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Traders' Behavior in Financial Markets : Paris Option Market Case

Souissi, Nessim - 2013

This paper develops a model of heterogeneous agents on an options market. On Paris Option Market, negotiators have different beliefs about future-at the volatility of the underlying. We assume in advance two groups; fundamentalists who believe in mean reversion and Chartists that incorporate...

Persistent link: https://www.econbiz.de/10013090217

Boom-bust cycles and their explanatory factors in the Tunisan stck market

Hammami, Haifa; Boujelbene, Younes - In: International journal of managerial and financial accounting 5 (2013) 2, pp. 202-218

Persistent link: https://www.econbiz.de/10009746345

The impact of stock market crash shock on the real economy : an empricial investigation based on Vector Autoregressive model

Hammami, Haifa; Boujelbene, Younes - In: The IUP journal of applied finance : IJAF 21 (2015) 2, pp. 5-21

Persistent link: https://www.econbiz.de/10011300714

Investor herding behavior and its effect on stock market boom-bust cycles

Hammami, Haifa; Boujelbene, Younes - In: The IUP journal of applied finance : IJAF 21 (2015) 1, pp. 38-53

Persistent link: https://www.econbiz.de/10011300783

Information flow between derivatives and spot market : the reason of studies results divergence

Aloulou, Abderrahmen; Boujelbene, Younes - In: International journal of monetary economics and finance 8 (2015) 1, pp. 20-33

Persistent link: https://www.econbiz.de/10011374615

Price dynamics and market volatility : behavioral heterogeneity under switching trading strategies on artificial financial market

Rekik, Yosra Mefteh; Boujelbene, Younes - In: International journal of financial research 6 (2015) 2, pp. 33-43

Persistent link: https://www.econbiz.de/10011404729

Determinants of R&D (research and development) disclosure in France

Guidara, Rihab; Boujelbene, Younes - In: International journal of managerial and financial accounting 8 (2016) 3/4, pp. 270-295

Persistent link: https://www.econbiz.de/10011688009

Credit risk, managerial behaviour and macroeconomic equilibrium within dual banking systems : interest-free vs. interest-based banking industries

Louhichi, Awatef; Boujelbene, Younes - In: Research in international business and finance 38 (2016), pp. 104-121

Persistent link: https://www.econbiz.de/10011640618

The economic growth : foreign direct investment nexus

Baklouti, Nedra; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 12 (2016) 2, pp. 136-145

Persistent link: https://www.econbiz.de/10011633487

Credit risk pricing and the rationality of lending decision-making within dual banking systems : a parametric approach

Louhichi, Awatef; Boujelbene, Younes - In: Economic systems 44 (2020) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10012593326