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Details about Mohamed AROURI

E-mail:
Homepage:https://sites.google.com/site/mohamedarouri/
Postal address:Faculté des Sciences Economiques et de Gestion - IAE 41, Bd François Mitterrand - BP 54 - 63002 Clermont-Ferrand Cedex 1 - Tél. : 04 73 17 76 00 - Fax : 04 73 17 75 75
Workplace:Centre Clermontois de Recherche en Gestion et Management (CRCGM) (Clermont Center for Research in Management), (more information at EDIRC)
Economic Research Forum (ERF), (more information at EDIRC)
Groupe de Recherche en Management (GRM) (Management Research Group), Institut d'Administration des Entreprises (IAE) (Graduate School of Management), Université de Nice-Sophia Antipolis (University of Nice Sophia Antipolis), (more information at EDIRC)

Access statistics for papers by Mohamed AROURI.

Last updated 2017-09-16. Update your information in the RePEc Author Service.

Short-id: par32


Jump to Journal Articles Edited books

Working Papers

2017

  1. Is Internal Migration A Way to Cope With Climate Change? Evidence From Egypt
    Working Papers, Economic Research Forum Downloads

2016

  1. Do Pensions Reduce the Incentive to Work? Evidence From Egypt
    Working Papers, Economic Research Forum Downloads
  2. Does Microcredit Reduce Gender Gap in Employment? An Application of Decomposition Analysis to Egypt
    Working Papers, Economic Research Forum Downloads
  3. Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from Vietnam
    PGDA Working Papers, Program on the Global Demography of Aging Downloads
  4. Ethnic and racial disparities in children's education Comparative evidence from Ethiopia, India, Peru, and Viet Nam
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads

2014

  1. Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets
    Working Papers, Department of Research, Ipag Business School Downloads View citations (5)

2013

  1. Herding in French stock markets: Empirical evidence from equity mutual funds
    Post-Print, HAL Downloads
  2. Sources d’inefficience et ajustement asymétrique des cours boursiers
    Post-Print, HAL

2011

  1. Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data
    Post-Print, HAL
  2. Oil Prices and Stock Markets in Europe: A Sector Perspective
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (4)
    See also Journal Article in Recherches économiques de Louvain (2011)
  3. Oil price and stock markets in Europe: a sector by sector perspective
    Post-Print, HAL View citations (2)

2010

  1. Herding by institutional investors: empirical evidence from French mutual funds
    Working Papers, HAL Downloads
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2009) Downloads
  2. Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam Downloads View citations (1)
  3. On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries
    Working Papers, Economic Research Forum Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2009) Downloads View citations (7)
  4. ROE and value creation under IAS-IFRS: evidence of discordance from French firms
    Post-Print, HAL
    See also Journal Article in European Financial and Accounting Journal (2010)

2009

  1. La prime de risque dans un cadre international: le risque de change est-il apprécié ?
    Working Papers, HAL Downloads
    Also in Post-Print, HAL (2006)
    Post-Print, HAL (2006)

    See also Journal Article in Finance (2006)
  2. On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses
    Papers, arXiv.org Downloads View citations (18)
    Also in Working Papers, HAL (2009) Downloads View citations (24)

    See also Journal Article in Economics Bulletin (2009)

2008

  1. Coût du capital, LBO et évaluation des entreprises non côtées
    Post-Print, HAL
  2. Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers
    Post-Print, HAL
  3. EVOLUTION ET EFFETS INCITATIFS DES STOCK-OPTIONS: LE CAS DES DIRIGEANTS DU CAC40
    Working Papers, HAL Downloads
    Also in Post-Print, HAL (2008)
  4. Effets incitatifs des stocks-options: le cas des dirigeants français
    Post-Print, HAL
  5. Le Biais Domestique: Concept, Mesure et Explications
    Post-Print, HAL
    Also in Working Papers, HAL (2008) Downloads
  6. Les technologies de l'information et de la communication: vecteurs de diversification des pratiques culturelles ?
    Post-Print, HAL View citations (2)

2007

  1. L'intégration boursière internationale: tests et effets sur la diversification
    Post-Print, HAL
    See also Journal Article in Annals of Economics and Statistics (2007)

2006

  1. A la Recherche des Facteurs Déterminants de l'Intégration Financière Internationale: une Analyse sur Données de Panel
    Post-Print, HAL
    Also in Post-Print, HAL (2006)
    Post-Print, HAL (2006)
  2. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects
    Working Papers, HAL Downloads View citations (4)
    See also Journal Article in Frontiers in Finance and Economics (2006)

2005

  1. Bais Local: Concepts, Mesure et Explications
    Post-Print, HAL

2004

  1. Intégration Financière et Diversification Internationale de Portefeuilles: une Analyse Multivariée
    Post-Print, HAL View citations (1)
  2. The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach
    Post-Print, HAL

