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Details about Laurent DEVILLE

E-mail:
Phone:+33(0) 493187820
Postal address:EDHEC BUSINESS SCHOOL 393 Promenade des Anglais BP 3116 F- 06202 NICE Cedex 3
Workplace:EDHEC-Risk, Groupe EDHEC (École de Hautes Études Commerciales du Nord) (EDHEC Business School), (more information at EDIRC)

Access statistics for papers by Laurent DEVILLE.

Last updated 2020-03-26. Update your information in the RePEc Author Service.

Short-id: pde372


Jump to Journal Articles

Working Papers

2019

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

2014

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

2013

  1. Liquidity in European Equity ETFs: What Really Matters?
    Post-Print, HAL View citations (4)
    Also in GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France (2013) Downloads View citations (3)
    Post-Print, HAL (2013) View citations (4)

2012

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

2009

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

2008

  1. Exchange Traded Funds: History, Trading and Research
    Post-Print, HAL Downloads View citations (18)

2007

  1. Le point sur les ETFs
    Post-Print, HAL
  2. Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach
    Post-Print, HAL Downloads View citations (11)
    Also in Post-Print, HAL (2007) View citations (7)

    See also Journal Article in Review of Finance (2007)

2006

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

2005

  1. 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 Downloads
    Also in Post-Print, HAL (2005)

2004

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

2001

  1. 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 Downloads 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 Downloads
  2. Liquidity provision in ETF markets: The basket and beyond
    Finance, 2019, 40, (1), 53-85 Downloads
    See also Working Paper (2019)

2014

  1. 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 Downloads View citations (1)

2007

  1. Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach
    Review of Finance, 2007, 11, (3), 497-525 Downloads View citations (14)
    See also Working Paper (2007)
 
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