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, Canada
http://www.hec.ca/
RePEc:edi:hecmtca (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. 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).

   Cited by:

   1. Viviana Fanelli, 2024. "Mean-Reverting Statistical Arbitrage Strategies in Crude Oil Markets," Risks, MDPI, vol. 12(7), pages 1-19, June.

Articles

1. 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.
   See citations under working paper version above.Sorry, no citations of articles recorded.

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.

1. NEP-MST: Market Microstructure (3) 2016-10-09 2021-08-09 2022-12-05. Author is listed
2. NEP-CMP: Computational Economics (1) 2021-08-09. Author is listed
3. 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.