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Fardeau, Vincent's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
263 |
Total
Citations
2 |
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1.
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Dynamic Strategic Arbitrage
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Fardeau, Vincent
Federal Reserve Board
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Posted:
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14 Jan 12
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Last Revised:
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16 Nov 12
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176
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2
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Fardeau, Vincent
Federal Reserve Board
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30 Mar 12
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Last Revised:
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16 Nov 12
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79
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Strategic arbitrage, liquidity, price impact, limits of arbitrage
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Fardeau, Vincent
Federal Reserve Board
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| Posted: |
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14 Jan 12
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Last Revised:
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16 Nov 12
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97
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2
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Strategic arbitrage, liquidity, limits of arbitrage
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2.
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Fardeau, Vincent
Federal Reserve Board
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| Posted: |
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14 Jan 12
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Last Revised:
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29 Mar 12
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65
(176,486)
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predatory trading, liquidity, price impact, firesales
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3.
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Fardeau, Vincent
Federal Reserve Board
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| Posted: |
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14 Jan 12
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Last Revised:
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30 Nov 12
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22
(268,606)
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Limits of arbitrage, liquidity, strategic arbitrage, market structure, price impact
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