Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Mohamed Mehanaoui"'
Publikováno v:
International Journal of Financial Studies, Vol 1, Iss 3, Pp 81-101 (2013)
The spread of the global financial crisis of 2008/2009 was rapid, and impacted the functioning and the performance of financial markets. Due to the importance of this phenomenon, this study aims to explain the impact of the crisis on stock market beh
Externí odkaz:
https://doaj.org/article/8bcd766119c140eda3f513cdca3b9ddb
Autor:
Mohamed Mehanaoui
Publikováno v:
Journal of Risk and Financial Management; Volume 10; Issue 4; Pages: 18
Journal of Risk and Financial Management, Vol 10, Iss 4, p 18 (2017)
Journal of Risk and Financial Management, Vol 10, Iss 4, p 18 (2017)
Using high frequency data we investigate the behavior of the intraday volatility and the volume of eight cross-listed French firms. There is a two hour “overlap” period during which French firms are traded in Paris and their related American Depo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6f4352c7b4f44f7fcce349611410725
https://doi.org/10.3390/jrfm10040018
https://doi.org/10.3390/jrfm10040018
The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries
Although policymakers and practitioners are particularly interested in DSGE models, these are typically too stylized to be applied directly to the data and often yield weak prediction results. Very recently, hybrid DSGE models have become popular for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::7b0fef14d5ed1fe6e1cba703b6b5c6ab
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_128.pdf
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_128.pdf
Publikováno v:
International Journal of Financial Studies
International Journal of Financial Studies, MDPI, 2013, 1 (3), http://www.mdpi.com/2227-7072/1/3/81/htm. ⟨10.3390/ijfs1030081⟩
International Journal of Financial Studies; Volume 1; Issue 3; Pages: 81-101
International Journal of Financial Studies, Vol 1, Iss 3, Pp 81-101 (2013)
International Journal of Financial Studies, MDPI, 2013, 1 (3), http://www.mdpi.com/2227-7072/1/3/81/htm. ⟨10.3390/ijfs1030081⟩
International Journal of Financial Studies; Volume 1; Issue 3; Pages: 81-101
International Journal of Financial Studies, Vol 1, Iss 3, Pp 81-101 (2013)
International audience; The spread of the global financial crisis of 2008/2009 was rapid, and impacted the functioning and the performance of financial markets. Due to the importance of this phenomenon, this study aims to explain the impact of the cr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9241e07bb6f46da5dfa5535b950fc138
https://hal-upec-upem.archives-ouvertes.fr/hal-01128024
https://hal-upec-upem.archives-ouvertes.fr/hal-01128024
Publikováno v:
Journal of Applied Business Research
Journal of Applied Business Research, Clute Institute, 2013, 30
Journal of Applied Business Research, 2013, 30
Journal of Applied Business Research, Clute Institute, 2013, 30
Journal of Applied Business Research, 2013, 30
This article investigates shift-contagion as defined by Forbes and Rigobon (2002) in 16 OECD member economies during most recent financial crisis i.e. global financial crisis (2008-2009) and European sovereign debt crisis (2009-2012), using multivari
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::494fafa2fbf45f330abecee6428f82f2
Publikováno v:
Journal of Applied Business Research
Journal of Applied Business Research, Clute Institute, 2013, 29
Journal of Applied Business Research, 2013, 29
Journal of Applied Business Research, Clute Institute, 2013, 29
Journal of Applied Business Research, 2013, 29
This research investigates the market reaction to an information-based manipulation called stock spams. The impact is focused on the liquidity variable which is measured by Amivest ratio. Using the event study methodology on a sample of penny stocks
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::afdc08abbd09b6981730e6a18af1c93a
Publikováno v:
SSRN Electronic Journal.
The paper examines the intraday dynamics and volatility transmission among three European stock markets, namely Germany, France, and United Kingdom during the global financial crisis (2007-2009). After estimating the structural break date using Bai-P
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b76810485a50513b0464d52822e1f251
https://doi.org/10.2139/ssrn.2079538
https://doi.org/10.2139/ssrn.2079538
Autor:
Mehanaoui, Mohamed
Publikováno v:
Journal of Risk & Financial Management; Dec2017, Vol. 10 Issue 4, p1-11, 11p