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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
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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/10010709744
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Sources of momentum profits : bootstrap methods
Nakhli, Mohamed Sahbi; Belkacem, Lotfi - In: Managerial finance 39 (2013) 6, pp. 607-619
Persistent link: https://www.econbiz.de/10009750622
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Sources of momentum profits: bootstrap methods
Sahbi Nakhli, Mohamed; Belkacem, Lotfi - In: Managerial Finance 39 (2013) 6, 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/10014940303
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The nexus between Islamic banking and industrial production: empirical evidence from Malaysia
Bougatef, Khemaies; Nakhli, Mohamed Sahbi; Mnari, Othman - In: ISRA International Journal of Islamic Finance 12 (2020) 1, pp. 103-114
Purpose: The purpose of this paper is to investigate the relationship between Islamic banking and industrial production by decomposing Islamic financing (IF) into profit and loss sharing (PLS) and non-profit and loss sharing (non-PLS) modes of financing. Design/methodology/approach This paper...
Persistent link: https://www.econbiz.de/10012600417
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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
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Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows : evidence from Brazil and South Korea
Gaies, Brahim; Nakhli, Mohamed Sahbi; Sahut, Jean-Michel - In: Economic modelling 141 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015192258
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The nexus between Islamic banking and industrial production : empirical evidence from Malaysia
Bougatef, Khemaies; Nakhli, Mohamed Sahbi; Mnari, Othman - In: ISRA international journal of islamic finance : an … 12 (2020) 1, pp. 103-114
Purpose The purpose of this paper is to investigate the relationship between Islamic banking and industrial production by decomposing Islamic financing (IF) into profit and loss sharing (PLS) and non-profit and loss sharing (non-PLS) modes of financing. Design/methodology/approach This paper...
Persistent link: https://www.econbiz.de/10012287039
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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
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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