Thierry Foucault's research focuses on the determinants of financial markets liquidity, the industrial organization of these markets, and their effect on the real economy.
Investor uncertainty plays a key role in economics, affecting asset prices and investment decisions. Getting a useful measure can be important to...
IT-assisted information analysis has led to a dramatic increase in the speed and number of trade transactions taking place on today's financial markets...
Johan Hombert, Thierry Foucault, Ioanid Rosu
In the past decade, the upsurge of electronic trading venues (first in the United States and more recently in Europe) has radically changed financial...
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