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

Ginglinger E., Koenig L., Riva F. (2013), Seasoned equity offerings: Stock market liquidity and the rights offer paradox, Journal of Business Finance and Acounting, vol. 40, n°1-2, p. 215-238

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

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. (2006), La liquidité a un prix pour les investisseurs, Option Finance, p. 50

Lautier D., Riva F. (2004), Volatilité et liquidité sur le marché du pétrole brut, Option Finance, n°799, p. 58

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

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

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

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., Ginglinger E., Koenig-Matsoukis L. (2009), Stock market liquidity and the rights offer paradox, EFMA 2009, Milan, Italie

Koenig-Matsoukis L., Ginglinger E., Riva F. (2009), Stock Market Liquidity and the Rights Offer Paradox, 7th Paris finance international meeting (AFFI), Paris, France

Riva F., Koenig-Matsoukis L., Ginglinger E. (2009), Stock market liquidity and the rights offer paradox, 22nd Australasian Finance and Banking Conference, Sydney, Australie

Deville L., Riva F. (2005), The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach, FMA European Conference, Sienne, Italie

Deville L., Riva F. (2005), 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

Deville L., Riva F. (2004), The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach, Journées de l'AFSE 2006, Strasbourg, France

Riva F., Lautier D. (2004), Liquidity and volatility in the American crude oil futures market, Northern Finance Association, Saint John's, Canada

Deville L., Riva F. (2004), The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach, Conférence internationale - Association française de finance (AFFI), Paris, 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

Deville L., Riva F. (2004), 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

Riva F., Deville L. (2004), The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach, International Conference on High Frequency Finance, Konstanz, Allemagne

Lautier D., Riva F. (2004), Liquidity and volatility in the American crude oil futures market, Conférence internationale de l'Association Française de FInance (AFFI), Cergy, 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

Prépublications / Cahiers de recherche

Van Bommel J., Sogorb F., Raposo J., Riva F. (2011), Estimating the Proportion of Informed Trade in Call Auctions, Paris, Université Paris-Dauphine, 28 p.

Riva F. (2000), Le marché des blocs hors-CAC : un supplément de liquidité pour la Bourse de Paris ?, Paris, Cahier de recherche CEREG (DRM), 29 p.