Address: Dpt of Finance, HEC, 1 rue de la Libération, 78351 Jouy en Josas; Phone-direct: (33) (0)1 39 67 95 69; Fax: (33) (0)1 39 67 70 85; E.Mail : foucault (at) hec (dot) fr
Others: If you have troubles getting in touch with me, please contact Mrs Véronique Salat at: (33)(0)139679605
I work on the determinants of financial markets liquidity and volatility, the industrial organization of these markets, and their effect on the real economy. My most recent papers are on Big Data and new trading technologies, OTC markets, and the effect of stock markets on firms’ decisions (investment, product choices etc.). My working papers are available here and my published papers here.
2021 Summer School on Market Microstructure: https://microstructure-course.com/
16th Annual Central Bank Conference on the Microstructure of Financial Markets, November 2020: More information here.
I am co-editor of the Review of Asset Pricing Studies. We recently published two papers which are relevant for thinking about some economic implications of the Covid19 crisis (“Evidence from the ETF Program of the Bank of Japan” and “Preventing Controversial Catastrophes”). See here and here.
HEC Paris Finance dpt: Here