Fabrice Riva

Université Paris Dauphine

Professor of Finance

Place du Maréchal de Tassigny

Paris, Cedex 16 75775

France

SCHOLARLY PAPERS

6

DOWNLOADS

1,638

TOTAL CITATIONS

5

Scholarly Papers (6)

1.

Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique

Journal of Banking & Finance, 2024[10.1016/j.jbankfin.2024.107333], Université Paris-Dauphine Research Paper No. 4079302, Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 51 Posted: 19 Apr 2022 Last Revised: 22 Nov 2024
Thomas Marta and Fabrice Riva
Wilfrid Laurier University - Lazaridis School of Business and Economics and Université Paris Dauphine
Downloads 413 (147,083)

Abstract:

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ETFs, commonality

2.
Downloads 393 (155,571)
Citation 1

Stock Market Liquidity and the Rights Offer Paradox

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 14 Mar 2009 Last Revised: 17 Jun 2015
Université Paris-Dauphine, PSL Research University, Université Paris-Dauphine and Université Paris Dauphine
Downloads 217 (287,014)
Citation 1

Abstract:

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Security offering, SEO, flotation method, flotation costs, rights issues, public offerings, liquidity, bid-ask spread

Stock Market Liquidity and the Rights Offer Paradox

Number of pages: 47 Posted: 14 Oct 2009 Last Revised: 17 Jun 2015
Edith Ginglinger, Laure Koenig and Fabrice Riva
Université Paris-Dauphine, PSL Research University, affiliation not provided to SSRN and Université Paris Dauphine
Downloads 176 (349,057)

Abstract:

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Security offering, SEO, flotation method, flotation costs, rights issues, public offerings, liquidity, bid-ask spread

3.

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 (189,794)
Citation 3

Abstract:

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

4.

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 (238,015)
Citation 1

Abstract:

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

5.

Seasoned Equity Offerings: Stock Market Liquidity and the Rights Offer Paradox

Journal of Business Finance and Accounting, Forthcoming
Number of pages: 42 Posted: 26 Oct 2012
Université Paris-Dauphine, PSL Research University, Université Paris-Dauphine and Université Paris Dauphine
Downloads 240 (261,829)

Abstract:

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Seasoned equity offering, SEO, flotation method, flotation costs, rights issues, public offerings, liquidity, bid-ask spread

6.

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

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