Order flow composition and trading costs in a dynamic limit order market T Foucault Journal of Financial markets 2 (2), 99-134, 1999 | 967 | 1999 |
Limit order book as a market for liquidity T Foucault, O Kadan, E Kandel The review of financial studies 18 (4), 1171-1217, 2005 | 827 | 2005 |
Equilibrium fast trading B Biais, T Foucault, S Moinas Journal of Financial economics 116 (2), 292-313, 2015 | 689* | 2015 |
Learning from peers' stock prices and corporate investment T Foucault, L Fresard Journal of Financial Economics 111 (3), 554-577, 2014 | 622 | 2014 |
Individual investors and volatility T Foucault, D Sraer, DJ Thesmar The Journal of Finance 66 (4), 1369-1406, 2011 | 487 | 2011 |
Market liquidity: theory, evidence, and policy T Foucault, M Pagano, A Röell Oxford University Press, USA, 2013 | 446 | 2013 |
News trading and speed T Foucault, J Hombert, I Roşu The Journal of Finance 71 (1), 335-382, 2016 | 426 | 2016 |
Competition for order flow and smart order routing systems T Foucault, AJ Menkveld The Journal of Finance 63 (1), 119-158, 2008 | 394 | 2008 |
Cross-listing, investment sensitivity to stock price, and the learning hypothesis T Foucault, L Frésard The Review of Financial Studies 25 (11), 3305-3350, 2012 | 342 | 2012 |
Illiquidity contagion and liquidity crashes G Cespa, T Foucault The Review of Financial Studies 27 (6), 1615-1660, 2014 | 322 | 2014 |
Does anonymity matter in electronic limit order markets? T Foucault, S Moinas, E Theissen The Review of Financial Studies 20 (5), 1707-1747, 2007 | 298 | 2007 |
Stock price informativeness, cross-listings, and investment decisions T Foucault, T Gehrig Journal of Financial Economics 88 (1), 146-168, 2008 | 276 | 2008 |
Toxic arbitrage T Foucault, R Kozhan, WW Tham The Review of Financial Studies 30 (4), 1053-1094, 2017 | 252 | 2017 |
Noisy stock prices and corporate investment O Dessaint, T Foucault, L Frésard, A Matray The Review of Financial Studies 32 (7), 2625-2672, 2019 | 238* | 2019 |
Liquidity cycles and make/take fees in electronic markets T Foucault, O Kadan, E Kandel The Journal of Finance 68 (1), 299-341, 2013 | 233 | 2013 |
HFT and market quality B Biais, T Foucault Bankers, Markets & Investors 128 (1), 5-19, 2014 | 200 | 2014 |
Data abundance and asset price informativeness J Dugast, T Foucault Journal of Financial economics 130 (2), 367-391, 2018 | 198* | 2018 |
Trading fees and efficiency in limit order markets JE Colliard, T Foucault The Review of Financial Studies 25 (11), 3389-3421, 2012 | 192 | 2012 |
Market making with costly monitoring: An analysis of the SOES controversy T Foucault, A Röell, P Sandås The Review of Financial Studies 16 (2), 345-384, 2003 | 168 | 2003 |
Competition for listings T Foucault, CA Parlour Rand Journal of Economics, 329-355, 2004 | 128* | 2004 |