Discussion paper DP17606 Algorithmic Pricing and Liquidity in Securities Markets Jean-Edouard Colliard Thierry Foucault Stefano Lovo 25 Oct 2022 Industrial Organization Asset Pricing
Report Barcelona Reports Barcelona 4: Technology and Finance Darrell Duffie Thierry Foucault Laura Veldkamp Xavier Vives 27 May 2022
Discussion paper DP16019 Equilibrium Data Mining Jérôme Dugast Thierry Foucault 9 Apr 2021 Financial Economics
Discussion paper DP15786 Does Alternative Data Improve Financial Forecasting? The Horizon Effect Thierry Foucault Laurent Frésard 9 Feb 2021 Financial Economics D84 G14 G17 M41
Discussion paper DP13093 Inventory Management, Dealers' Connections, and Prices in OTC Markets Jean-Edouard Colliard Thierry Foucault Peter Hoffmann 31 Jul 2018 Financial Economics
Discussion paper DP11190 Data Abundance and Asset Price Informativeness Thierry Foucault Jérôme Dugast 23 Mar 2016 Financial Economics
Discussion paper DP11073 Corporate Strategy, Conformism, and the Stock Market Thierry Foucault Laurent Frésard 31 Jan 2016 Financial Economics Industrial Organization D21 D83 G31
Discussion paper DP11081 Ripple Effects of Noise on Corporate Investment Thierry Foucault Laurent Frésard Adrien Matray 31 Jan 2016 Financial Economics G14 G31 G32
Discussion paper DP9925 Toxic Arbitrage Thierry Foucault Roman Kozhan 6 Apr 2014 Financial Economics D50 F31 G10
Discussion paper DP8395 Trading Fees and Efficiency in Limit Order Markets Thierry Foucault Jean-Edouard Colliard 19 May 2011 Financial Economics Industrial Organization G00 G18 G20 L10
Discussion paper DP8331 Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis Thierry Foucault Laurent Frésard 1 Apr 2011 Financial Economics G14 G15 G31 G39
Discussion paper DP8350 Learning from Prices, Liquidity Spillovers, and Market Segmentation Thierry Foucault Giovanni Cespa 1 Apr 2011 Financial Economics G10 G12 G14