fabrice riva : Citation Profile


Are you fabrice riva?

Université Paris-Dauphine (Paris IX)

3

H index

2

i10 index

25

Citations

RESEARCH PRODUCTION:

2

Articles

2

Papers

RESEARCH ACTIVITY:

   6 years (2007 - 2013). See details.
   Cites by year: 4
   Journals where fabrice riva has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri124
   Updated: 2020-02-08    RAS profile: 2011-02-21    
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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 fabrice riva.

Is cited by:

Kozhan, Roman (2)

YOUSFI, Ouidad (2)

Lechman, Ewa (2)

Marszk, Adam (2)

Foucault, Thierry (2)

Morkoetter, Stefan (2)

Sánchez Serrano, Antonio (1)

Pagano, Marco (1)

Cites to:

van Kervel, Vincent (2)

Subrahmanyam, Avanidhar (2)

Roll, Richard (2)

Summers, Lawrence (2)

Campbell, John (2)

Waldmann, Robert (2)

Degryse, Hans (2)

Amihud, Yakov (2)

Shleifer, Andrei (2)

Stoll, Hans (2)

McInish, Thomas (1)

Main data


Where fabrice riva has published?


Recent works citing fabrice riva (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.

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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.

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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.

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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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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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Works by fabrice riva:


YearTitleTypeCited
2008The determinants of volatility on the American crude oil futures market In: OPEC Energy Review.
[Full Text][Citation analysis]
article1
2013Liquidity in European Equity ETFs: What Really Matters? In: GREDEG Working Papers.
[Full Text][Citation analysis]
paper3
2007Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach In: Post-Print.
[Full Text][Citation analysis]
paper10
2007Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach In: Review of Finance.
[Full Text][Citation analysis]
article11

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