Sandro Lunghi

Inalytics Limited

Croydon

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

416

SSRN CITATIONS

5

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data

HEC Paris Research Paper No. FIN-2017-1206, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 80 Posted: 19 May 2017 Last Revised: 13 Aug 2017
Board of Governors of the Federal Reserve System, Inalytics Limited and HEC Paris - Finance Department
Downloads 309 (157,823)
Citation 5

Abstract:

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Hedge Funds, Short Selling, Profitability, Limits of Arbitrage

2.

Fundamental Arbitrage Under the Microscope: Evidence from Detailed Hedge Fund Transaction Data

FEDS Working Paper No. 2021-22
Number of pages: 50 Posted: 30 Jun 2021
Inalytics Limited, HEC Paris - Finance Department and Board of Governors of the Federal Reserve System
Downloads 107 (400,044)
Citation 4

Abstract:

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