| Order flow composition and trading costs in a dynamic limit order market T Foucault Journal of Financial markets 2 (2), 99-134, 1999 | 854 | 1999 |
| Limit order book as a market for liquidity T Foucault, O Kadan, E Kandel The review of financial studies 18 (4), 1171-1217, 2005 | 674 | 2005 |
| Equilibrium fast trading B Biais, T Foucault, S Moinas Journal of Financial economics 116 (2), 292-313, 2015 | 486* | 2015 |
| Competition for order flow and smart order routing systems T Foucault, AJ Menkveld The Journal of Finance 63 (1), 119-158, 2008 | 310 | 2008 |
| News trading and speed T Foucault, J Hombert, I Roşu The Journal of Finance 71 (1), 335-382, 2016 | 299 | 2016 |
| Learning from peers' stock prices and corporate investment T Foucault, L Fresard Journal of Financial Economics 111 (3), 554-577, 2014 | 290 | 2014 |
| Individual investors and volatility T Foucault, D Sraer, DJ Thesmar The Journal of Finance 66 (4), 1369-1406, 2011 | 282 | 2011 |
| Does anonymity matter in electronic limit order markets? T Foucault, S Moinas, E Theissen The Review of Financial Studies 20 (5), 1707-1747, 2007 | 264 | 2007 |
| Market liquidity: theory, evidence, and policy T Foucault, M Pagano, A Roell, A Röell Oxford University Press, 2013 | 249 | 2013 |
| Stock price informativeness, cross-listings, and investment decisions T Foucault, T Gehrig Journal of Financial Economics 88 (1), 146-168, 2008 | 210 | 2008 |
| Illiquidity contagion and liquidity crashes G Cespa, T Foucault The Review of Financial Studies 27 (6), 1615-1660, 2014 | 207* | 2014 |
| Cross-listing, investment sensitivity to stock price, and the learning hypothesis T Foucault, L Frésard The Review of Financial Studies 25 (11), 3305-3350, 2012 | 183 | 2012 |
| Liquidity cycles and make/take fees in electronic markets T Foucault, O Kadan, E Kandel The Journal of Finance 68 (1), 299-341, 2013 | 173 | 2013 |
| Market making with costly monitoring: An analysis of the SOES controversy T Foucault, A Röell, P Sandås The Review of Financial Studies 16 (2), 345-384, 2003 | 145 | 2003 |
| Toxic arbitrage T Foucault, R Kozhan, WW Tham The Review of Financial Studies 30 (4), 1053-1094, 2017 | 137 | 2017 |
| Trading fees and efficiency in limit order markets JE Colliard, T Foucault The Review of Financial Studies 25 (11), 3389-3421, 2012 | 133 | 2012 |
| HFT and market quality B Biais, T Foucault Bankers, Markets & Investors, 5-19, 2014 | 115 | 2014 |
| Competition for listings T Foucault, CA Parlour Rand Journal of Economics, 329-355, 2004 | 114* | 2004 |
| Equity trading systems in Europe: A survey of recent changes M Demarchi, T Foucault Annales d'Economie et de Statistique, 73-115, 2000 | 94 | 2000 |
| Minimum price variations, time priority, and quote dynamics T Cordella, T Foucault Journal of Financial Intermediation 8 (3), 141-173, 1999 | 93 | 1999 |
Bruno BIAISProfessor of Finance, TSE and HECAdresse e-mail validée de hec.fr
