Thierry Foucault
Finance · 2001–2018
A researcher in the Science corpus: 14 papers; trusts 60 researchers and is trusted by 36 researchers here, as inferred from the citation graph.
Subfields
- Finance — 186 citations into it; #1,293 of 10,518 by trust here, #591 by citations
- Accounting — 148 citations into it; #2,655 of 8,970 by trust here, #3,115 by citations
- Economics and Econometrics — 122 citations into it; #4,161 of 23,481 by trust here, #2,262 by citations
- Management Science and Operations Research — 29 citations into it
- Strategy and Management — 25 citations into it
Whom Thierry Foucault trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Artyom Durnev
- Toni M. Whited
- Terrence Hendershott
- Qi Chen
- Tor-Erik Bakke
- Mitchell A. Petersen
- Itay Goldstein
- Joel Peress
- Y. Amihud
- Jean-Charles Rochet
Who trusts Thierry Foucault overall
- Terrence Hendershott
- Albert J. Menkveld
- Itay Goldstein
- Jonathan Brogaard
- Hamdi Ben-Nasr
- A. Lachapelle
- Rama Cont
- Christine A. Parlour
- Peter Hoffmann
- Jean-Philippe Bouchaud
Papers from Thierry Foucault's perspective
Ordered by how strongly the researchers Thierry Foucault trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Market Timing and Capital Structure
- Price Informativeness and Investment Sensitivity to Stock Price
- The Cross-Section of Volatility and Expected Returns
- Financial Constraints Risk
- When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms
- Trading Volume and Serial Correlation in Stock Returns
- Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
- Does Algorithmic Trading Improve Liquidity
- Why Do Countries Matter so Much for Corporate Governance
Their papers
- Limit order book as a market for liquidity (2001) — 627 citations
- Competition for Order Flow and Smart Order Routing Systems (2008) — 306 citations
- Equilibrium High Frequency Trading (2011) — 124 citations
- Market Making with Costly Monitoring: An Analysis of the SOES Controversy (2003) — 129 citations
- Market microstructure: confronting many viewpoints (2012) — 31 citations
- News Trading and Speed (2012) — 350 citations
- Individual Investors and Volatility (2011) — 327 citations
- Market Liquidity: Theory, Evidence, and Policy (2013) — 248 citations
- Noisy Stock Prices and Corporate Investment (2018) — 161 citations
- Learning from Peers' Stock Prices and Corporate Investment (2014) — 515 citations
- Illiquidity Contagion and Liquidity Crashes (2014) — 215 citations
- Liquidity Cycles and Make/Take Fees in Electronic Markets (2013) — 198 citations
- Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis (2012) — 281 citations
- Stock price informativeness, cross-listings, and investment decisions (2006) — 205 citations