Publications

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Reliving a traumatic experience through emotional creativity: the bright side of cancer during the COVID-19 pandemic

Judith PARTOUCHE-SEBBAN, Saeedeh REZAEE VESSAL, Francesco SCHIAVONE

Purpose – The COVID-19 outbreak has undoubtedly affected overall mental health. Thus, researching
resilience is important, as it has been previously discussed as a means to protect people from mental health

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Time-frequency causality and connectedness between oil price shocks and the world food prices

Khaled GUESMI, Fateh BELAID, Syed Ali RAZA, Nida SHAH

The goal of this study is to examine the food and oil price nexus from January 1993 to September 2020. To have a broader aspect, we decompose oil prices into demand and supply shocks and food price index into sub-indices such as Meat, Dairy, Cereal, and sugar price indices.

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Bayesian stochastic volatility predictability of cryptocurrencies with the algorithm of Metropolis Hasting

Khaled GUESMI, Yosra GHABRI, Fatma HACHICHA, Ramzi BENKRAIEM

Identifying the factors driving the volatility
of asset classes and examine
their effect on financial markets is particularly
essential for investors, portfolio
managers, and regulators who
are concerned with the asset pricing

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Credit rating agencies, information asymmetry and US bond liquidity

Federica SALVADE, Stefano LOVO, Philippe RAIMBOURG

Do rating announcements reduce information asymmetries? We investigate the effect of rating disclosures on the volatility and liquidity of the US bond market.

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Do regulatory policies matter to corporate innovation?

Khaled GUESMI, Khaled Elmawazini, Gamal Aatallah, Rafiquzzaman Mohammed

This paper examines the relationship between regulation and innovation from both theoretical and empirical perspectives.

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Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors?

Stephane GOUTTE, Samir SAADI, Ramzi Benkraiem, Hui Zhu, Steven Zhu

We examine the relation between the probability of future stock price crash and investors’ investment horizons. Using negative skewness as a proxy for firm-specific crash risk, we document a positive association between institutional ownership and stock price crash risk.

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Le manuel du métavers

"The Metaverse Handbook: The Ultimate Guide to Understanding the Digital Revolution" is a must-read for anyone seeking to grasp the magnitude of these ongoing changes.

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