Thierry Foucault
12 published titles
Minimum price variations, time priority and quote dynamics
(Contributor)
1 edition
- Centre for Economic Policy Research
- 1997
- Details
Limit order book as a market for liquidity
1 edition
- Centre for Economic Policy Research
- 2001
- Details
Does anonymity matter in electronic limit order markets?
1 edition
- Centre for Economic Policy Research
- 2003
- Details
Individual investors and volatility
1 edition
- Centre for Economic Policy Research
- 2008
- Details
Liquidity cycles and make/take fees in electronic markets
2 editions
- Centre for Economic Policy Research
- 2009
- Details
- Centre for Economic Policy Research
- 2009
- Details
Cross-listing, investment sensitivity to stock price and the learning hypothesis
1 edition
- Centre for Economic Policy Research
- 2011
- Details
Trading fees and efficiency in limit order markets
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2011
- Details
Learning from prices, liquidity spillovers and market segmentation
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2011
- Details
Pricing liquidity in electronic markets : Foresight driver review
1 edition
- Foresight Horizon Scanning Centre, Government Office for Science
- 2012
- Details
A central limit order book for European stocks : economic impact assessment EIA13
1 edition
- Foresight, Government Office for Science
- 2012
- Details
Market liquidity : theory, evidence, and policy
1 edition
- ISBN: 9780199936243
- Oxford University Press
- 2013
- Details
Toxic arbitrage
1 edition
- Centre for Economic Policy Research
- 2014
- Details
