- Dauphine Home >
- Faculty & Staff >
- Faculty & Researcher profiles
Back
RIVA Fabrice
Current Position - Status
Department of attachment : MSO
Centre of Research : Management (DRM)
Member of a central council : CS
Member of a department council : MSO
Member of a research centre council/lab : DRM
Education and qualification
Ph.D.
Sciences de gestion (1999 - Université Paris Dauphine)Master (Search) specialty : Finance (1993 - Université Paris Dauphine)
Fields of teaching, research and professionnal competence
Fields of teaching
- Finance
Fields of research
- Finance
Areas of Expertise
- Market microstructure
Publications of RIVA Fabrice
2013
Articles
- Ginglinger, Edith ; Koening-Matsoukis, Laure ; Riva, Fabrice . Seasoned equity offerings: Stock market liquidity and the rights offer paradox. Journal of Business, Finance and Accounting. Volume 40. n° 1-2. 2013. pages 215-238. Wiley. DOI http://dx.doi.org/10.1111/jbfa.12007.
2012
Articles
- Riva, Fabrice . Production de liquidité par les marchés boursiers, valorisation des actifs et coût de financement. Revue d'économie financière. n° 106. 2012. pages 37-48. Association d’Economie Financière.
2011
Working Papers
- Van Bommel, Jos ; Sogorb, Francisco ; Raposo, Juan ; Riva, Fabrice . Estimating the Proportion of Informed Trade in Call Auctions. Université Paris-Dauphine . 2011 .
2009
Conference Contributions
- Riva, Fabrice ; Ginglinger, Edith ; Koenig-Matsoukis, Laure . Stock Market Liquidity and the Rights Offer Paradox. 7th Paris finance international meeting (AFFI). Paris. France. 2009.
- Koenig-Matsoukis, Laure ; Riva, Fabrice ; Ginglinger, Edith . Stock market liquidity and the rights offer paradox. EFMA 2009. Milan. Italie. 2009.
- Riva, Fabrice ; Ginglinger, Edith ; Koenig-Matsoukis, Laure . Stock market liquidity and the rights offer paradox. 22nd Australasian Finance and Banking Conference. Sydney. Australie. 2009.
2008
Articles
- Riva, Fabrice ; Lautier, Delphine . The Determinants Of Volatility On The American Crude Oil Futures Market. OPEC Energy Review. Volume 32. n° 2. 2008. pages 105-122. Wiley - Blackwell. DOI http://dx.doi.org/10.1111/j.1753-0237.2008.00145.x.
Books
- Riva, Fabrice . Applications financières sous Excel en Visual Basic. Paris. Economica . 2008 . pages 304 . ISBN 978-2-7178-5590-6 .
2007
Articles
- Riva, Fabrice ; Deville, Laurent . Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach. Review of Finance. Volume 11. n° 3. 2007. pages 497-525. Oxford University Press. DOI http://dx.doi.org/10.1093/rof/rfm021.
2006
Articles
- Riva, Fabrice . La liquidité a un prix pour les investisseurs. Option Finance. 2006. pages 50.
2005
Conference Contributions
- Riva, Fabrice ; Deville, Laurent . The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach. 4ème journées d'économétrie de Nanterre : "Développements récents de l'économétrie appliquée à la finance". Nanterre. France. 2005.
- Riva, Fabrice ; Deville, Laurent . The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach. FMA European Conference. Sienne. Italie. 2005.
Books
- Riva, Fabrice . Applications financières sous Excel en Visual Basic. . Economica . 2005 . pages 233 . ISBN 2-7178-5090-2 .
2004
Articles
- Lautier, Delphine ; Riva, Fabrice . Volatilité et liquidité sur le marché du pétrole brut. Option Finance. n° 799. 2004. pages 58.
Conference Contributions
- Riva, Fabrice ; Deville, Laurent . The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach. Journées de l'AFSE 2006. Strasbourg. France. 2006.
- Deville, Laurent ; Riva, Fabrice . The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach. Conférence internationale - Association française de finance (AFFI). Paris. France. 2004.
- Riva, Fabrice ; Lautier, Delphine . Liquidity and volatility in the American crude oil futures market. Conférence internationale de l'Association Française de FInance (AFFI). Cergy. France. 2004.
- Riva, Fabrice ; Deville, Laurent . A Survivorship Analysis of the French Index Options Market Deviations to Put Call Parity. Toulouse Master in Finance Inaugural Conference - 18-19 oct 2004. Toulouse. France. 2004.
- Riva, Fabrice ; Deville, Laurent . The determinants of the time to efficiency in options markets : a survival analysis approach. Microstructure of financial and money markets. Paris. France. 2006.
- Riva, Fabrice ; Lautier, Delphine . Liquidity and volatility in the American crude oil futures market. Northern Finance Association. Saint John's. Canada. 2004.
- Riva, Fabrice ; Deville, Laurent . The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach. International Conference on High Frequency Finance. Konstanz. Allemagne. 2006.
2000
Working Papers
- Riva, Fabrice . Le marché des blocs hors-CAC : un supplément de liquidité pour la Bourse de Paris ?. Université Paris-Dauphine . 2000 .
1997
Articles
- Thion, Bernard ; Riva, Fabrice . Performances des sociétés immobilières à la Bourse de Paris. Banque & Marchés. n° 30. 1997. pages 31-45. Groupe Banque.
Book chapters
- Riva, Fabrice . Les échanges de blocs sur le marché central à la Bourse de Paris : une étude empirique. Biais, Bruno; Davydoff, Didier; Jacquillat, Bertrand. Organisation et qualité des marchés financiers. Paris. 1997. pages 65-83.





