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Thierry Foucault

Global rank #2597 97%

Institution: HEC Paris (École des Hautes Études Commerciales)

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1999

Most Recent: 2025

RePEc ID: pfo139 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.02 0.00 0.00 6.04
Last 10 Years 0.00 6.88 0.00 0.00 13.75
All Time 0.00 16.93 1.01 0.00 34.87

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 18.01

Publications (23)

Year Article Journal Tier Authors
2025 Equilibrium Data Mining and Data Abundance Journal of Finance A 2
2024 Nonstandard Errors Journal of Finance A 343
2024 Does Alternative Data Improve Financial Forecasting? The Horizon Effect Journal of Finance A 3
2021 Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets Journal of Finance A 3
2021 Consensus and uncertainty in economic predictions The Review of Financial Studies A 3
2019 Corporate Strategy, Conformism, and the Stock Market The Review of Financial Studies A 2
2019 Noisy Stock Prices and Corporate Investment The Review of Financial Studies A 4
2018 Data abundance and asset price informativeness Journal of Financial Economics A 2
2017 Toxic Arbitrage The Review of Financial Studies A 3
2016 News Trading and Speed Journal of Finance A 3
2015 Equilibrium fast trading Journal of Financial Economics A 3
2014 Illiquidity Contagion and Liquidity Crashes The Review of Financial Studies A 2
2014 Learning from peers' stock prices and corporate investment Journal of Financial Economics A 2
2013 Liquidity Cycles and Make/Take Fees in Electronic Markets Journal of Finance A 3
2012 Trading Fees and Efficiency in Limit Order Markets The Review of Financial Studies A 2
2012 Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis The Review of Financial Studies A 2
2011 Individual Investors and Volatility Journal of Finance A 3
2008 Competition for Order Flow and Smart Order Routing Systems Journal of Finance A 2
2008 Stock price informativeness, cross-listings, and investment decisions Journal of Financial Economics A 2
2007 Does Anonymity Matter in Electronic Limit Order Markets? The Review of Financial Studies A 3
2005 Limit Order Book as a Market for Liquidity The Review of Financial Studies A 3
2003 Market Making with Costly Monitoring: An Analysis of the SOES Controversy The Review of Financial Studies A 3
1999 Minimum Price Variations, Time Priority, and Quote Dynamics Journal of Financial Intermediation B 2