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Thierry Foucault

Professor of Finance, HEC, Paris

  • Welcome
  • Published research by topics
    • Trading mechanisms
    • Big data and financial markets
    • Automation of financial markets
    • Real effects of financial markets
    • Industrial organization of securities markets
    • Books
    • Surveys and Reports
  • Working Papers
  • Market Liquidity
  • About
  • Contact

Books

  • Market Liquidity: Theory, Evidence, and Policy with Marco Pagano and Ailsa Röell, 2013

  • Microstructure des marches financiers: Institutions, modeles et tests empiriques, with Bruno Biais et Pierre Hillion, 1997

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