4
H index
2
i10 index
64
Citations
Groupe EDHEC (École de Hautes Études Commerciales du Nord) | 4 H index 2 i10 index 64 Citations RESEARCH PRODUCTION: 4 Articles 22 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 20 |
Year ![]() | Title of citing document ![]() |
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2025 | Discounted-likelihood valuation of variance and volatility swaps. (2025). Rujeerapaiboon, Napat ; Chen, Hongdan ; Rujivan, Sanae. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00701-8. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2014 | Direct and Indirect Effects of Index ETFs on Spot€ Futures Pricing and Liquidity: Evidence from the CAC 40 Index In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
2019 | Liquidity provision in ETF markets: The basket and beyond In: Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Liquidity provision in ETF markets : The basket and beyond.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Innovation financière et recherche en finance. Le cas des Exchange-Traded Funds In: Revue française de gestion. [Full Text][Citation analysis] | article | 0 |
2013 | Liquidity in European Equity ETFs: What Really Matters? In: GREDEG Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Liquidity in European equity ETFs: What really matters?.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2013 | Liquidity in European Equity ETFs: What Really Matters?.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2005 | Les 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] | paper | 0 |
2005 | LES RÉACTIONS DU MARCHÉ À LANNONCE DE PROGRAMMES DE REDUCTION DES COUTS : UNE ÉTUDE EXPLORATOIRE SUR LES ENTREPRISES DU CAC 40.(2005) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2007 | Le point sur les ETFs In: Post-Print. [Citation analysis] | paper | 0 |
2007 | Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach In: Post-Print. [Full Text][Citation analysis] | paper | 20 |
2007 | Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach.(2007) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2008 | Exchange Traded Funds: History, Trading and Research In: Post-Print. [Full Text][Citation analysis] | paper | 25 |
2004 | A Survivorship Analysis of the French Index Options Market Deviations to Put Call Parity In: Post-Print. [Citation analysis] | paper | 0 |
2004 | The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach In: Post-Print. [Citation analysis] | paper | 2 |
2005 | The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach.(2005) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2005 | The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach.(2005) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2006 | The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2006 | The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2006 | The Determinants of the Time to Efficiency in OptionsMarkets: A Survival Analysis Approach.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2014 | Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index In: Post-Print. [Citation analysis] | paper | 5 |
2012 | Direct and Indirect Effects of Index ETFs on Spot-Futures Mispricing and Illiquidity In: Post-Print. [Citation analysis] | paper | 1 |
2012 | Legitimizing an ambiguous financial innovation: The case of Exchange-Traded Funds in France In: Post-Print. [Citation analysis] | paper | 1 |
2009 | Le marché des trackers : aspects techniques, dimension sociale In: Post-Print. [Citation analysis] | paper | 0 |
2014 | Une confrontation des modes de description du marché en finance et en sociologie : le cas des Exchange Traded Funds (ETF) In: Post-Print. [Citation analysis] | paper | 0 |
2001 | Estimation 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. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team