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authFullName_s : Thierry Foucault

Limit Order Book as a Market for Liquidity

Thierry Foucault , Ohad Kadan , Eugene Kandel
Review of Financial Studies, 2005, 18 (4), pp.1171-1217
Journal articles halshs-00005043v1

Illiquidity Contagion and Liquidity Crashes

Giovanni Cespa , Thierry Foucault
Review of Financial Studies, 2014, 27 (6), pp.1615-1660. ⟨10.1093/rfs/hhu016⟩
Journal articles hal-00998274v1

False News, Informational Efficiency, and Price Reversals

Jjrrme Dugast , Thierry Foucault
2014
Preprints, Working Papers, ... hal-02058260v1

Stock Price Informativeness, Cross-Listings and Investment Decisions

Thierry Foucault , T. Gehrig
2006
Other publications halshs-00125690v1

Competition among markets and liquidity: trading fees matter

Thierry Foucault
2nd International Conference on The Industrial Organization of Securities Markets, Jun 2010, Francfort, Germany
Conference papers hal-00554028v1

Dealer Attention, liquidity spillovers, and endogenous market segmentation

Thierry Foucault , G. Cespa
Séminaire de recherche, Vienna University if Economics and Business, Apr 2011, Vienne, Austria
Conference papers hal-00577868v1

Dealer Attention, liquidity spillovers, and endogenous market segmentation

Thierry Foucault , G. Cespa
Séminaire de recherche, Rotterdam School of Management, Apr 2011, Rotterdam, Netherlands
Conference papers hal-00577869v1

Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems

Thierry Foucault , Laurence Lescourret
Finance, 2003, Vol.24, pp.45-78
Journal articles hal-00481203v1

Trading fees and efficiency in limit order markets

Thierry Foucault , Jean-Edouard Colliard
2012
Reports hal-00722602v1

Equity Trading Systems in Europe

Thierry Foucault , M. Demarchi
Proceedings de la conférence Global Equity Markets, Société des Bourses Françaises - New York Stock Exchange, 1999, Paris, France
Conference papers hal-00722595v1

Les limites de la titrisation

Thierry Foucault
B. Ramanantsoa & J. M. Le Roux. Réinventer l'entreprise - Repères pour une crise qui va durer, Pearson - Collection Village Mondial, pp.NC, 2010
Book sections hal-00575594v1

Insiders-Outsiders, Transparency and the Value of the Ticker

Thierry Foucault , Giovanni Cespa
2011
Reports hal-00580153v1

Equity Trading Systems in Europe: A Survey of Recent Changes

Thierry Foucault , Marianne Demarchi
Annales d'Economie et de Statistique, 2000, Vol.60, pp.NC
Journal articles hal-00459776v1

Liquidité, coût du capital et organisation de la négociation des valeurs boursières

Thierry Foucault
Revue d'économie financière, 2006, Vol.82, pp.123-138
Journal articles hal-00459793v1

Equilibrium Data Mining and Data Abundance

Jérome Dugast , Thierry Foucault
2nd Future of Financial Information conference, May 2020, Stockholm, Sweden
Conference papers hal-02933316v1

Minimum Price Variations, Time Priority and Quote Dynamics

Thierry Foucault , Tito Cordella
Journal of Financial Intermediation, 1999, Vol.8,n°3, pp.141-173. ⟨10.1006/jfin.1999.0266⟩
Journal articles istex hal-00459772v1

Imperfect Market Monitoring and SOES Trading

Thierry Foucault , Ailsa Roell , Patrik Sandas
2011
Reports hal-00607040v1

Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices

Thierry Foucault
La Documentation française, 2007, vol. 67, pp. 103-128
Journal articles hal-00711379v1

Asymétries d'information et marchés financiers : une synthèse de la littérature récente

Thierry Foucault , Bruno Biais
Actualite Economique, 1993, vol. 69, n°1, pp. 8-44
Journal articles hal-00711386v1

Best Execution and Competition between Trading Venues

Thierry Foucault
Best Execution - Executing Transactions in Securities Markets on behalf of Investors, e.a.m.a. (European Asset Management Association), pp. 44-58, 2002
Book sections hal-00711394v1

Linkage Principle, Multi-dimensional Signals and Blind Auctions

Stefano Lovo , Thierry Foucault
2011
Reports hal-00592018v1

Equilibrium fast trading

Bruno Biais , Thierry Foucault , Sophie Moinas
Journal of Financial Economics, 2015, 116 (2), pp.292 - 313. ⟨10.1016/j.jfineco.2015.03.004⟩
Journal articles halshs-01400252v1

Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News

Hedi Benamar , Thierry Foucault , Clara Vega
2018
Preprints, Working Papers, ... hal-01933891v1

Algorithmic Pricing and Liquidity in Securities Markets

Jean-Edouard Colliard , Thierry Foucault , Stefano Lovo
2022
Preprints, Working Papers, ... hal-03890671v1

Market Liquidity: Theory, Evidence and Policy

Thierry Foucault , Marco Pagano , Ailsa Röell
Oxford University Press, pp.448, 2013
Books hal-00793694v1

Reputation-Based Pricing and Price Improvements in Dealership Markets

Thierry Foucault , Gabriel Desgranges
2012
Reports hal-00722600v1

Learning from prices, liquidity spillovers, and endogenous market segmentation

Thierry Foucault , Giovanni Cespa
2012
Reports hal-00722607v1

Trading Fees and Efficiency in Limit Order Markets

Jean-Edouard Colliard , Thierry Foucault
The Review of Financial Studies, 2012, 25 (11), pp.3389-3421. ⟨10.1093/rfs/hhs089⟩
Journal articles halshs-01510247v1

Individual Investors and Volatility

Thierry Foucault , David Thesmar , David Sraer
2008
Reports hal-00578370v1

Cross listing investment sensitivity to stock price and the learning hypothetis

Thierry Foucault , Laurent Fresard
2011 Utah Winter Finance Conference, 2011, Snowbird, United States
Conference papers hal-00577854v1