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Estimation of transaction costs on the Tunisian stock exchange : an empirical research via a Tobit model with frictions

Bellalah, Mondher; Boubaker, Adel; Sebai, Saber - In: International journal of business 11 (2006) 2, pp. 89-106

Persistent link: https://www.econbiz.de/10003341979

Inter-market information flow: a nonlinear approach

Boubaker, Adel; Sebai, Saber - In: Applied economics letters 16 (2009) 10/12, pp. 1009-1015

Persistent link: https://www.econbiz.de/10003886608

Behavioral finance and financial contagion : the evidence of DCC-MGARCH model from 63 equity markets

Talbi, Mariem; Boubaker, Adel; Sebai, Saber - In: International journal of economics and financial issues … 7 (2017) 4, pp. 387-407

Persistent link: https://www.econbiz.de/10011824319

Estimation of Transaction Costs on the Tunisian Stock Exchange : an Empirical Research Via a Tobit Model With Frictions

Bellalah, Mondher - 2007

The purpose of this paper is to estimate transaction costs on the Tunisian Stock Exchange (TSE). We will use the methodology proposed by Lesmond, Ogden and Trzcinka (1999). Our study is done on an order-driven market whether the Lesmond and al. study was done on a quote-driven market.The data is...

Persistent link: https://www.econbiz.de/10012778521

Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index

Hazgui, Samah; Sebai, Saber; Mensi, Walid - In: Studies in Economics and Finance 39 (2021) 3, pp. 419-443

Purpose: This paper aims to examine the frequency of co-movements and asymmetric dependencies between bitcoin (BTC), gold, Brent crude oil and the US economic policy uncertainty (EPU) index. Design/methodology/approach: The authors use a wavelet approach and a quantile-on-quantile regression...

Persistent link: https://www.econbiz.de/10012642103

Earnings attributes and the cost of equity capital : the case of Tunisian companies

Sebai, Saber; Messai, Mohamed; Jouini, Fathi - In: Afro-Asian Journal of Finance and Accounting : AAJFA 5 (2015) 3, pp. 216-230

Persistent link: https://www.econbiz.de/10011558990

Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index

Hazgui, Samah; Sebai, Saber; Mensi, Walid - In: Studies in economics and finance 39 (2022) 3, pp. 419-443

Persistent link: https://www.econbiz.de/10013355177

The impact of real earnings management on corporate credit risk

Hunjra, Ahmed Imran; Muhammad, Fazal; Sebai, Saber - In: Journal of financial reporting & accounting : JFRA 21 (2023) 5, pp. 1171-1187

Persistent link: https://www.econbiz.de/10014505181

Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold

Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - 2013

This paper employs a VAR-GARCH model to investigate the return links and volatility transmission between the S&P 500 and commodity price indices for energy, food, gold and beverages over the turbulent period from 2000-2011. Understanding the price behavior of commodity prices and the volatility...

Persistent link: https://www.econbiz.de/10015235728

Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold

Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - Volkswirtschaftliche Fakultät, … - 2013

Persistent link: https://www.econbiz.de/10011112482