Gabriel Yergeau
Personal Details
First Name: | Gabriel |
Middle Name: | |
Last Name: | Yergeau |
Suffix: | |
RePEc Short-ID: | pye109 |
[This author has chosen not to make the email address public] | |
Affiliation
HEC Montréal (École des Hautes Études Commerciales)
Montréal, Canadahttp://www.hec.ca/
RePEc:edi:hecmtca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2022. "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers 22-5, HEC Montreal, Canada Research Chair in Risk Management.
- Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2021.
"International High-Frequency Arbitrage for Cross-Listed Stocks,"
Working Papers
21-4, HEC Montreal, Canada Research Chair in Risk Management, revised 15 Mar 2022.
- Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2023. "International high-frequency arbitrage for cross-listed stocks," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Yergeau, Gabriel, 2016. "Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation," Working Papers 16-3, HEC Montreal, Canada Research Chair in Risk Management.
Articles
- Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2023.
"International high-frequency arbitrage for cross-listed stocks,"
International Review of Financial Analysis, Elsevier, vol. 89(C).
- Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2021. "International High-Frequency Arbitrage for Cross-Listed Stocks," Working Papers 21-4, HEC Montreal, Canada Research Chair in Risk Management, revised 15 Mar 2022.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MST: Market Microstructure (3) 2016-10-09 2021-08-09 2022-12-05. Author is listed
- NEP-CMP: Computational Economics (1) 2021-08-09. Author is listed
- NEP-CWA: Central and Western Asia (1) 2021-08-09. Author is listed
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Gabriel Yergeau should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.