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Nonlinear linkages between oil and stock markets in developed and emerging countries

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Volume, volatility, spreads and periodic closure in the French market

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Shadow costs of incomplete information and short sales in the valuation of the firm and its assets

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Threshold stock price adjustment

Jawadi, Fredj - In: Measurement error : consequences, applications and solutions, (pp. 183-198). 2009

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Threshold mean reversion in stock prices

Jawadi, Fredj - In: Risk management and value : valuation and asset price, (pp. 477-493). 2008

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Volume, volatility, and periodic closure with information uncertainty

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Risk Management and Value : Valuation and Asset Pricing

Bellalah, Mondher - 2009

This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in...

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Oil price fluctuations and equity returns in net oil-exporting countries

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Impact of macroeconomic factors on stock exchange prices : evidence from USA, Japan and China

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