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Laurent Deville


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Personal Details

First Name: Laurent
Middle Name:
Last Name: Deville

RePEc Short-ID: pde372

Postal Address: 250 rue Albert Einstein - Batiment 2 06560 Valbonne FRANCE
Phone: +33(0) 93954397


(50%) EDHEC-Risk
Groupe EDHEC (École de Hautes Études Commerciales du Nord)
Location: Lille/Paris, France
Handle: RePEc:edi:riedhfr (more details at EDIRC)
(50%) Groupe de REcherche en Droit, Économie, Gestion (GREDEG)
Institut Supérieur d'Économie et Management (ISEM)
Université de Nice-Sophia Antipolis
Location: Nice, France
Phone: +33-493-954-172
Fax: +33-493-653-798
Postal: 250, rue Albert Einstein, 06560 Valbonne
Handle: RePEc:edi:credcfr (more details at EDIRC)


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Working papers

  1. Gresse, Carole & Deville, Laurent & De Séverac, Béatrice, 2014. "Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity : Evidence from the CAC 40 Index," Economics Papers from University Paris Dauphine 123456789/7689, Paris Dauphine University.
  2. 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.
  3. Oubenal, Mohamed & Deville, Laurent, 2012. "Legitimizing an Ambiguous Financial Innovation : the case of Exchange Traded Funds in France," Economics Papers from University Paris Dauphine 123456789/10296, Paris Dauphine University.
  4. Deville, Laurent & Oubenal, Mohamed, 2011. "From performativity to "socially embedded market devices" : The case of the Exchange Traded Funds market," Economics Papers from University Paris Dauphine 123456789/10298, Paris Dauphine University.
  5. Deville, Laurent & Oubenal, Mohamed, 2009. "Le marché des trackers : aspects techniques, dimensions sociales," Economics Papers from University Paris Dauphine 123456789/10297, Paris Dauphine University.
  6. Laurent Deville, 2008. "Exchange Traded Funds: History, Trading and Research," Post-Print halshs-00162223, HAL.
  7. Deville, Laurent, 2007. "Le point sur les Exchange Traded Funds," Economics Papers from University Paris Dauphine 123456789/1064, Paris Dauphine University.
  8. Laurent Deville & Fabrice Riva, 2007. "Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach," Post-Print halshs-00162221, HAL.
  9. Riva, Fabrice & Deville, Laurent, 2006. "The determinants of the time to efficiency in options markets : a survival analysis approach," Economics Papers from University Paris Dauphine 123456789/2391, Paris Dauphine University.
  10. Gresse, Carole & Deville, Laurent & de Séverac, Béatrice, 2006. "The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship," Economics Papers from University Paris Dauphine 123456789/2933, Paris Dauphine University.
  11. Laurent Deville & Marion Soulerot & Samuel Sponem, 2005. "Les Réactions Du Marché À L'Annonce De Programmes De Reduction Des Couts : Une Étude Exploratoire Sur Les Entreprises Du Cac 40," Post-Print halshs-00581183, HAL.
  12. Riva, Fabrice & Deville, Laurent, 2004. "A Survivorship Analysis of the French Index Options Market Deviations to Put Call Parity," Economics Papers from University Paris Dauphine 123456789/2174, Paris Dauphine University.
  13. Laurent Deville, 2001. "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 2001-02, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.


  1. 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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