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H index
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i10 index
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Citations
HEC Montréal (École des Hautes Études Commerciales) | 1 H index 0 i10 index 2 Citations RESEARCH PRODUCTION: 1 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriel Yergeau. | Is cited by: | Cites to: |
| Year | Title of citing document |
|---|---|
| 2026 | Trading on delay: Information frictions and cross-market arbitrage in index futures. (2026). Kumar, S. S. S., ; Thomas, Sony ; Vk, Anand Krishnan. In: Finance Research Letters. RePEc:eee:finlet:v:98:y:2026:i:c:s1544612326003727. Full description at Econpapers || Download paper |
| 2024 | Mean-Reverting Statistical Arbitrage Strategies in Crude Oil Markets. (2024). Fanelli, Viviana. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:7:p:106-:d:1421417. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | International high-frequency arbitrage for cross-listed stocks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2021 | International High-Frequency Arbitrage for Cross-Listed Stocks.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The Profitability of Lead-Lag Arbitrage at High-Frequency In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team