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Investor attention and stock market activity: Evidence from France

Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - Institut de Préparation à l'Administration et à la … - 2014

The aim of this paper is to study the influence of investor attention on the French stock market activity and volatility. Following an original way, we construct a non-standard proxy of investor attention on the basis of investors' online search behavior exclusively provided by “Google...

Persistent link: https://www.econbiz.de/10010786605

Investor attention and stock market activity: Evidence from France

Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: Economic Modelling 35 (2013) C, pp. 674-681

Persistent link: https://www.econbiz.de/10011048695

Risk analysis of hedge funds : a Markov switching model analysis

Teulon, Frédéric; Guesmi, Khaled; Jebri, Saoussen - In: The journal of applied business research 30 (2014) 1, pp. 243-253

Persistent link: https://www.econbiz.de/10010252063

Dynamic spillover between the oil and stock markets of emerging oil-exporting countries

Teulon, Frédéric; Guesmi, Khaled - In: The journal of applied business research 30 (2014) 1, pp. 51-57

Persistent link: https://www.econbiz.de/10010252114

Investor attention and stock market activity : evidence from France

Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: Economic modelling 35 (2013), pp. 674-681

Persistent link: https://www.econbiz.de/10010336679

Sudden changes in volatility in European stock markets

Guesmi, Khaled; Teulon, Frédéric; Ftiti, Zied - In: The journal of applied business research 30 (2014) 6, pp. 1567-1576

Persistent link: https://www.econbiz.de/10010470492

R&D investments and high-tech firms' stock return volatility

Gharbi, Sami; Sahut, Jean-Michel; Teulon, Frédéric - In: Technological forecasting & social change : an … 88 (2014), pp. 306-312

Persistent link: https://www.econbiz.de/10010483200

On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility

Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98

Persistent link: https://www.econbiz.de/10010504792

Investor following and volatility : a GARCH approach

Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: The journal of applied business research 31 (2015) 3, pp. 765-779

Persistent link: https://www.econbiz.de/10011304823

Economic policy uncertainty, oil price shocks and GCC stock markets

Arouri, Mohamed; Rault, Christophe; Teulon, Frederic - Institut de Préparation à l'Administration et à la … - 2014

We contribute to the literature by studying of economic policy uncertainty (EPU) for major net oil importers (USA, Europe and China) on Gulf Cooperation Council (GCC) stock markets. We use panel data methods to estimate different specification. We find that (i) an increase in EPU affect...

Persistent link: https://www.econbiz.de/10010891038