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Sources of momentum profits: bootstrap methods

Nakhli, Mohamed Sahbi; Belkacem, Lotfi - In: Managerial Finance 39 (2013), pp. 607-619

Purpose – The purpose of this paper is to test the performance of momentum strategies and identify the sources of their profits. Design/methodology/approach – To identify the main source of momentum profits, first, the bootstrap method with replacement was used. Then, to eliminate the...

Persistent link: https://www.econbiz.de/10010691528

Sources of momentum profits: bootstrap methods

Nakhli, Mohamed Sahbi; Belkacem, Lotfi - In: Managerial Finance 39 (2013), pp. 607-619

Persistent link: https://www.econbiz.de/10010709744

Sources of momentum profits: bootstrap methods

Sahbi Nakhli, Mohamed; Belkacem, Lotfi - In: Managerial Finance 39 (2013) 6, pp. 607-619

Persistent link: https://www.econbiz.de/10014940303

Predicting macro-financial instability : how relevant is sentiment? : evidence from long short-term memory networks

Kanzari, Dalel; Nakhli, Mohamed Sahbi; Gaies, Brahim; … - In: Research in international business and finance 65 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014436130

Dynamic causality between oil prices and stock market indexes in Russia and China : does US financial instability matter?

Ghedira, Amal; Nakhli, Mohamed Sahbi - 2024

Persistent link: https://www.econbiz.de/10015395361

Bootstrap rolling-window Granger causality dynamics between momentum and sentiment : implications for investors

Nakhli, Mohamed Sahbi; Dhaoui, Abderrazak; Chevallier, … - In: Annals of finance 18 (2022) 2, pp. 267-283

Persistent link: https://www.econbiz.de/10013278987

Investor sentiment and Bitcoin relationship : a quantile-based analysis

Mokni, Khaled; Bouteska, Ahmed; Nakhli, Mohamed Sahbi - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013449125

Twenty-year tango : exploring the reciprocal influence of macro-financial instability and climate risks

Nakhli, Mohamed Sahbi; Gaies, Brahim; Hemrit, Wael; … - In: Journal of economic behavior & organization 220 (2024), pp. 717-731

Persistent link: https://www.econbiz.de/10014553137

Industrial growth, health care policy uncertainty and carbon emissions : do trade and tax policy uncertainties matter for sustainable development in the USA?

Ayad, Hicham; Abbas, Shujaat; Nakhli, Mohamed Sahbi; … - In: Structural change and economic dynamics : SC+ED 66 (2023), pp. 151-160

Persistent link: https://www.econbiz.de/10014464004

What are the effects of economic globalization on CO2 emissions in MENA countries?

Gaies, Brahim; Nakhli, Mohamed Sahbi; Sahut, Jean-Michel - In: Economic modelling 116 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10014513223