Fabrice Riva
 

巴黎九大教授法国国家科学研究院(CNRS)金融研究组成员, 公司金融及金融工程硕士负责人

 

  • 教育背景

1999年在巴黎九大获得管理学(金融方向)博士
1993年在巴黎九大获得金融硕士

 

  • 教授课程

 ETF Liquidity: What really matters?
Joint with A. Calamia and L. Deville
Bankers, Markets and Investors, n°124, May-June 2013, 60-73

 

Seasoned Equity Offerings: Stock Market Liquidity and the Rights Offer Paradox
Joint with E. Ginglinger and L. Matsoukis
Journal of Business Finance and Accounting, vol. 40, n°1-2, January/February 2013, 215-238

 

Production de liquidité par les marchés boursiers, valorisation des actifs et coûts de financement
Revue d’Economie Financière, Juin 2012, n°106, 37-48

 

The determinants of volatility on the American crude oil futures market
Joint with D. Lautier
OPEC Energy Review, June 2008, 105-122

 

Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach
Joint with L. Deville
Review of Finance, 11, 3, September 2007, 497-525

 

On the Smile Effect and Market Imperfections in Presence of Jumps and Incomplete Information
Joint with M. Bellalah,
The Quarterly Journal of Finance India, 15, 4, December 2001, 1279-1288

 

Performances des sociétés immobilières à la Bourse de Paris
Joint with B. Thion
Banques et Marchés, 30, septembre-octobre 1997, 31-45