Recent developments in finance

Veröffentlicht 2015

An exact formula for pricing defaultable bonds

von Chebbi, Tarek
Veröffentlicht in Icfai University Press (Hyderabad) The IUP journal of financial risk management (2013)

Liquidity impact on assets pricing in the context of Fama and French model

von Haddad, Ghlama
Veröffentlicht in International journal of financial innovation in banking (2019)

Liquidity and corporate yield spreads : lessons from Tunisian bond market

von Chebbi, Tarek
Veröffentlicht in International journal of monetary economics and finance (2010)

Default probability and credit risk : empirical evidence from reduced form model based on intensity

von Chebbi, Tarek
Veröffentlicht in Banking and finance letters (2009)

Performance evaluation of hedge funds : a literature review of theoretical and empirical issues and contributions

von Snoussi, Imen
Veröffentlicht in Finance India (2004)

The law of one price, arbitrage opportunities and price convergence: evidence from cross-listed stocks

von Ghadhab, Imen
Veröffentlicht in Journal of multinational financial management (2015)

Diversification and target leverage of financial institutions

von Jouida, Sameh
Veröffentlicht in Journal of multinational financial management (2018)

Cross-listing and value creation

von Ghadhab, Imen
Veröffentlicht in Journal of multinational financial management (2016)

Price discovery of cross-listed firms

von Ghadhab, Imen
Veröffentlicht in International review of financial analysis (2016)

The impact of extreme values on the assessment of financial assets

von Mansour, Sihem
Veröffentlicht in International journal of monetary economics and finance (2015)

Improving the option pricing performance of GARCH models in inefficient market

von Lahouel, Noureddine
Veröffentlicht in Investment management and financial innovations (2020)

High-frequency trading, stock volatility, and intraday crashes

von Ben Ammar, Imen
Veröffentlicht in The quarterly review of economics and finance (2022)

Predicting Tunisian mutual fund performance using dynamic panel data model

von Belgacem, Samira Ben
Veröffentlicht in Journal of risk finance (2011)

Intraday interactions between high-frequency trading and price efficiency

von Ben Ammar, Imen
Veröffentlicht in Finance research letters (2021)

Why do firms make an additional cross-listing? : an empirical investigation using multiple failure time model

von Ghadhab, Imen
Veröffentlicht in The journal of asset management (2018)

The effects of activity and geographic diversification on performance : evidence from French financial institutions

von Jouida, Sameh
Veröffentlicht in Research in international business and finance (2017)

Special Issue on: TSFS Finance Conference 2014 Management and Hedging of Liquidity Risk

Veröffentlicht 2019

High-frequency trading and stock liquidity : an intraday analysis

von Ben Ammar, Imen
Veröffentlicht in Research in international business and finance (2020)

Market structure, strategic choices and bank performance : a path model

Veröffentlicht in Managerial finance (2014)