Laurent Deville

EDHEC Business School

58 rue du Port

Lille, 59046

France

SCHOLARLY PAPERS

5

DOWNLOADS

1,080

TOTAL CITATIONS

8

Scholarly Papers (5)

1.

The Provision of Liquidity in ETFs: Theory and Evidence from European Markets

Number of pages: 39 Posted: 08 Sep 2016 Last Revised: 10 Sep 2016
Anna Calamia, Laurent Deville and Fabrice Riva
Toulouse Business School - TBS Education, EDHEC Business School and Université Paris Dauphine
Downloads 328 (190,048)
Citation 3

Abstract:

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Exchange Traded Funds, market design, bid-ask spreads, liquidity provision, inventory management

2.

Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index

European Financial Management, 20(2), 352-373, 2014.
Number of pages: 38 Posted: 03 Aug 2011 Last Revised: 15 Mar 2014
Laurent Deville, Carole Gresse and Béatrice de Séverac
EDHEC Business School, Université Paris Dauphine-PSL and Université Paris Ouest Nanterre La Défense
Downloads 270 (232,959)
Citation 3

Abstract:

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Futures, Exchange-Traded Fund, ETF, Efficiency, Arbitrage, Liquidity

3.

The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach

Number of pages: 35 Posted: 15 Mar 2005
Laurent Deville and Fabrice Riva
EDHEC Business School and Université Paris Dauphine
Downloads 264 (238,332)
Citation 1

Abstract:

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Index options, market efficiency, survival analysis, exchange traded funds

4.

Time to Efficiency of the French CAC 40 Index Options Market

Number of pages: 45 Posted: 12 Jun 2004
Laurent Deville
EDHEC Business School
Downloads 218 (288,801)
Citation 1

Abstract:

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Index options, Exchange Traded Funds, Market efficiency, Put-call parity, Ex ante tests

5.

Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach

Review of Finance, Vol. 11, Issue 3, pp. 497-525, 2007
Posted: 14 Jul 2008
Laurent Deville and Fabrice Riva
EDHEC Business School and Université Paris Dauphine

Abstract:

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