Advanced Search
MyIDEAS: Login to follow this author

Laurent Deville

Contents:

This is information that was supplied by Laurent Deville in registering through RePEc. If you are Laurent Deville , 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: Laurent
Middle Name:
Last Name: Deville
Suffix:

RePEc Short-ID: pde372

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

Affiliation

(50%) EDHEC-Risk
Groupe EDHEC (École de Hautes Études Commerciales du Nord)
Location: Lille/Paris, France
Homepage: http://www.edhec-risk.com/
Email:
Phone:
Fax:
Postal:
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
Homepage: http://www.gredeg.cnrs.fr/
Email:
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)

Works

as in new window

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. Laurent Deville & Fabrice Riva, 2007. "Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach," Post-Print halshs-00162221, HAL.
  8. Deville, Laurent, 2007. "Le point sur les Exchange Traded Funds," Economics Papers from University Paris Dauphine 123456789/1064, Paris Dauphine University.
  9. 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.
  10. 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.
  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.

Articles

  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

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Laurent Deville 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.