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Oil price shocks and stock market returns of the GCC countries : empirical evidence from quantile regression analysis

Nusair, Salah A.; Al-Khasawneh, Jamal A. - In: Economic change and restructuring : empirical and … 51 (2018) 4, pp. 339-372

Persistent link: https://www.econbiz.de/10011980233

Changes in oil price and economic policy uncertainty and the G7 stock returns : evidence from asymmetric quantile regression analysis

Nusair, Salah A.; Al-Khasawneh, Jamal A. - In: Economic change & restructuring 56 (2023) 3, pp. 1849-1893

Persistent link: https://www.econbiz.de/10014327777

Short and Long-Term Effects of September 11 on Stock Returns: Evidence from U.S. Defense Firms

Douch, Mohamed; Essaddam, Naceur - Volkswirtschaftliche Fakultät, … - 2011

Using the multivariate regression methodology, we investigate the short-term effect of September 11, 2001 on US defense firms. Our findings suggest that the market differentiated among US defense firms based on the percentage of defense sales to total sales. In addition, the behaviour of the...

Persistent link: https://www.econbiz.de/10011112936

On the robustness of week-day effect to error distributional assumption : international evidence

Boubaker, Sabri; Essaddam, Naceur; Nguyen, Duc Khuong; … - In: Journal of international financial markets, … 47 (2017), pp. 114-130

Persistent link: https://www.econbiz.de/10011892258

How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange

Dutta, Shantanu; Essaddam, Naceur; Kumar, Vinod; Saadi, … - In: Research in international business and finance 39 (2017), pp. 867-877

Persistent link: https://www.econbiz.de/10011912398

Event-study volatility and bootstrapping : an international study

Essaddam, Naceur; Mnasri, Ayman - In: Applied economics letters 22 (2015) 1/3, pp. 209-213

Persistent link: https://www.econbiz.de/10010481975

Terrorism, country attributes, and the volatility of stock returns

Essaddam, Naceur; Karagianis, John M. - In: Research in international business and finance 31 (2014), pp. 87-100

Persistent link: https://www.econbiz.de/10010434015

The impact of political risk on the volatility of stock returns : the case of Canada

Beaulieu, Marie-Claude; Cosset, Jean-Claude; Essaddam, … - In: Journal of international business studies : JIBS ; an … 36 (2005) 6, pp. 701-718

Persistent link: https://www.econbiz.de/10003215110

Impact of U.S. presidential elections on stock markets' volatility : does incumbent president's party matter?

Mnasri, Ayman; Essaddam, Naceur - In: Finance research letters 39 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012805325