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Liquidité, coût du capital et organisation de la négociation des valeurs mobilières

Foucault, Thierry - In: Revue d'économie financière : revue trimestrielle de … 82 (2006), pp. 123-138

Persistent link: https://www.econbiz.de/10003280409

Consolidation et fragmentation des marchés boursiers : coûts et bénéfices

Foucault, Thierry - In: Consolidation mondiale des Bourses : rapport, (pp. 103-128). 2007

Persistent link: https://www.econbiz.de/10003559401

Order flow composition and trading costs in a dynamic limit order market

Foucault, Thierry - In: Journal of financial markets 2 (1999) 2, pp. 99-134

Persistent link: https://www.econbiz.de/10001426676

Order flow composition and trading costs in dynamic limit order markets

Foucault, Thierry - 1998

Persistent link: https://www.econbiz.de/10013422488

Competition for order flow and smart order routing systems

Foucault, Thierry; Menkveld, Albert J. - 2006

Persistent link: https://www.econbiz.de/10003310551

Does anonymity matter in electronic limit order markets?

Foucault, Thierry; Moinas, Sophie; Theissen, Erik - In: The review of financial studies 20 (2007) 5, pp. 1707-1747

Persistent link: https://www.econbiz.de/10003621228

Competition for order flow smart order routing systems

Foucault, Thierry; Menkveld, Albert J. - 2006

Persistent link: https://www.econbiz.de/10003300164

Does anonymity matter in electronic limit order markets?

Foucault, Thierry; Moinas, Sophie; Theissen, Erik - 2005 - This Draft: May, 2005

As of April 23, 2001, the limit order book for stocks listed on Euronext Paris became anonymous. We study the effect of this switch to anonymity on market liquidity and the informational content of the limit order book. Our empirical analysis is based on a model of limit order trading in which...

Persistent link: https://www.econbiz.de/10009524806

Market microstructure : confronting many viewpoints

Abergel, Frédéric (ed.); … - 2012

Persistent link: https://www.econbiz.de/10009524952

Reputation-based pricing and price improvements

Desgranges, Gabriel; Foucault, Thierry - In: Journal of economics & business 57 (2005) 6, pp. 493-527

Persistent link: https://www.econbiz.de/10003228076