Exchange traded funds: History, trading, and research L Deville Handbook of financial engineering, 67-98, 2008 | 207 | 2008 |
Liquidity and arbitrage in options markets: A survival analysis approach L Deville, F Riva Review of Finance 11 (3), 497-525, 2007 | 67* | 2007 |
Direct and indirect effects of index ETFs on spot‐futures pricing and liquidity: Evidence from the CAC 40 index L Deville, C Gresse, B De Séverac European Financial Management 20 (2), 352-373, 2014 | 33* | 2014 |
Liquidity in European equity ETFs: What really matters A Calamia, L Deville, F Riva Bankers, Markets & Investors 124 (1), 60-72, 2013 | 26* | 2013 |
Time to Efficiency in Options Markets and the Introduction of ETFs: Evidence from the French CAC40 Index L Deville Working Paper, Paris Dauphine University, 2005 | 13 | 2005 |
Les Réactions Du Marché À L'Annonce De Programmes De Reduction Des Couts: Une Étude Exploratoire Sur Les Entreprises Du Cac 40 L Deville, M Soulerot, S Sponem Comptabilité et Connaissances, CD-Rom, 2005 | 10 | 2005 |
Impact de l’introduction du tracker Master Share CAC 40 sur la relation de parité call-put L Deville Bankers, Markets & Investors (ex Banques & Marchés) 62, 50-57, 2003 | 10 | 2003 |
Legitimizing an ambiguous financial innovation: The case of Exchange-Traded Funds in France L Deville, M Oubenal Finance: The Discreet Regulator, 212-232, 2012 | 9 | 2012 |
Liquidity provision in ETF markets: The basket and beyond A Calamia, L Deville, F Riva Finance 40 (1), 53-85, 2019 | 8* | 2019 |
Time to Efficiency of the French CAC 40 Index Options Market L Deville Available at SSRN 498942, 2003 | 4 | 2003 |
Innovation financière et recherche en finance L Deville, F Riva Revue française de gestion, 101-118, 2019 | 3* | 2019 |
Une confrontation entre deux modes de description d’un marché-en finance et en sociologie: le cas des exchange traded funds (ETF) L Deville, M Oubenal Annales des Mines-Gerer et comprendre, 22-31, 2015 | 3 | 2015 |
Estimation des coûts de transaction sur un marché gouverné par les ordres: le cas des composantes du CAC 40 L Deville Laboratoire de recherche en gestion et économie Université Louis Pasteur …, 2001 | 3 | 2001 |
Le point sur les ETFs L Deville Bankers, Markets & Investors (ex Banques & Marchés) 86, 48-58, 2007 | 2 | 2007 |
The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship C Gresse, L Deville, B de Séverac | 2* | 2005 |
Coûts de transaction et efficience des marchés d'options: tests empiriques sur le marché français L Deville Université Louis Pasteur (Strasbourg)(1971-2008), 2002 | 2 | 2002 |
Sources of Risks in Financial Innovations: Embedded and Additional Risks in Exchange Traded Funds (ETFs) M Oubenal, L Deville The Making of Finance, 99-113, 2018 | | 2018 |
Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index B de Séverac, L Deville, C Gresse | | 2014 |
From performativity to" socially embedded market devices": The case of the Exchange Traded Funds market L Deville, M Oubenal | | 2011 |
The production of a promotional discourse: The case of the ‘ETF’financial market in France L Deville, M Oubenal | | 2010 |