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Investor following and volatility : a GARCH approach

Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: The journal of applied business research 31 (2015) 3, pp. 765-779

Persistent link: https://www.econbiz.de/10011304823

Investor attention and stock market activity : evidence from France

Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: Economic modelling 35 (2013), pp. 674-681

Persistent link: https://www.econbiz.de/10010336679

Risk analysis of hedge funds : a Markov switching model analysis

Teulon, Frédéric; Guesmi, Khaled; Jebri, Saoussen - In: The journal of applied business research 30 (2014) 1, pp. 243-253

Persistent link: https://www.econbiz.de/10010252063

Dynamic spillover between the oil and stock markets of emerging oil-exporting countries

Teulon, Frédéric; Guesmi, Khaled - In: The journal of applied business research 30 (2014) 1, pp. 51-57

Persistent link: https://www.econbiz.de/10010252114

Sudden changes in volatility in European stock markets

Guesmi, Khaled; Teulon, Frédéric; Ftiti, Zied - In: The journal of applied business research 30 (2014) 6, pp. 1567-1576

Persistent link: https://www.econbiz.de/10010470492

On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility

Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98

Persistent link: https://www.econbiz.de/10010504792

R&D investments and high-tech firms' stock return volatility

Gharbi, Sami; Sahut, Jean-Michel; Teulon, Frédéric - In: Technological forecasting & social change : an … 88 (2014), pp. 306-312

Persistent link: https://www.econbiz.de/10010483200

Investor attention and stock market activity: Evidence from France

Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: Economic Modelling 35 (2013) C, pp. 674-681

The aim of this paper is to study the influence of investor attention on the French stock market activity and volatility. Following an original way, we construct a non-standard proxy of investor attention on the basis of investors' online search behavior exclusively provided by “Google...

Persistent link: https://www.econbiz.de/10011048695

Investor attention and stock market activity: Evidence from France

Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - Institut de Préparation à l'Administration et à la … - 2014

Persistent link: https://www.econbiz.de/10010786605