Details about Thierry Foucault

Access statistics for papers by Thierry Foucault.

Last updated 2009-10-15. Update your information in the RePEc Author Service.

Short-id: pfo139

Working Papers

2008

1. Individual Investors and Volatility
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Les Cahiers de Recherche, HEC Paris (2008)
2. Insiders-Outsiders, Transparency and the Value of the Ticker
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Papers, Queen Mary, University of London, Department of Economics (2008)
   Les Cahiers de Recherche, HEC Paris (2008)

2006

3. Competition for Order Flow and Smart Order Routing Systems
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Les Cahiers de Recherche, HEC Paris (2006) View citations
   See also Journal Article in Journal of Finance (2008)
4. Stock Price Informativeness, Cross-Listings and Investment Decisions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Les Cahiers de Recherche, HEC Paris (2006) View citations
   See also Journal Article in Journal of Financial Economics (2008)

2004

5. Does Anonymity Matter in Electronic Limit Order Markets?
   Discussion Papers, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003)
   Les Cahiers de Recherche, HEC Paris (2003)
   See also Journal Article in Review of Financial Studies (2007)

2003

6. Limit Order Book as a Market for Liquidity
   Discussion Paper Series, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem View citations
   Also in Les Cahiers de Recherche, HEC Paris (2001) View citations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations
   See also Journal Article in Review of Financial Studies (2005)
7. Linkage principle, Multi-dimensional Signals and Blind Auctions
   Les Cahiers de Recherche, HEC Paris

2002

8. Reputation-Based Pricing and Price Improvements in Dealership Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Les Cahiers de Recherche, HEC Paris (2002) View citations

2001

9. Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems
   Working Papers, Centre de Recherche en Economie et Statistique
   Also in Les Cahiers de Recherche, HEC Paris (2001)
10. Price Improvements in Financial Markets as a Screening Device
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations

2000

11. Market Making with Costly Monitoring: An Analysis of the SOES Controversy
    Les Cahiers de Recherche, HEC Paris
    See also Journal Article in Review of Financial Studies (2003)

1999

12. Competition for Listings
    Les Cahiers de Recherche, HEC Paris
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article in RAND Journal of Economics (2004)
13. Imperfect Market Monitoring and SOES Trading
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Les Cahiers de Recherche, HEC Paris (1999)

1998

14. Equity Trading Systems in Europe - A survey of recent changes
    Les Cahiers de Recherche, HEC Paris View citations
    See also Journal Article in Annales d'Economie et de Statistique (2000)
15. Order Flow Composition and Trading Costs in Dynamic Limit Order Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

1997

16. Minimum Price Variations, Time Priority and Quote Dynamics
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1996)
    See also Journal Article in Journal of Financial Intermediation (1999)

1995

17. Implicit Collusion on Wide Spreads
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations

1994

18. Price Formation and Order Placement Strategies in a Dynamic Order Driven Market
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations

Journal Articles

2008

1. Competition for Order Flow and Smart Order Routing Systems
   Journal of Finance, 2008, 63, (1), 119-158
   See also Working Paper (2006)
2. Stock price informativeness, cross-listings, and investment decisions
   Journal of Financial Economics, 2008, 88, (1), 146-168
   See also Working Paper (2006)

2007

3. Does Anonymity Matter in Electronic Limit Order Markets?
   Review of Financial Studies, 2007, 20, (5), 1707-1747 View citations
   See also Working Paper (2004)

2005

4. Limit Order Book as a Market for Liquidity
   Review of Financial Studies, 2005, 18, (4), 1171-1217 View citations
   See also Working Paper (2003)
5. Reputation-based pricing and price improvements
   Journal of Economics and Business, 2005, 57, (6), 493-527 View citations

2004

6. Competition for Listings
   RAND Journal of Economics, 2004, 35, (2), 329-355 View citations
   See also Working Paper (1999)

2003

7. Market Making with Costly Monitoring: An Analysis of the SOES Controversy
   Review of Financial Studies, 2003, 16, (2), 345-384 View citations
   See also Working Paper (2000)

2000

8. Equity Trading Systems in Europe: A Survey of Recent Changes
   Annales d'Economie et de Statistique, 2000, (60), 05 View citations
   See also Working Paper (1998)

1999

9. Minimum Price Variations, Time Priority, and Quote Dynamics
   Journal of Financial Intermediation, 1999, 8, (3), 141-173 View citations
   See also Working Paper (1997)
10. Order flow composition and trading costs in a dynamic limit order market1
    Journal of Financial Markets, 1999, 2, (2), 99-134 View citations

1998

11. Floors, dealer markets and limit order markets
    Journal of Financial Markets, 1998, 1, (3-4), 253-284 View citations