KAIS tissaoui : Citation Profile

Are you KAIS tissaoui?

Université de Tunis El Manar (50% share)

3

H index

1

i10 index

18

Citations

RESEARCH PRODUCTION:

5

Articles

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 2
   Journals where KAIS tissaoui has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 2 (10 %)

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   Permalink: http://citec.repec.org/pti263
   Updated: 2022-06-25    RAS profile: 2020-09-24    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with KAIS tissaoui.

Is cited by:

Zaghdoudi, Taha (2)

Bollino, Carlo Andrea (1)

Vo, Xuan Vinh (1)

Ftiti, Zied (1)

Bouri, Elie (1)

Polinori, Paolo (1)

Hammami, Yacine (1)

Bigerna, Simona (1)

Cites to:

Bouri, Elie (6)

Roubaud, David (5)

Awartani, Basel (4)

Maghyereh, Aktham (4)

PETITJEAN, Mikael (3)

Jiang, Fuwei (3)

Giot, Pierre (3)

Degiannakis, Stavros (3)

Engle, Robert (3)

Ji, Qiang (3)

Basher, Syed (3)

Main data

Where KAIS tissaoui has published?

Recent works citing KAIS tissaoui (2021 and 2020)

YearTitle of citing document
2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249.

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2020The contagion effects of volatility indices across the U.S. and Europe. (2020). Huang, Tze-Chin ; Chiang, Shu-Mei ; Chen, Chun-Da. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301315.

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2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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2021Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches. (2021). Alghassab, Waleed ; Talbi, Mariem ; Hkiri, Besma ; Tissaoui, Kais ; Alfreahat, Khaled Issa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001376.

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2021Can the Chinese volatility index reflect investor sentiment?. (2021). Tang, Yeran ; Zhao, Manyi ; Long, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302556.

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2021Oil import portfolio risk and spillover volatility. (2021). Bollino, Carlo Andrea ; Polinori, Paolo ; Bigerna, Simona. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310047.

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2021The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality. (2021). Hammoudeh, Shawkat ; Hamdi, Besma ; Alqahtani, Faisal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:61:y:2021:i:c:s1042444x20300542.

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2021Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models. (2021). Zaghdoudi, Taha ; Tissaoui, Kais. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:481-492.

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2021Analysis of stock market volatility: Adjusted VPIN with high-frequency data. (2021). Xue, Feng ; Yang, Haijun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:210-222.

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2020High-frequency trading and stock liquidity: An intraday analysis. (2020). Hellara, Slaheddine ; ben Ammar, Imen ; Ghadhab, Imen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309249.

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2022.

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2020Can International Market Indices Estimate TASI’s Movements? The ARIMA Model. (2020). Al-Najjar, Hazem ; Al-Rousan, Nadia ; Assous, Hamzeh F. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:6:y:2020:i:2:p:27-:d:348726.

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2020International price volatility transmission and structural change: a market connectivity analysis in the beef sector. (2020). Guo, Jin ; Tanaka, Tetsuji. In: Palgrave Communications. RePEc:pal:palcom:v:7:y:2020:i:1:d:10.1057_s41599-020-00657-x.

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Works by KAIS tissaoui:

YearTitleTypeCited
2020Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach. In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2019International implied volatility risk indexes and Saudi stock return-volatility predictabilities In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article10
2019Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2016Liquidity, liquidity risk, and information flow: Lessons from an emerging market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2011Information flow between stock return and trading volume: the Tunisian stock market In: International Journal of Financial Services Management.
[Full Text][Citation analysis]		article1

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