Thierry Foucault
23 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0003-0485-2190
HEC Paris
Publications
- Equilibrium Data Mining and Data Abundance — The Journal of Finance 2025 (name-matched, not ORCID-linked)
- Does Alternative Data Improve Financial Forecasting? The Horizon Effect — The Journal of Finance 2024 (name-matched, not ORCID-linked)
- Inventory Management, Dealers' Connections, and Prices in Over-the-Counter Markets — The Journal of Finance 2021
- Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News — The Review of Financial Studies 2021
- Corporate Strategy, Conformism, and the Stock Market — The Review of Financial Studies 2019
- Noisy Stock Prices and Corporate Investment — The Review of Financial Studies 2019
- Data abundance and asset price informativeness — Journal of Financial Economics 2018
- Toxic Arbitrage — The Review of Financial Studies 2017
- News Trading and Speed — The Journal of Finance 2016
- Equilibrium fast trading — Journal of Financial Economics 2015
- Illiquidity Contagion and Liquidity Crashes — The Review of Financial Studies 2014
- Sale of Price Information by Exchanges: Does It Promote Price Discovery? — Management Science 2014
- Learning from peers' stock prices and corporate investment — Journal of Financial Economics 2014
- Liquidity Cycles and Make/Take Fees in Electronic Markets — The Journal of Finance 2013
- Trading Fees and Efficiency in Limit Order Markets — The Review of Financial Studies 2012
- Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis — The Review of Financial Studies 2012
- Individual Investors and Volatility — The Journal of Finance 2011
- Competition for Order Flow and Smart Order Routing Systems — The Journal of Finance 2008
- Stock price informativeness, cross-listings, and investment decisions — Journal of Financial Economics 2008
- Does Anonymity Matter in Electronic Limit Order Markets? — The Review of Financial Studies 2007
- Limit Order Book as a Market for Liquidity — The Review of Financial Studies 2005
- Market Making with Costly Monitoring: An Analysis of the SOES Controversy — The Review of Financial Studies 2003
- Algorithmic Pricing and Liquidity in Securities Markets — The Review of Financial Studies