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Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis

Ben Omrane, Walid; Tao, Yusi; Welch, Robert L. - In: Research in international business and finance 42 (2017), pp. 9-30

Persistent link: https://www.econbiz.de/10011747218

Determinants of bankruptcy regime choice for Canadian public firms

Ayadi, Mohamed; Lazrak, Skander; Welch, Robert L. - In: Research in international business and finance 42 (2017), pp. 161-172

Persistent link: https://www.econbiz.de/10011750200

Tick test accuracy in foreign exchange ECN markets

Ben Omrane, Walid; Welch, Robert L. - In: Research in international business and finance 37 (2016), pp. 135-152

Persistent link: https://www.econbiz.de/10011595146

Time-varying effects of macroeconomic news on euro-dollar returns

Ben Omrane, Walid; Savaser, Tanseli; Welch, Robert L.; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012201385

Performance of fixed-income mutual funds with regime-switching models

Ayadi, Mohamed; Lazrak, Skander; Liao, Yusui; Welch, … - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 217-231

Persistent link: https://www.econbiz.de/10012035013

Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar

Lee, Cheng F.; Shrestha, Keshab; Welch, Robert L. - 2024

Persistent link: https://www.econbiz.de/10015046719

Senior official speeches and severe price discontinuities in the foreign exchange market

Ayadi, Mohamed; Ben Omrane, Walid; Wang, Jiayu; Welch, … - In: Studies in economics and finance 40 (2023) 5, pp. 773-794

Persistent link: https://www.econbiz.de/10014467156

An Empirical Test of a Resources Deployment Portfolio (RDP) Approach to Business Group ROE Decomposition

Chen, David M.; Yang, Li-Ling - In: Review of Pacific Basin Financial Markets and Policies … 12 (2009) 04, pp. 695-720

This study proposes a resources deployment portfolio (RDP) approach to decomposing return on equity (ROE) for business analysis. The five components are return on operating equity (RoOE), return on financial equity (RoFE), return on other equity (RoXE), return on influencing equity (RoIE), and...

Persistent link: https://www.econbiz.de/10008493079

Macroeconomic news, public communications, and foreign exchange jumps around U.S. and European financial crises

Ayadi, Mohamed A.; Ben Omrane, Walid; Wang, Jiahui; … - In: International Journal of Finance & Economics 25 (2020) 2, pp. 197-227

Persistent link: https://www.econbiz.de/10012189236

The dynamic effect of macroeconomic news on the euro/US dollar exchange rate

Ben Omrane, Walid; Welch, Robert; Zhou, Xinyao - In: Journal of Forecasting 39 (2019) 1, pp. 84-103

Persistent link: https://www.econbiz.de/10012082068