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Financial Globalization and Market Volatility : An Empirical Appraisal

Cordella, Tito - 2017

This paper computes a new financial globalization index for a large sample of countries for 1992-2016. Unlike other measures, the financial globalization index corrects for the heteroscedasticity of global volatility. This leads to a downward adjustment of financial globalization trends for...

Persistent link: https://www.econbiz.de/10012246024

Consolidation et fragmentation des marchés boursiers : coûts et bénéfices

Foucault, Thierry - In: Consolidation mondiale des Bourses : rapport, (pp. 103-128). 2007

Persistent link: https://www.econbiz.de/10003559401

Liquidité, coût du capital et organisation de la négociation des valeurs mobilières

Foucault, Thierry - In: Revue d'économie financière : revue trimestrielle de … 82 (2006), pp. 123-138

Persistent link: https://www.econbiz.de/10003280409

Microstructure des marchés financiers : institutions, modèles et tests empiriques

Biais, Bruno; Foucault, Thierry; Hillion, Pierre Henri - 1997

Persistent link: https://www.econbiz.de/10001365535

Trading fees and efficiency in limit order markets

Colliard, Jean-Edouard; Foucault, Thierry - 2011

Persistent link: https://www.econbiz.de/10009155903

Trading fees and efficiency in limit order markets

Colliard, Jean-Edouard; Foucault, Thierry - In: The review of financial studies 25 (2012) 11, pp. 3389-3421

Persistent link: https://www.econbiz.de/10009681906

Market microstructure : confronting many viewpoints

Abergel, Frédéric (ed.); … - 2012

Persistent link: https://www.econbiz.de/10009524952

12th annual Central Bank workshop on the microstructure of financial markets : 29-30 september 2016, Banque de France (non-technical summary)

Arrata, William; Gautier, Alexandre; Lopez, Pierlauro; … - In: Banque de France bulletin / Quarterly selection of articles 45 (2017), pp. 23-30

Persistent link: https://www.econbiz.de/10011717729

Data abundance and asset price informativeness

Dugast, Jérôme; Foucault, Thierry - 2017

Persistent link: https://www.econbiz.de/10011817637

Data abundance and asset price informativeness

Dugast, Jérôme; Foucault, Thierry - In: Journal of financial economics 130 (2018) 2, pp. 367-391

Persistent link: https://www.econbiz.de/10012051326

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