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
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Illiquidity Contagion and Liquidity Crashes
Giovanni Cespa
,
Thierry Foucault
Journal articles
hal-00998274v1
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False News, Informational Efficiency, and Price Reversals
Jjrrme Dugast
,
Thierry Foucault
2014
Preprints, Working Papers, ...
hal-02058260v1
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Stock Price Informativeness, Cross-Listings and Investment Decisions
Thierry Foucault
,
T. Gehrig
2006
Other publications
halshs-00125690v1
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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
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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
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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
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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
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Trading fees and efficiency in limit order markets
Thierry Foucault
,
Jean-Edouard Colliard
2012
Reports
hal-00722602v1
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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
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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
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Insiders-Outsiders, Transparency and the Value of the Ticker
Thierry Foucault
,
Giovanni Cespa
2011
Reports
hal-00580153v1
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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
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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
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Equilibrium Data Mining and Data Abundance
Jérome Dugast
,
Thierry Foucault
2nd Future of Financial Information conference , May 2020, Stockholm, Sweden
Conference papers
hal-02933316v1
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Minimum Price Variations, Time Priority and Quote Dynamics
Thierry Foucault
,
Tito Cordella
Journal articles
istex
hal-00459772v1
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Imperfect Market Monitoring and SOES Trading
Thierry Foucault
,
Ailsa Roell
,
Patrik Sandas
2011
Reports
hal-00607040v1
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Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices
Thierry Foucault
La Documentation française , 2007, vol. 67, pp. 103-128
Journal articles
hal-00711379v1
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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
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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
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Linkage Principle, Multi-dimensional Signals and Blind Auctions
Stefano Lovo
,
Thierry Foucault
2011
Reports
hal-00592018v1
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Equilibrium fast trading
Bruno Biais
,
Thierry Foucault
,
Sophie Moinas
Journal articles
halshs-01400252v1
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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
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Algorithmic Pricing and Liquidity in Securities Markets
Jean-Edouard Colliard
,
Thierry Foucault
,
Stefano Lovo
2022
Preprints, Working Papers, ...
hal-03890671v1
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Market Liquidity: Theory, Evidence and Policy
Thierry Foucault
,
Marco Pagano
,
Ailsa Röell
Oxford University Press, pp.448, 2013
Books
hal-00793694v1
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Reputation-Based Pricing and Price Improvements in Dealership Markets
Thierry Foucault
,
Gabriel Desgranges
2012
Reports
hal-00722600v1
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Learning from prices, liquidity spillovers, and endogenous market segmentation
Thierry Foucault
,
Giovanni Cespa
2012
Reports
hal-00722607v1
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Trading Fees and Efficiency in Limit Order Markets
Jean-Edouard Colliard
,
Thierry Foucault
Journal articles
halshs-01510247v1
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Individual Investors and Volatility
Thierry Foucault
,
David Thesmar
,
David Sraer
2008
Reports
hal-00578370v1
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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
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