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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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Alternative reversal variable

Anh Duy Nguyen
Finance Research Letters, In press
Journal articles hal-02388743v1

Are socially responsible companies harder to arbitrage?

Mohamed Arouri , Sabrine Ayed , Mathieu Gomes
Management international = International management = Gestión internacional, In press
Journal articles hal-03904838v1

Is there a trade-off between environmental performance and financial resilience? International evidence from the subprime crisis

Sylvain Marsat , Guillaume Pijourlet , Muhammad Ullah
Accounting and Finance, 2020
Journal articles hal-03020213v1
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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

Unpleasant arithmetic of socially responsible investment

Mohamed Arouri , Guillaume Pijourlet , Benjamin Williams
Economics Letters, 2020, 193, pp.109281. ⟨10.1016/j.econlet.2020.109281⟩
Journal articles hal-02861448v1
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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

Nickel Market: A Study on Volatility with Non-Linear GARCH Family Models

Marie-Eliette Dury , Bing Xiao
Summer Conference on Financial Implications of Sustainability and Corporate Social Responsibility, 22nd June 2018, University Côte d'Azur, Jun 2018, Nice, France
Conference papers hal-02554214v1

The Monthly Effect and the Day of the Week Effect in the American Stock Market

Bing Xiao
International Journal of Financial Research, 2016, 7 (2), ⟨10.5430/ijfr.v7n2p11⟩
Journal articles hal-02541111v1

On The Impact Of Firm Size On Risk And Return: Fresh Evidence From The American Stock Market Over The Recent Years

Anissa Chaibi , Sabrina Alioui , Bing Xiao
Journal of Applied Business Research, 2014, 31 (1), pp.29. ⟨10.19030/jabr.v31i1.8987⟩
Journal articles hal-02541123v1
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LARGE DEVIATIONS OF THE THRESHOLD ESTIMATOR OF INTEGRATED (CO-)VOLATILITY VECTOR IN THE PRESENCE OF JUMPS

Hacène Djellout , Hui Jiang
Journal of Theoretical Probability, 2018, Journal of Theoretical Probability, 31 (3), pp.1606-1624
Journal articles hal-01147189v1
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LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR

Hacène Djellout , Arnaud Guillin , Yacouba Samoura
Stochastic Processes and their Applications, 2017
Journal articles hal-01082903v1
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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

How Does Maize Market Behave in Sub-Saharan Africa? A Study with autoregressive Models

Marie-Eliette Dury , Bing Xiao
Conference on Development Economics, 15-16 November 2018, GDRI CERDI, Nov 2018, Clermont-Ferrand, France
Conference papers hal-02554212v1
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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

A Comparative Study on Autoregressive Models: An Application to Several Financial Assets

Marie-Eliette Dury , Bing Xiao
12th International Conference on Computational and Financial Econometrics (CFE 2018), Dec 2018, Pisa, Italy
Conference papers hal-02554210v1
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Does environmental performance help firms to be more resilient against environmental controversies? International evidence

Sylvain Marsat , Guillaume Pijourlet , Muhammad Ullah
Finance Research Letters, 2021, pp.102028. ⟨10.1016/j.frl.2021.102028⟩
Journal articles hal-03183955v1
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A one-sided Vysochanskii-Petunin inequality with financial applications

Mathieu Mercadier , Frank Strobel
European Journal of Operational Research, In press, ⟨10.1016/j.ejor.2021.02.041⟩
Journal articles hal-03241628v1

Does Idiosyncratic Risk Matter? Evidence from the Japanese Stock Market

Bing Xiao
Eurasian Journal of Business and Management, 2015, 3 (3), pp.12-19. ⟨10.15604/ejbm.2015.03.03.002⟩
Journal articles hal-02541033v1

Conditional Relationship Between Beta and Return in the US Stock Market

Bing Xiao
The 33rd International Symposium on Money, Banking and Finance, Jul 2016, Clermont-Ferrand, France
Conference papers hal-02541117v1

CSR Performance, Dividend Payout and Governance Mechanisms

Guillaume Pijourlet
Bankers Markets & Investors : an academic & professional review, 2017, 149, pp.25-39
Journal articles hal-02861451v1

Does Corporate Social Responsibility Have an Impact on Financing Decisions?

Guillaume Pijourlet
Bankers Markets & Investors : an academic & professional review, 2015, 136-137, pp.5-19
Journal articles hal-02861455v1
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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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Éthique et performance : le cas des indices boursiers et des fonds d'investissement en finance islamique

Abdelbari El Khamlichi
Finance [q-fin.GN]. Université d'Auvergne - Clermont-Ferrand I, 2012. Français. ⟨NNT : ⟩
Theses tel-00773171v1
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Long memory and structural breaks in modeling the return and volatility dynamics of precious metals

Mohamed El Hedi Arouri , Shawkat Hammoudeh , Amine Lahiani , Duc Khuong Nguyen
2013
Preprints, Working Papers, ... hal-00798033v1
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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