Laurent DEVILLE : Citation Profile


Are you Laurent DEVILLE?

Groupe EDHEC (École de Hautes Études Commerciales du Nord)

4

H index

3

i10 index

60

Citations

RESEARCH PRODUCTION:

1

Articles

23

Papers

RESEARCH ACTIVITY:

   13 years (2001 - 2014). See details.
   Cites by year: 4
   Journals where Laurent DEVILLE has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 1 (1.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde372
   Updated: 2020-02-08    RAS profile: 2017-10-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent DEVILLE.

Is cited by:

Marszk, Adam (12)

Lechman, Ewa (11)

Morkoetter, Stefan (3)

YOUSFI, Ouidad (3)

Pagano, Marco (3)

Sánchez Serrano, Antonio (3)

Foucault, Thierry (2)

Kozhan, Roman (2)

Kaur, Harleen (1)

Mendonça, Diogo (1)

Williams, Tomas (1)

Cites to:

Ackert, Lucy (3)

Shleifer, Andrei (3)

Switzer, Lorne (3)

Subrahmanyam, Avanidhar (2)

Summers, Lawrence (2)

van Kervel, Vincent (2)

Degryse, Hans (2)

Kurov, Alexander (2)

Campbell, John (2)

Waldmann, Robert (2)

Miller, Merton (1)

Main data


Where Laurent DEVILLE has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL21

Recent works citing Laurent DEVILLE (2018 and 2017)


YearTitle of citing document
2018Persistency of the momentum effect. (2018). Chen, Hongyi ; Hsieh, Chiahsun ; Chou, PinHuang . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:856-892.

Full description at Econpapers || Download paper

2018Do ETFs lead the price moves? Evidence from the major US markets. (2018). Buckle, Mike ; Tong, Chen ; Guo, Qian ; Chen, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:91-103.

Full description at Econpapers || Download paper

2018Multi-market trading and liquidity: Evidence from cross-listed companies. (2018). Atanasova, Christina ; Li, Mingxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:117-138.

Full description at Econpapers || Download paper

2019The decline in idiosyncratic values of US Treasury securities. (2019). Zhou, Lei ; Wu, Yanbin ; Livingston, Miles. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:8.

Full description at Econpapers || Download paper

2017The role of Exchange Traded Funds in the price discovery process of stocks listed on the Botswana Stock Exchange. (2017). Kambeu, Edson. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:6:y:2017:i:1:p:141-148.

Full description at Econpapers || Download paper

2018The pricing efficiency of exchange-traded commodities. (2018). Dorfleitner, Gregor ; Gerer, Johannes ; Gerl, Anna . In: Review of Managerial Science. RePEc:spr:rvmgts:v:12:y:2018:i:1:d:10.1007_s11846-016-0221-0.

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2019Can ETFs contribute to systemic risk?. (2019). Sánchez Serrano, Antonio ; Pagano, Marco ; Zechner, Jozef. In: Report of the Advisory Scientific Committee. RePEc:srk:srkasc:20199.

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2017Option pricing under short-lived arbitrage: theory and tests. (2017). Hilliard, Jimmy E. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:11:p:1661-1681.

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2017How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2017). Williams, Tomas ; Levy Yeyati, Eduardo ; Converse, Nathan ; Levy-Yeyati, Eduardo. In: School of Government Working Papers. RePEc:udt:wpgobi:2017-12.

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2019A Closer Look at Credt Rating Processes: Uncovering the Impact of Analyst Rotation. (2019). Morkoetter, Stefan ; Mattig, Andreas-Walter ; Dinkelaker, Kilian R. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:11.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:1-2017.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:34.

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Works by Laurent DEVILLE:


YearTitleTypeCited
2013Liquidity in European Equity ETFs: What Really Matters? In: GREDEG Working Papers.
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paper3
2013Liquidity in European equity ETFs: What really matters? In: Post-Print.
[Citation analysis]
paper3
2014Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index In: Post-Print.
[Citation analysis]
paper1
2005Les réactions du marché à lannonce de programmes de réduction des coûts : une étude exploratoire sur les entreprises du CAC 40 In: Post-Print.
[Citation analysis]
paper0
2007Le point sur les ETFs In: Post-Print.
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paper0
2007Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach In: Post-Print.
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paper10
2008Exchange Traded Funds: History, Trading and Research In: Post-Print.
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paper15
2004A Survivorship Analysis of the French Index Options Market Deviations to Put Call Parity In: Post-Print.
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paper0
2004The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach In: Post-Print.
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paper0
2005The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach In: Post-Print.
[Citation analysis]
paper1
2005The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach In: Post-Print.
[Citation analysis]
paper0
2006The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach In: Post-Print.
[Citation analysis]
paper0
2006The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach In: Post-Print.
[Citation analysis]
paper0
2006The Determinants of the Time to Efficiency in OptionsMarkets: A Survival Analysis Approach In: Post-Print.
[Citation analysis]
paper1
2005LES RÉACTIONS DU MARCHÉ À LANNONCE DE PROGRAMMES DE REDUCTION DES COUTS : UNE ÉTUDE EXPLORATOIRE SUR LES ENTREPRISES DU CAC 40 In: Post-Print.
[Full Text][Citation analysis]
paper0
2014Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index In: Post-Print.
[Citation analysis]
paper3
2007Liquidity and arbitrage in options markets: A survival analysis approach In: Post-Print.
[Citation analysis]
paper6
2012Direct and Indirect Effects of Index ETFs on Spot-Futures Mispricing and Illiquidity In: Post-Print.
[Citation analysis]
paper1
2012Legitimizing an ambiguous financial innovation: The case of Exchange-Traded Funds in France In: Post-Print.
[Citation analysis]
paper1
2009Le marché des trackers : aspects techniques, dimension sociale In: Post-Print.
[Citation analysis]
paper0
2013Liquidity in European Equity ETFs: What Really Matters? In: Post-Print.
[Citation analysis]
paper3
2014Une confrontation des modes de description du marché en finance et en sociologie : le cas des Exchange Traded Funds (ETF) In: Post-Print.
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paper0
2001Estimation des coûts de transaction sur un marché gouverné par les ordres : le cas des composantes du CAC 40 In: Working Papers of LaRGE Research Center.
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paper1
2007Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach In: Review of Finance.
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article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 4 2020. Contact: CitEc Team