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
2020 Summer School on Market Microstructure: https://microstructure-course.com/
HEC Paris Finance dpt: Here
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 OTC markets, the implications of new ways to produce and share financial information, and the determinants of stock price informativeness and its effect on firms’ decisions (investment, product choices etc.). My working papers are available here and my published papers here.