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Fabrice Riva

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This is information that was supplied by Fabrice Riva in registering through RePEc. If you are Fabrice Riva , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Fabrice
Middle Name:
Last Name: Riva
Suffix:

RePEc Short-ID: pri124

Email:
Homepage:
Postal Address:
Phone:

Affiliation

Centre de Recherches sur la Gestion (CEREG)
Dauphine Recherches en Management (DRM)
Université Paris-Dauphine (Paris IX)
Location: Paris, France
Homepage: http://www.dauphine.fr/cereg/
Email:
Phone: 01 44 05 49 30
Fax: 01 44 05 40 23
Postal: Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16
Handle: RePEc:edi:crgp9fr (more details at EDIRC)

Works

as in new window

Working papers

  1. Anna Calamia & Laurent Deville & Fabrice Riva, 2013. "Liquidity in European Equity ETFs: What Really Matters?," GREDEG Working Papers 2013-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  2. Laurent Deville & Fabrice Riva, 2007. "Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach," Post-Print halshs-00162221, HAL.

Articles

  1. Delphine Lautier & Fabrice Riva, 2008. "The determinants of volatility on the American crude oil futures market," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 32(2), pages 105-122, 06.
  2. Laurent Deville & Fabrice Riva, 2007. "Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach," Review of Finance, European Finance Association, vol. 11(3), pages 497-525.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-EEC: European Economics (1) 2013-05-22. Author is listed
  2. NEP-MST: Market Microstructure (1) 2013-05-22. Author is listed

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