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Predicting the Volatility of the Russell 3000 Stock Index

Bing Xiao
International Journal of Financial Research, 2016, 7 (4), ⟨10.5430/ijfr.v7n4p18⟩
Journal articles hal-02541113v1

The recent evolution of the volatility in the Chinese gold market

Bing Xiao
GDRI International Development Economic, Nov 2016, Clermont-Ferrand, France
Conference papers hal-02541118v1
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Volatility Spillovers Between Oil Prices And Stock Returns: A Focus On Frontier Markets

Mathieu Gomes , Anissa Chaibi
Journal of Applied Business Research, 2014, 30
Journal articles hal-02314397v1
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Greenwashing and product market competition

Mohamed Arouri , Sadok El Ghoul , Mathieu Gomes
Finance Research Letters, In press
Journal articles hal-03106623v1
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THE SEASONAL EFFECT ON THE CHINESE GOLD MARKET USING AN EMPIRICAL ANALYSIS OF THE SHANGHAI GOLD EXCHANGE

Bing Xiao , Philippe Maillebuau
EURASIAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 8 (2), pp.104-114
Journal articles hal-02905216v1
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L’assurance indicielle paramétrique dans les pays en voie de développement : une réflexion sur l’estimation de la prime de risque contre les pluies torrentielles

Marie-Eliette Dury , Bing Xiao
Revue francophone du développement durable, 2020, Mars 2020 (15), pp.117-132
Journal articles hal-02571428v1
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Gold in a portfolio: Why, when, and where?

Mathieu Gomes , Thi Ngoc Mai Lê , Benjamin Williams
Journal of Investing, 2023
Journal articles hal-03925429v1

Beta and Size Revisited: Evidence from the French Stock Market

Bing Xiao
International Journal of Financial Research, 2016, 7 (5), ⟨10.5430/ijfr.v7n5p42⟩
Journal articles hal-02541115v1
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PROFIT WARNINGS AND STOCK RETURNS: EVIDENCE FROM MOROCCAN STOCK EXCHANGE

Ilyas El Ghordaf , Abdelbari El Khamlichi
2nd International conference on organization's performance, May 2021, El jadida, Morocco
Conference papers hal-03420284v1

Parametric index insurance in developing countries: a reflection on the estimation of the risk

Marie-Eliette Dury , Bing Xiao
p. 311-322. Paradigms, Models, Scenarios and Practices for Strong Sustainability, ISBN : 979-10-92495-13-3 Diemer A., Nedelciu E., Schellens M., Morales M., Oostjdik M. (2020), Oeconomia Editions., 2020
Book sections hal-02571422v1
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Les indices boursiers islamiques sont-ils moins performants ou plus performants que les indices classiques ? Application aux indices de la famille Dow Jones

Abdelbari El Khamlichi
Économie appliquée : archives de l'Institut de science économique appliquée, 2013
Journal articles hal-03431878v1
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Extreme Heat and Stock Market Activity

Jonathan Peillex , Imane El Ouadghiri , Mathieu Gomes , Jamil Jaballah
Ecological Economics, 2021, 179, pp.106810. ⟨10.1016/j.ecolecon.2020.106810⟩
Journal articles hal-02935431v1
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Investor Attention to the Fossil Fuel Divestment Movement and Stock Returns

Imane El Ouadghiri , Mathieu Gomes , Jonathan Peillex , Guillaume Pijourlet
The Energy Journal, 2022, 43 (6)
Journal articles hal-03549713v1

The recent evolution of the seasonal anomalies in China’s stock market: An empirical analysis of the Shenzhen Stock Exchange

Bing Xiao , Coulibaly Aïssata
10th International Conference on the Chinese Economy, CERDI-IDREC,, Oct 2015, Clermont-Ferrand, France
Conference papers hal-02541122v1
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Corporate social responsibility and bank efficiency

Sanaa Belasri , Mathieu Gomes , Guillaume Pijourlet
Journal of Multinational Financial Management, In press, ⟨10.1016/j.mulfin.2020.100612⟩
Journal articles hal-02434348v1
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Credit spread approximation and improvement using random forest regression

Mathieu Mercadier , Jean-Pierre Lardy
European Journal of Operational Research, 2019, 277 (1), pp.351-365. ⟨10.1016/j.ejor.2019.02.005⟩
Journal articles hal-03241566v1
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Harvesting Commodity Curve Premiums Through Roll-Yield Differentials

Mathieu Gomes
Journal of Alternative Investments, 2015, 18 (2), pp.51-60. ⟨10.3905/jai.2015.18.2.051⟩
Journal articles hal-02314399v1