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.
2020 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.
HEC Paris Finance dpt: Here