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Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
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Short-term overreaction to specific events : evidence from an emerging market
Boubaker, Sabri; Farag, Hisham; Nguyen, Duc Khuong - In: Research in international business and finance 35 (2015), pp. 153-165
Persistent link: https://www.econbiz.de/10011570032
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Financial distress and equity returns : a leverage-augmented three-factor model
Boubaker, Sabri; Hamza, Taher; Vidal-García, Javier - In: Research in international business and finance 46 (2018), pp. 1-15
Persistent link: https://www.econbiz.de/10011983541