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Financial market connectedness : the role of investors' happiness

Bouri, Elie; Demirer, Rıza; Gabauer, David; Gupta, Rangan - In: Finance research letters 44 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014494886

On the dynamic transmission of mean and volatility across the Arab stock markets

Bouri, Elie; Azzi, Georges - In: Journal of emerging market finance 13 (2014) 3, pp. 279-304

Persistent link: https://www.econbiz.de/10010492029

Rare earth and allied sectors in stock markets : extreme dependence of return and volatility

Bouri, Elie; Kanjilal, Kakali; Ghosh, Sajal; Roubaud, David - In: Applied economics 53 (2021) 49, pp. 5710-5730

Persistent link: https://www.econbiz.de/10012626945

Intraday Return Predictability in the Cryptocurrency Markets : Momentum, Reversal, or Both

Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - 2022

This paper reports evidence of intraday return predictability, consisting of both intraday momentum and reversal, in the cryptocurrency market. Using high-frequency price data on Bitcoin from March 3, 2013, to May 31, 2020, it shows that the patterns of intraday return predictability change in...

Persistent link: https://www.econbiz.de/10013289927

An attempt to capture leptokurtic of returns and to model its volatility : the case of Beirut stock exchange

Bouri, Elie - In: Review of economic and business studies 4 (2011) 2, pp. 259-271

Persistent link: https://www.econbiz.de/10009736555

Bitcoin price-volume : a multifractal cross-correlation approach

El Alaoui, Marwane; Bouri, Elie; Roubaud, David - In: Finance research letters 31 (2019), pp. 374-381

Persistent link: https://www.econbiz.de/10012421640

Monetary policy uncertainty and jumps in advanced equity markets

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112

Persistent link: https://www.econbiz.de/10012500112

Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010

Bouri, Elie; Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 56 (2016), pp. 205-214

Persistent link: https://www.econbiz.de/10011664230

Directional predictability of implied volatility : from crude oil to developed and emerging stock markets

Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79

Persistent link: https://www.econbiz.de/10012006745

Geopolitical risks and movements in Islamic bond and equity markets : a note

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Defence and peace economics 30 (2019) 3, pp. 367-379

Persistent link: https://www.econbiz.de/10012200540