Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Abderrazak Dhaoui"'
Autor:
Abderrazak Dhaoui
Publikováno v:
Arab Economic and Business Journal, Vol 10, Iss 1, Pp 39-47 (2015)
This paper provides the first evidence for empirical tests of the impact of rational expectations as well as behavioral biases, including among other animal spirits such as defined by Akerlof and Shiller on the variability of trading. Using a daily d
Externí odkaz:
https://doaj.org/article/7e3089e5a29241bfb2dcfc27a92066ee
Autor:
Abderrazak Dhaoui, Sami Bacha
Publikováno v:
Cogent Economics & Finance, Vol 5, Iss 1 (2017)
This paper investigates the dynamic linkages between trading volume and investors sentiments for the S&P500 stock exchange. Two sentiment indicators are considered, the overconfidence and the net optimism-pessimism indicator. Non-linear dynamic appro
Externí odkaz:
https://doaj.org/article/4530c43521db41f986770460ec172a64
Autor:
Abderrazak Dhaoui, Naceur Khraief
Publikováno v:
Arab Economic and Business Journal, Vol 9, Iss 2, Pp 115-132 (2014)
In this paper, we will offer some evidence indicating that investor sentiment plays a central role in explaining trading intensity and market trend changes. Based on both econometric and fuzzy logic approaches, the empirical findings show that pessim
Externí odkaz:
https://doaj.org/article/f66473b85c954aa092eaa4f61516495b
Autor:
Abderrazak Dhaoui, Naceur Khraief
Publikováno v:
Economics: Journal Articles (2014)
Externí odkaz:
https://doaj.org/article/65c41d6d65e24984a11223068ee65053
Autor:
Abderrazak Dhaoui
Publikováno v:
Journal of Business Economics and Management, Vol 9, Iss 3 (2008)
This paper examines the impact of the R&D geographic diversification on the shareholders’ wealth (as measured appreciatively by the firm's market value) and on the earnings management as a mechanism of manager's entrainment. Using a sample of 460 f
Externí odkaz:
https://doaj.org/article/898cf175f08241bdbd223b1a248ae549
Publikováno v:
Annals of Finance. 18:267-283
This paper seeks to examine the unidirectional versus bidirectional Granger causality between investors’ sentiment and momentum strategies. It is based on the full sample Granger causality test and the recent rolling-window bootstrap approach. We a
Autor:
Abderrazak Dhaoui, Saad Bourouis
Publikováno v:
Contributions to Finance and Accounting ISBN: 9783030985417
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7f06e84d090ae10d840c32da8715b33e
https://doi.org/10.1007/978-3-030-98542-4_4
https://doi.org/10.1007/978-3-030-98542-4_4
Publikováno v:
International Journal of Global Energy Issues. 45:66
Publikováno v:
Journal of Risk and Financial Management
Volume 14
Issue 5
Journal of Risk and Financial Management, Vol 14, Iss 222, p 222 (2021)
Volume 14
Issue 5
Journal of Risk and Financial Management, Vol 14, Iss 222, p 222 (2021)
This paper aims to examine the volatility spillover, diversification benefits, and hedge ratios between U.S. stock markets and different financial variables and commodities during the pre-COVID-19 and COVID-19 crisis, using daily data and multivariat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b65555b33444866866e7e918d31e47af
https://hdl.handle.net/10419/239638
https://hdl.handle.net/10419/239638