Details about Laurent DEVILLE

Access statistics for papers by Laurent DEVILLE.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pde372

Working Papers

2019

1. Liquidity provision in ETF markets: The basket and beyond
   Post-Print, HAL
   See also Journal Article Liquidity provision in ETF markets: The basket and beyond, Finance, Presses universitaires de Grenoble (2019) (2019)

2014

2. Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index
   Post-Print, HAL View citations (4)
3. Une confrontation des modes de description du marché en finance et en sociologie: le cas des Exchange Traded Funds (ETF)
   Post-Print, HAL

2013

4. Liquidity in European Equity ETFs: What Really Matters?
   GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France View citations (4)
   Also in Post-Print, HAL (2013) View citations (5)
   Post-Print, HAL (2013) View citations (4)

2012

5. Direct and Indirect Effects of Index ETFs on Spot-Futures Mispricing and Illiquidity
   Post-Print, HAL View citations (1)
6. Legitimizing an ambiguous financial innovation: The case of Exchange-Traded Funds in France
   Post-Print, HAL View citations (1)

2009

7. Le marché des trackers: aspects techniques, dimension sociale
   Post-Print, HAL

2008

8. Exchange Traded Funds: History, Trading and Research
   Post-Print, HAL View citations (25)

2007

9. Le point sur les ETFs
   Post-Print, HAL
10. Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach
    Post-Print, HAL View citations (15)
    See also Journal Article Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach, Review of Finance, European Finance Association (2007) View citations (21) (2007)

2006

11. The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach
    Post-Print, HAL
    Also in Post-Print, HAL (2006) View citations (1)
    Post-Print, HAL (2005) View citations (1)
    Post-Print, HAL (2006)
    Post-Print, HAL (2004) View citations (1)
    Post-Print, HAL (2005) View citations (1)

2005

12. LES RÉACTIONS DU MARCHÉ À L'ANNONCE DE PROGRAMMES DE REDUCTION DES COUTS: UNE ÉTUDE EXPLORATOIRE SUR LES ENTREPRISES DU CAC 40
    Post-Print, HAL
    Also in Post-Print, HAL (2005)

2004

13. A Survivorship Analysis of the French Index Options Market Deviations to Put Call Parity
    Post-Print, HAL

2001

14. Estimation des coûts de transaction sur un marché gouverné par les ordres: le cas des composantes du CAC 40
    Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg View citations (1)

Journal Articles

2019

1. Innovation financière et recherche en finance. Le cas des Exchange-Traded Funds
   Revue française de gestion, 2019, N° 285, (8), 101-118
2. Liquidity provision in ETF markets: The basket and beyond
   Finance, 2019, 40, (1), 53-85
   See also Working Paper Liquidity provision in ETF markets: The basket and beyond, Post-Print (2019) (2019)

2014

3. Direct and Indirect Effects of Index ETFs on Spot†Futures Pricing and Liquidity: Evidence from the CAC 40 Index
   European Financial Management, 2014, 20, (2), 352-373 View citations (4)

2007

4. Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach
   Review of Finance, 2007, 11, (3), 497-525 View citations (21)
   See also Working Paper Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach, Post-Print (2007) View citations (15) (2007)