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Thierry FOUCAULT
Thierry FOUCAULT
Verified email at hec.fr
Title
Cited by
Cited by
Year
Order flow composition and trading costs in a dynamic limit order market
T Foucault
Journal of Financial markets 2 (2), 99-134, 1999
9671999
Limit order book as a market for liquidity
T Foucault, O Kadan, E Kandel
The review of financial studies 18 (4), 1171-1217, 2005
8282005
Equilibrium fast trading
B Biais, T Foucault, S Moinas
Journal of Financial economics 116 (2), 292-313, 2015
691*2015
Learning from peers' stock prices and corporate investment
T Foucault, L Fresard
Journal of Financial Economics 111 (3), 554-577, 2014
6292014
Individual investors and volatility
T Foucault, D Sraer, DJ Thesmar
The Journal of Finance 66 (4), 1369-1406, 2011
4902011
Market liquidity: theory, evidence, and policy
T Foucault, M Pagano, A R÷ell
Oxford University Press, USA, 2013
4542013
News trading and speed
T Foucault, J Hombert, I Roşu
The Journal of Finance 71 (1), 335-382, 2016
4352016
Competition for order flow and smart order routing systems
T Foucault, AJ Menkveld
The Journal of Finance 63 (1), 119-158, 2008
3992008
Cross-listing, investment sensitivity to stock price, and the learning hypothesis
T Foucault, L FrÚsard
The Review of Financial Studies 25 (11), 3305-3350, 2012
3482012
Illiquidity contagion and liquidity crashes
G Cespa, T Foucault
The Review of Financial Studies 27 (6), 1615-1660, 2014
3252014
Does anonymity matter in electronic limit order markets?
T Foucault, S Moinas, E Theissen
The Review of Financial Studies 20 (5), 1707-1747, 2007
2972007
Stock price informativeness, cross-listings, and investment decisions
T Foucault, T Gehrig
Journal of Financial Economics 88 (1), 146-168, 2008
2772008
Toxic arbitrage
T Foucault, R Kozhan, WW Tham
The Review of Financial Studies 30 (4), 1053-1094, 2017
2572017
Noisy stock prices and corporate investment
O Dessaint, T Foucault, L FrÚsard, A Matray
The Review of Financial Studies 32 (7), 2625-2672, 2019
242*2019
Liquidity cycles and make/take fees in electronic markets
T Foucault, O Kadan, E Kandel
The Journal of Finance 68 (1), 299-341, 2013
2332013
Data abundance and asset price informativeness
J Dugast, T Foucault
Journal of Financial economics 130 (2), 367-391, 2018
199*2018
HFT and market quality
B Biais, T Foucault
Bankers, Markets & Investors 128 (1), 5-19, 2014
1992014
Trading fees and efficiency in limit order markets
JE Colliard, T Foucault
The Review of Financial Studies 25 (11), 3389-3421, 2012
1912012
Market making with costly monitoring: An analysis of the SOES controversy
T Foucault, A R÷ell, P Sandňs
The Review of Financial Studies 16 (2), 345-384, 2003
1712003
Competition for listings
T Foucault, CA Parlour
Rand Journal of Economics, 329-355, 2004
127*2004
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