DRM
Riva Fabrice
Full Professor
Publications
Articles
Deville L., Riva F. (2019), Innovation financière et recherche en finance : le cas des Exchange-Traded Funds, Revue française de gestion, n°285, p. 101-118 
Calamia A., Deville L., Riva F. (2019), Liquidity provision in ETF markets: The basket and beyond, Finance, vol. 40, n°1, p. 53-85
Calamia A., Deville L., Riva F. (2013), Liquidity in European Equity ETFs: What Really Matters?, Bankers, markets, investors, n°124, p. 60-73
Riva F. (2012), Production de liquidité par les marchés boursiers, valorisation des actifs et coûts de financement, Revue d'économie financière, n°106, p. 37-48
Lautier D., Riva F. (2008), The determinants of volatility on the American crude oil futures market, OPEC Energy Review, vol. 32, n°2, p. 105-122
Riva F., Deville L. (2007), Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach, Review of Finance, vol. 11, n°3, p. 497-525
Deville L., Riva F. (2007), Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach, European Finance Review, vol. 11, n°3, p. 497-525
Riva F., Thion B. (1997), Performances des sociétés immobilières à la Bourse de Paris, Bankers, markets, investors, n°30, p. 31-45
Ouvrages
Moschetto B-L., Riva F. (2013), Applications de gestion sous Excel en Visual Basic, Paris: Economica, 313 p.
Riva F. (2012), Applications financières sous Excel en Visual Basic : 4e édition, Paris: Economica, 360 p.
Riva F. (2008), Applications financières sous Excel en Visual Basic, Paris: Economica, 304 p.
Riva F. (2005), Applications financières sous Excel en Visual Basic Economica, 233 p.
Riva F. (2002), Applications financières sous Excel en Visual Basic - 1ère édition, Paris: Economica, 187 p.
Chapitres d'ouvrage
Riva F. (2017), Le soulèvement des machines : que penser du trading haute fréquence ?, in Dauphine Recherche en Management, L'état des entreprises 2017, Paris: La Découverte, p. 15-30
Riva F., Skandrani Y., Bouquin P. (1999), Marchés financiers et gestion de l’entreprise, in Dayan Armand, Manuel de gestion, Paris: Ellipses , p. 203-265
Riva F. (1997), Les échanges de blocs sur le marché central à la Bourse de Paris : une étude empirique, in , Organisation et qualité des marchés financier, Paris: PUF - Presses Universitaires de France, p. 65-84
Communications sans actes
Riva F. (2024), Enhancing Event Study Power with Machine Learning, 2024 Conference Tech for Finance: AI and Blockchain, Paris, France
Riva F., Marta T. (2023), Do ETFs Increase the Commonality of their Underlying Assets? Evidence from a Switch in ETF Replication Technique, 14th Annual Hedge Fund Research Conference, Paris, France
Riva F., Marta T. (2023), Do ETFs Increase the Commonality of their Underlying Assets? Evidence from a Switch in ETF Replication Technique, 39th Conference of the French Finance Association (AFFI), Bordeaux, France
Marta T., Riva F. (2022), Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique, FMA 2022 Annual Meeting, États-Unis
Riva F., Marta T. (2022), Do ETFs Increase the Commonality of their Underlying Assets? Evidence from a Switch in ETF Replication Technique, IEAP Meeting IAE Lille University School of Management, Lille, France
Riva F., Marta T. (2022), Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique, EUROFIDAI-ESSEC Paris December Finance Meeting 2022, France
Deville L., Riva F. (2004), The determinants of the time to efficiency in options markets : a survival analysis approach, Microstructure of financial and money markets, Paris, France
Présentation(s) dans un séminaire de recherche
Marta T., Riva F. (2022), Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique, in DRM Finance Internal Workshop, Paris