| . |
Fardeau, Vincent's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
263 |
Total
Citations
2 |
|
|
|
|
|
1.
|
|
Dynamic Strategic Arbitrage
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Fardeau, Vincent Federal Reserve Board
|
|
Posted:
|
|
14 Jan 12
|
|
Last Revised:
|
|
16 Nov 12
|
|
176
(84,694)
|
2
|
|
|
|
|
Fardeau, Vincent Federal Reserve Board
|
| Posted: |
|
30 Mar 12
|
|
Last Revised:
|
|
16 Nov 12
|
|
79
|
2
|
|
| |
|
| |
Strategic arbitrage, liquidity, price impact, limits of arbitrage
|
|
|
|
|
|
|
Fardeau, Vincent Federal Reserve Board
|
| Posted: |
|
14 Jan 12
|
|
Last Revised:
|
|
16 Nov 12
|
|
97
|
2
|
|
| |
|
| |
Strategic arbitrage, liquidity, limits of arbitrage
|
|
|
|
|
|
2.
|
|
|
Fardeau, Vincent Federal Reserve Board
|
| Posted: |
|
14 Jan 12
|
|
Last Revised:
|
|
29 Mar 12
|
|
65
(176,486)
|
|
|
| |
|
| |
predatory trading, liquidity, price impact, firesales
|
|
|
3.
|
|
|
Fardeau, Vincent Federal Reserve Board
|
| Posted: |
|
14 Jan 12
|
|
Last Revised:
|
|
30 Nov 12
|
|
22
(268,606)
|
|
|
| |
|
| |
Limits of arbitrage, liquidity, strategic arbitrage, market structure, price impact
|
|