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
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hal-02388743v1
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Are socially responsible companies harder to arbitrage?
Mohamed Arouri
,
Sabrine Ayed
,
Mathieu Gomes
Management international = International management = Gestión internacional , In press
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hal-03904838v1
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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
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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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Unpleasant arithmetic of socially responsible investment
Mohamed Arouri
,
Guillaume Pijourlet
,
Benjamin Williams
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
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hal-03925429v1
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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
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The Monthly Effect and the Day of the Week Effect in the American Stock Market
Bing Xiao
Journal articles
hal-02541111v1
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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 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
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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
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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
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
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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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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
Journal articles
hal-03183955v1
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A one-sided Vysochanskii-Petunin inequality with financial applications
Mathieu Mercadier
,
Frank Strobel
Journal articles
hal-03241628v1
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Does Idiosyncratic Risk Matter? Evidence from the Japanese Stock Market
Bing Xiao
Journal articles
hal-02541033v1
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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
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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
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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 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 articles
hal-02314399v1
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