3
H index
1
i10 index
18
Citations
Université de Tunis El Manar (50% share) | 3 H index 1 i10 index 18 Citations RESEARCH PRODUCTION: 5 Articles RESEARCH ACTIVITY:
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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: | Cites to: |
Year | Title of citing document |
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2020 | Predictability 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Market 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. Full description at Econpapers || Download paper |
2021 | Can 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. Full description at Econpapers || Download paper |
2021 | Oil 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Dynamic 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. Full description at Econpapers || Download paper |
2021 | Analysis 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. Full description at Econpapers || Download paper |
2020 | High-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. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2020 | Can 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. Full description at Econpapers || Download paper |
2020 | International 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach. In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2019 | International implied volatility risk indexes and Saudi stock return-volatility predictabilities In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
2019 | Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2016 | Liquidity, liquidity risk, and information flow: Lessons from an emerging market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
2011 | Information flow between stock return and trading volume: the Tunisian stock market In: International Journal of Financial Services Management. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team