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News trading and speed

Foucault, Thierry; Hombert, Johan; Roşu, Ioanid - In: The journal of finance : the journal of the American … 71 (2016) 1, pp. 335-382

Persistent link: https://www.econbiz.de/10011561930

News trading and speed

Foucault, Thierry; Hombert, Johan; Rosu, Ioanid - 2015

We compare the optimal trading strategy of an informed speculator when he can trade ahead of incoming news (is "fast"), versus when he cannot (is "slow"). We find that speed matters: the fast speculator's trades account for a larger fraction of trading volume, and are more correlated with...

Persistent link: https://www.econbiz.de/10010504950

Imperfect market monitoring and soes trading

Foucault, Thierry; Röell, Ailsa; Sandås, Patrik - 1999

Persistent link: https://www.econbiz.de/10001414557

Market making with costly monitoring : an analysis of the SOES controversy

Foucault, Thierry; Röell, Ailsa; Sandås, Patrik - 2000

Persistent link: https://www.econbiz.de/10001484909

Limit order book as a market for liquidity

Foucault, Thierry; Kadan, Ohad; Kandel, Eugene - 2001

Persistent link: https://www.econbiz.de/10001615334

Market making with costly monitoring : an analysis of the SOES controversy

Foucault, Thierry; Röell, Ailsa; Sandås, Patrik - In: The review of financial studies 16 (2003) 2, pp. 345-384

Persistent link: https://www.econbiz.de/10001764233

Limit order book as a market for liquidity

Foucault, Thierry; Kadan, Ohad; Kandel, Eugene - In: The review of financial studies 18 (2005) 4, pp. 1171-1217

Persistent link: https://www.econbiz.de/10003352776

Imperfect market-monitoring and soes trading

Foucault, Thierry - 1999

Persistent link: https://www.econbiz.de/10013422887

Limit order book as a market for liquidity

Foucault, Thierry - 2001

Persistent link: https://www.econbiz.de/10013423512

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