Errors 0 0 3 44 0 2 37 440
Non-Standard Errors 0 0 1 27 1 6 29 151
Nonstandard Errors 0 0 0 0 0 2 2 2
Nonstandard Errors 0 1 3 3 0 1 20 20
Nonstandard Errors 0 0 0 0 0 5 5 5
Nonstandard errors 0 0 5 11 4 7 33 51
Order Flow Composition and Trading Costs in Dynamic Limit Order Markets 0 0 0 420 1 1 3 1,053
Order Flow Composition and Trading Costs in a Dynamic Limit Order Market 0 0 0 0 2 3 4 71
Order flow composition and trading costs in a dynamic limit order market 0 0 0 0 3 4 6 86
Price Improvements in Financial Markets as a Screening Device 0 0 0 17 0 1 3 106
Price Improvements in Financial Markets as a Screening Device 0 0 0 0 0 0 0 14
Price formation and order placement strategies in a dynamic order driven market 0 0 0 62 0 0 1 293
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 1 1 55 0 1 2 382
Reputation-based pricing and price improvements in dealership markets 0 0 0 0 0 0 0 19
Reputation-based pricing and price improvements in dealership markets 0 0 0 44 0 0 0 459
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 0 0 4 641
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 41
Stock price informativeness, cross-listings and investment decisions 0 0 0 215 0 0 1 620
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 0 3 8
The Horizon of Investors' Information and Corporate Investment 0 0 8 8 1 2 8 8
The Horizon of Investors' Information and Corporate Investment 0 0 0 0 0 0 4 13
Toxic Arbitrage 0 0 0 35 0 0 1 109
Toxic Arbitrage 0 0 1 17 0 0 3 71
Toxic Arbitrage 0 0 0 0 0 0 2 32
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 0 0 23
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 0 1 1 5 46
Total Working Papers 4 14 72 5,545 47 131 620 27,115
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 1 1 2 10 1 1 4 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 2 5 53
Asymétrie d’information et marchés financiers: une synthèse de la littérature récente 0 0 1 56 1 1 7 257
Competition for Listings 0 0 0 0 0 0 3 275
Competition for Order Flow and Smart Order Routing Systems 0 1 4 171 2 3 13 518
Corporate Strategy, Conformism, and the Stock Market 0 0 0 5 1 1 5 40
Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis 0 0 2 46 0 1 10 231
Data abundance and asset price informativeness 0 0 1 53 0 1 12 252
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News 0 0 2 10 0 1 7 26
Does Alternative Data Improve Financial Forecasting? The Horizon Effect 0 0 10 11 2 8 27 37
Does Anonymity Matter in Electronic Limit Order Markets? 0 0 1 99 0 0 5 300
Equilibrium Data Mining and Data Abundance 1 1 1 1 1 2 9 9
Equilibrium fast trading 2 9 25 178 6 19 57 568
Equity Trading Systems in Europe: A Survey of Recent Changes 0 0 0 4 0 1 2 58
Floors, dealer markets and limit order markets 0 0 2 138 0 0 4 300
HFT and Market Quality 0 4 20 505 5 12 68 1,545
Illiquidity Contagion and Liquidity Crashes 0 0 5 62 1 1 10 178
Individual Investors and Volatility 0 0 0 0 0 0 7 276
Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets 0 0 0 6 1 1 4 39
Learning from peers' stock prices and corporate investment 0 0 1 179 2 3 15 722
Limit Order Book as a Market for Liquidity 0 0 7 344 1 6 28 941
Liquidity Cycles and Make/Take Fees in Electronic Markets 0 2 3 34 0 3 10 165
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 1 1 5 59 2 2 10 284
Minimum Price Variations, Time Priority, and Quote Dynamics 0 0 0 68 0 0 0 406
News Trading and Speed 0 0 0 32 1 2 5 158
Noisy Stock Prices and Corporate Investment 0 1 7 56 1 3 19 181
Nonstandard Errors 0 2 26 38 5 14 102 132
Order flow composition and trading costs in a dynamic limit order market1 1 2 3 483 1 3 6 993
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 1 1 4 48
Stock price informativeness, cross-listings, and investment decisions 1 5 13 505 1 5 17 869
Toxic Arbitrage 0 1 6 47 0 2 12 173
Trading Fees and Efficiency in Limit Order Markets 0 0 0 49 1 1 2 138
Where are the risks in high frequency trading? 0 0 8 136 1 2 21 486
Total Journal Articles 7 30 157 3,434 38 102 511 10,898


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 0 3 55 1,148
Total Books 0 0 0 0 0 3 55 1,148


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 2 10 47
Total Chapters 0 0 0 0 1 2 10 47


Statistics updated 2025-08-05