Details about Bernard Ben Sita

Access statistics for papers by Bernard Ben Sita.

Last updated 2019-10-07. Update your information in the RePEc Author Service.

Short-id: pbe676

Journal Articles

2020

1. Exploring GDP growth volatility spillovers across countries
   Economic Modelling, 2020, 89, (C), 577-589 View citations (17)

2019

2. Crude oil and gasoline volatility risk into a Realized-EGARCH model
   Review of Quantitative Finance and Accounting, 2019, 53, (3), 701-720 View citations (4)

2018

3. Estimating the beta-return relationship by considering the sign and the magnitude of daily returns
   The Quarterly Review of Economics and Finance, 2018, 67, (C), 28-35 View citations (1)
4. Finance-Growth Volatility Nexus: Evidence from Lebanon
   Asian Economic and Financial Review, 2018, 8, (4), 466-477

2017

5. Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum
   Finance Research Letters, 2017, 23, (C), 137-146 View citations (5)

2015

6. Short and long-run budgetary relationships: evidence from Lebanon
   Journal of Developing Areas, 2015, 49, (2), 77-91

2014

7. Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets
   Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 183-199 View citations (10)

2013

8. Causality-in-variance of prices of oil products
   OPEC Energy Review, 2013, 37, (4), 373-386 View citations (2)
9. Evidence on managerial entrenchment effects on firm value
   International Journal of Financial Services Management, 2013, 6, (2), 93-104 View citations (1)
10. US energy policies and variance in the GCC stock markets
    OPEC Energy Review, 2013, 37, (1), 53-62
11. Volatility links between US industries
    Applied Financial Economics, 2013, 23, (15), 1273-1286 View citations (5)

2012

12. Short-run price and income elasticity of gasoline demand: Evidence from Lebanon
    Energy Policy, 2012, 46, (C), 109-115 View citations (20)

2011

13. The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects
    International Review of Financial Analysis, 2011, 20, (5), 306-310 View citations (3)

2010

14. Autocorrelation of the trade process: Evidence from the Helsinki Stock Exchange
    The Quarterly Review of Economics and Finance, 2010, 50, (4), 538-547 View citations (2)