2003

  1. Financial Integration and International Portfolio
    International Finance, EconWPA Downloads

Journal Articles

2017

  1. CSR Performance and the Value of Cash Holdings: International Evidence
    Journal of Business Ethics, 2017, 140, (2), 263-284 Downloads
  2. Does urbanization reduce rural poverty? Evidence from Vietnam
    Economic Modelling, 2017, 60, (C), 253-270 Downloads

2016

  1. Economic growth and insurance development: The role of institutional environments
    Economic Modelling, 2016, 59, (C), 361-369 Downloads View citations (1)
  2. Economic policy uncertainty and stock markets: Long-run evidence from the US
    Finance Research Letters, 2016, 18, (C), 136-141 Downloads View citations (3)
  3. On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India
    Economics Bulletin, 2016, 36, (2), 760-770 Downloads View citations (4)

2015

  1. Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam
    World Development, 2015, 70, (C), 59-77 Downloads View citations (14)
  2. World gold prices and stock returns in China: Insights for hedging and diversification strategies
    Economic Modelling, 2015, 44, (C), 273-282 Downloads View citations (27)

2014

  1. Financial linkages between US sector credit default swaps markets
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 223-243 Downloads View citations (8)

2013

  1. Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations
    Applied Economics, 2013, 45, (24), 3412-3420 Downloads View citations (16)
  2. Equity risk premium and regional integration
    International Review of Financial Analysis, 2013, 28, (C), 79-85 Downloads View citations (15)
  3. Investor attention and stock market activity: Evidence from France
    Economic Modelling, 2013, 35, (C), 674-681 Downloads View citations (11)
  4. What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?
    Journal of Macroeconomics, 2013, 36, (C), 175-187 Downloads View citations (3)

2012

  1. An international CAPM for partially integrated markets: Theory and empirical evidence
    Journal of Banking & Finance, 2012, 36, (9), 2473-2493 Downloads View citations (25)
  2. Energy consumption, economic growth and CO2 emissions in Middle East and North African countries
    Energy Policy, 2012, 45, (C), 342-349 Downloads View citations (109)
  3. Environmental Regulation and Competitiveness: Evidence from Romania
    Ecological Economics, 2012, 81, (C), 130-139 Downloads
  4. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
    Economic Modelling, 2012, 29, (3), 884-892 Downloads View citations (22)
  5. OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS
    International Journal of Finance & Economics, 2012, 17, (3), 242-253 View citations (57)
  6. STOCK RETURNS AND OIL PRICE CHANGES IN EUROPE: A SECTOR ANALYSIS
    Manchester School, 2012, 80, (2), 237-261 Downloads View citations (7)

2011

  1. Does crude oil move stock markets in Europe? A sector investigation
    Economic Modelling, 2011, 28, (4), 1716-1725 Downloads View citations (51)
  2. Oil Prices and Stock Markets in Europe: A Sector Perspective
    Recherches économiques de Louvain, 2011, 77, (1), 5-30 Downloads View citations (5)
    See also Working Paper (2011)
  3. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
    Journal of International Money and Finance, 2011, 30, (7), 1387-1405 Downloads View citations (106)

2010

  1. L'entrelacement des pratiques culturelles et de l'usage des TIC: une analyse économique
    Economie & Prévision, 2010, n° 194, (3), 33-55 Downloads
    Also in Économie et Prévision, 2010, 194, (3), 33-55 (2010) Downloads
  2. Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade
    Energy Policy, 2010, 38, (8), 4528-4539 Downloads View citations (100)
  3. ROE and Value Creation under IAS/IFRS: Evidence of Discordance from French Firms
    European Financial and Accounting Journal, 2010, 2010, (3), 84-112 Downloads
    See also Working Paper (2010)
  4. Time-varying predictability in crude-oil markets: the case of GCC countries
    Energy Policy, 2010, 38, (8), 4371-4380 Downloads View citations (28)

2009

  1. On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses
    Economics Bulletin, 2009, 29, (2), 795-804 Downloads View citations (20)
    See also Working Paper (2009)

2008

  1. Stock craze: an empirical analysis of PER in Chinese equity market
    Economics Bulletin, 2008, 14, (1), 1-17 Downloads View citations (1)

2007

  1. Co-Mouvements des marchés boursiers émergents:Intégration ou contagion ?
    Brussels Economic Review, 2007, 50, (3), 315-333 Downloads View citations (1)
  2. L'intégration boursière internationale: Tests et effets sur la diversification
    Annals of Economics and Statistics, 2007, (85), 189-218 Downloads
    See also Working Paper (2007)

2006

  1. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects
    Frontiers in Finance and Economics, 2006, 3, (2), 70-94 Downloads
    See also Working Paper (2006)
  2. La prime de risque dans un cadre international: le risque de change est-il apprécié ?
    Finance, 2006, 27, (1), 131-170 Downloads
    See also Working Paper (2009)

2004

  1. The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk
    Economics Bulletin, 2004, 6, (3), 1-13 Downloads View citations (2)

Edited books

2013

  1. Emerging Markets and the Global Economy
    Elsevier Monographs, Elsevier Downloads
 
Page updated 2017-09-22