4
H index
2
i10 index
63
Citations
Laurent DEVILLE : Citation Profile
Groupe EDHEC (École de Hautes Études Commerciales du Nord) | RESEARCH PRODUCTION: 4 Articles 22 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2001 - 2019). 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:
| Cites to:
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Main data
Where Laurent DEVILLE has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 20 |
Recent works citing Laurent DEVILLE (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs. (2023). Seok, Sangik ; Cho, Hoon ; Kim, Jinhwan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001531. Full description at Econpapers || Download paper |
| 2023 | Revisiting the momentum effect in Taiwan: The role of persistency. (2023). Lee, Cheng-Few ; Hsieh, Chia-Hsun ; Chen, Hong-Yi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000094. Full description at Econpapers || Download paper |
Works by Laurent DEVILLE:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 19 |
| 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: 19 | 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 November, 3 2024. Contact: CitEc Team