Vincent Fardeau

National Research University Higher School of Economics - International College of Economics and Finance

Pokrovski Bulvar 11, Korpus Zh, Office 715

Moscow, 109028

Russia

SCHOLARLY PAPERS

5

DOWNLOADS

714

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.
Downloads 414 ( 82,436)
Citation 1

Dynamic Strategic Arbitrage

Number of pages: 64 Posted: 30 Mar 2012 Last Revised: 10 Jan 2016
Vincent Fardeau
National Research University Higher School of Economics - International College of Economics and Finance
Downloads 286 (123,894)

Abstract:

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Strategic arbitrage, liquidity, price impact, limits of arbitrage, anticipated shocks, V-shaped price patterns, time-series momentum and reversal

Dynamic Strategic Arbitrage

AFA 2013 San Diego Meetings Paper
Number of pages: 47 Posted: 14 Jan 2012 Last Revised: 16 Nov 2012
Vincent Fardeau
National Research University Higher School of Economics - International College of Economics and Finance
Downloads 128 (258,637)
Citation 2

Abstract:

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Strategic arbitrage, liquidity, limits of arbitrage

2.

Predatory Trading in a Rational Market

Number of pages: 61 Posted: 14 Jan 2012 Last Revised: 27 Jan 2019
Vincent Fardeau
National Research University Higher School of Economics - International College of Economics and Finance
Downloads 174 (200,435)
Citation 1

Abstract:

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predatory trading, liquidity, price impact, firesales

3.

Competition Dynamics, Market Depth, and the Speed of Arbitrage

Number of pages: 54 Posted: 03 Jun 2014 Last Revised: 09 Feb 2021
Vincent Fardeau
National Research University Higher School of Economics - International College of Economics and Finance
Downloads 94 (319,462)
Citation 1

Abstract:

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slow-moving capital, strategic arbitrage, liquidity, price impact, entry

4.

Arbitrage with Financial Constraints and Market Power

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 64 Posted: 26 Jun 2020 Last Revised: 05 Jan 2021
Vincent Fardeau
National Research University Higher School of Economics - International College of Economics and Finance
Downloads 32 (528,209)

Abstract:

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Limits of arbitrage, liquidity, strategic arbitrage, market structure, price impact, margin requirements, market power

5.

Market Structure and the Limits of Arbitrage

Posted: 14 Jan 2012 Last Revised: 19 Jun 2020
Vincent Fardeau
National Research University Higher School of Economics - International College of Economics and Finance

Abstract:

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Limits of arbitrage, liquidity, strategic arbitrage, market structure, price impact