Thierry Foucault

All Institutions: NA; Hautes Etudes Commerciales; Hautes Études Commerciales Jouy-en-Josas; Hautes Etudes Commerciales (HEC) Jouy-en-Josas; HEC Paris; HEC School of Management; European Central Bank; Hautes Etudes Commerciales Jouy en Josas; HEC School of Management, Paris; Hautes Etudes Commerciales Jouy-en-Josas; Universitat Pompeu Fabra

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Imperfect Market Monitoring and SOES Trading

Year: 1999
Journal: No Journal Matched
Authors: Thierry Foucault; Ailsa Rell; Patrik Sands

Competition for Listings

Year: 1999
Journal: No Journal Matched
Authors: Thierry Foucault; Christine Parlour

Limit Order Book as a Market for Liquidity

Year: 2001
Journal: Review of Financial Studies
Authors: Thierry Foucault; Ohad Kadan; Eugene Kandel

Reputation-Based Pricing and Price Improvements in Dealership Markets

Year: 2002
Journal: No Journal Matched
Authors: Gabriel Desgranges; Thierry Foucault

Does Anonymity Matter in Electronic Limit Order Markets?

Year: 2003
Journal: Review of Financial Studies
Authors: Thierry Foucault; Sophie Moinas; Erik Theissen

Competition for Order Flow and Smart Order Routing Systems

Year: 2006
Journal: Journal of Finance
Authors: Thierry Foucault; Albert J. Menkveld

Stock Price Informativeness, Crosslistings and Investment Decisions

Year: 2006
Journal: Journal of Financial Economics
Authors: Thierry Foucault; Thomas Gehrig

Insiders, Outsiders, Transparency and the Value of the Ticker

Year: 2008
Journal: No Journal Matched
Authors: Giovanni Cespa; Thierry Foucault

Individual Investors and Volatility

Year: 2008
Journal: Journal of Finance
Authors: Thierry Foucault; David Sraer; David Thesmar

Liquidity Cycles and Maketake Fees in Electronic Markets

Year: 2009
Journal: Journal of Finance
Authors: Thierry Foucault; Ohad Kadan; Eugene Kandel

Learning from Prices: Liquidity Spillovers and Market Segmentation

Year: 2011
Journal: No Journal Matched
Authors: Giovanni Cespa; Thierry Foucault

Trading Fees and Efficiency in Limit Order Markets

Year: 2011
Journal: Review of Financial Studies
Authors: Jean-Edouard Colliard; Thierry Foucault

Crosslisting Investment Sensitivity to Stock Price and the Learning Hypothesis

Year: 2011
Journal: Review of Financial Studies
Authors: Thierry Foucault; Laurent Fresard

Toxic Arbitrage

Year: 2014
Journal: Review of Financial Studies
Authors: Thierry Foucault; Roman Kozhan; Wing Wah Tham

Corporate Strategy, Conformism and the Stock Market

Year: 2016
Journal: Review of Financial Studies
Authors: Thierry Foucault; Laurent Frsard

Ripple Effects of Noise on Corporate Investment

Year: 2016
Journal: No Journal Matched
Authors: Olivier Dessaint; Thierry Foucault; Laurent Frsard; Adrien Matray

Inventory Management, Dealers Connections and Prices in OTC Markets

Year: 2018
Journal: No Journal Matched
Authors: Jean-Edouard Colliard; Thierry Foucault; Peter Hoffmann

Equilibrium Data Mining

Year: 2021
Journal: No Journal Matched
Authors: Jerome Dugast; Thierry Foucault

Does Alternative Data Improve Financial Forecasting? The Horizon Effect

Year: 2021
Journal: Journal of Finance
Authors: Olivier Dessaint; Thierry Foucault; Laurent Fresard

Algorithmic Pricing and Liquidity in Securities Markets

Year: 2022
Journal: No Journal Matched
Authors: Jean-Edouard Colliard; Thierry Foucault; Stefano Lovo

Author Disambiguation

This page includes results for all related names (only one name shown, no other authors with similar names):