2012

Articles

• Gresse, Carole ; Deville, Laurent ; De Séverac, Béatrice . Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity : Evidence from the CAC 40 Index. European Financial Management. 2012. Wiley. DOI http://dx.doi.org/10.1111/j.1468-036X.2011.00638.x.

Chapitres d'ouvrage

• Oubenal, Mohamed ; Deville, Laurent . Legitimizing an Ambiguous Financial Innovation : the case of Exchange Traded Funds in France. Richard, Chrystelle; Huault, Isabelle. Finance : The Discreet Regulator. How Financial Activities Shape and Transform the World. Basingstoke. 2012. pages 212-232.

2011

Communications / Conférences

• Deville, Laurent ; Oubenal, Mohamed . From performativity to "socially embedded market devices" : The case of the Exchange Traded Funds market. 7th Critical Management Studies conference. Naples. Italie. 2011.

2010

Communications / Conférences

• Deville, Laurent ; Oubenal, Mohamed . The production of a promotional discourse: The case of the ‘ETF’ financial market in France. 26th European Group of Organization Studies (EGOS) Colloquium. Lisbonne. Portugal. 2010.

2009

Chapitres d'ouvrage

• Deville, Laurent ; Oubenal, Mohamed . Le marché des trackers : aspects techniques, dimensions sociales. Pezet, Anne. L'état des entreprises 2010. Paris. 2009. pages 54-63.

Documents de travail

• de Séverac, Béatrice ; Gresse, Carole ; Deville, Laurent . Direct and Indirect Effects of Index ETFs on Spot-Futures Mispricing and Illiquidity. Université Paris-Dauphine . 2009 .

2008

Chapitres d'ouvrage

• Deville, Laurent . Exchange traded funds : history, trading and research. Doumpos, M.; Zopounidis, C.; Pardalos, P.. Handbook of financial engineering. New-York. 2008. pages 67-98.

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.
• Deville, Laurent . Le point sur les Exchange Traded Funds. Banque & Marchés. Volume 86. 2007. pages 48-58. Revue Banque.

2005

Communications / Conférences

• Gresse, Carole ; Deville, Laurent ; de Séverac, Béatrice . The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship. EFMA 2006. Madrid. Espagne. 2006.
• Soulerot, Marion ; Sponem, Samuel ; Deville, Laurent . Les réactions du marché à l'annonce de programmes de réduction des coûts : une étude exploratoire sur les entreprises du CAC 40. 26ème Congrès de l'Association Francophone de comptabilité (AFC) : Comptabilité et Connaissances. Lille. France. 2005.
• 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.

2004

Communications / Conférences

• 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 ; 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 ; 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.