Similar Search Results

Shocks and herding contagion in the oil and stock markets

Ghorbel, Achraf; Abbes, Mouna Boujelbène; Boujelbene, … - In: The IUP journal of applied finance : IJAF 19 (2013) 4, pp. 20-40

Persistent link: https://www.econbiz.de/10010202519

Asymmetric and negative return-volatility relation : a behavioural explanation

Abbes, Mouna Boujelbène; Salah, Ines Ben; Ellouze, … - In: International journal of economics and business research 6 (2013) 3, pp. 243-260

Persistent link: https://www.econbiz.de/10010351133

Volatility spillovers and dynamic conditional correlation between crude oil and stock market returns

Ghorbel, Achraf; Abbes, Mouna Boujelbène; Boujelbène, … - In: International journal of managerial and financial accounting 4 (2012) 2, pp. 177-194

Persistent link: https://www.econbiz.de/10009561582

Return predictability and the disposition effect : a case of financial institution stocks

Masmoudi, Souhir; Abbes, Mouna Boujelbène; Zenaidi, Amel - In: The IUP journal of financial risk management : IJFRM 8 (2011) 3, pp. 7-16

Persistent link: https://www.econbiz.de/10009405816

Prospect theory and risk-taking behavior : an empirical investigation of Islamic and conventional banks

Trichilli, Yousra; Kharrat, Hana; Abbes, Mouna Boujelbène - In: The journal of asset management : a major new, … 22 (2021) 3, pp. 163-178

Persistent link: https://www.econbiz.de/10012581561

The impact of political instability driven by the Tunisian revolution on the relationship between Google search queries index and financial market dynamics

Trichilli, Yousra; Abbes, Mouna Boujelbène; Zouari, Sabrine - In: Journal of capital markets studies 4 (2020) 1, pp. 61-76

Purpose This paper examines the impact of political instability on the investors' behavior, measured by Google search queries, and on the dynamics of stock market returns. Design/methodology/approach First, by using the DCC-GARCH model, the authors examine the effect of investor sentiment on the...

Persistent link: https://www.econbiz.de/10012395335

Optimal portfolio positioning on multiple assets under ambiguity

Ben Ameur, Hachmi; Abbes, Mouna Boujelbène; Prigent, … - In: Computational economics 56 (2020) 1, pp. 21-57

Persistent link: https://www.econbiz.de/10012272015

The thermal optimal path model : does google search queries help to predict dynamic relationship between investor's sentiment and indexes returns?

Trichilli, Yousra; Abdelhédi, Mouna; Abbes, Mouna … - In: The journal of asset management 21 (2020) 3, pp. 261-279

Persistent link: https://www.econbiz.de/10012292775

The impact of financial crises on the asset allocation : classical theory versus behavioral theory

Harzallah, Amen Aissi; Abbes, Mouna Boujelbène - In: Journal of interdisciplinary economics 32 (2020) 2, pp. 218-236

Persistent link: https://www.econbiz.de/10012255934

The financial crisis effects on asset allocation : Markowitz theory vs. behavioural portfolio theory

Aissi, Amen; Abbes, Mouna Boujelbène - In: International journal of decision sciences, risk and … 8 (2019) 4, pp. 250-267

Persistent link: https://www.econbiz.de/10012249814