Thierry Foucault

• [2007 RFS] 看不见报价人的名字，价差为什么反而变窄了？Does Anonymity Matter in Electronic Limit Order Markets?Jun 2026
• [2005 RFS] 买卖价差为什么会「自己长回去」？——把限价订单簿当成一座流动性的集市Limit Order Book as a Market for LiquidityJun 2026
• [2003 RFS] 「打了就跑」的日内交易者，真的抬高了做市商的价差吗？Market Making with Costly Monitoring: An Analysis of the SOES ControversyJun 2026