Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies

Authors: Ghaddab, Sarra ^{a, b, ⁎, 1}, Peretti, Christian de ^{a, c, 2}, Belkacem, Lotfi ^{b, 3}

Source: In Research in International Business and Finance January 2025 73 Part A

A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate

Authors: Amor, Souhir Ben, Boubaker, Heni, Belkacem, Lotfi

Subject Terms: Quantitative Finance - Statistical Finance

Access URL: http://arxiv.org/abs/2204.08289

Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting

Authors: Amor, Souhir Ben, Boubaker, Heni, Belkacem, Lotfi

Subject Terms: Computer Science - Machine Learning, Quantitative Finance - Statistical Finance

Access URL: http://arxiv.org/abs/2204.09568

Machine learning based methods for ratemaking health care insurance.

Authors: Ben Hamida, Amal, Kacem, Manel, de Peretti, Christian, Belkacem, Lotfi

Source: International Journal of Market Research; Nov2024, Vol. 66 Issue 6, p810-831, 22p

Subject Terms: ARTIFICIAL neural networks, MACHINE learning, INSURANCE companies, INSURANCE policies, HEALTH insurance

The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?

Authors: Ben Hamida, Amal, de Peretti, Christian, Belkacem, Lotfi

Source: In International Review of Financial Analysis October 2024 95 Part C

Political patronage and banks' leverage in the Middle Eastern and North African region: A new neural panel regression analysis

Authors: Braham, Rihem, de Peretti, Christian, Belkacem, Lotfi

Source: QUARTERLY REVIEW OF ECONOMICS AND FINANCE. 89:298-306

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100190940811.0x000001&indx=1&recIds=ETOCvdc_100190940811.0x000001

A hybrid approach for forecasting bitcoin series

Authors: Mtiraoui, Amine, Boubaker, Heni, BelKacem, Lotfi

Source: In Research in International Business and Finance October 2023 66

The impact of economic policy uncertainty on capital structure decisions: Does institutional ownership characteristics matter?

Authors: Saad, Sourour Ben^1,2 (AUTHOR) bensaadsourour@yahoo.fr, Belkacem, Lotfi^2,3 (AUTHOR)

Source: International Journal of Disclosure & Governance. Mar2025, Vol. 22 Issue 1, p81-93. 13p.

Subject Terms: *Institutional ownership (Stocks), *Institutional investments, *Institutional investors, Propensity score matching, Economic uncertainty

Islamic portfolio optimization under systemic risk: Vine Copula‐CoVaR based model

Authors: Braiek, Sana, Bedoui, Rihab, Belkacem, Lotfi

Source: International journal of finance & economics. 27(1):1321-1339

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100139247210.0x000001&indx=1&recIds=ETOCvdc_100139247210.0x000001

Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches

Authors: Talbi, Marwa, Bedoui, Rihab, de Peretti, Christian, Belkacem, Lotfi

Source: In Resources Policy October 2021 73

How does corporate social responsibility influence firm financial performance?

Authors: Ben Saad, Sourour, Belkacem, Lotfi

Source: Corporate governance. 22(1):1-22

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100139892897.0x000001&indx=1&recIds=ETOCvdc_100139892897.0x000001

Does board gender diversity affect capital structure decisions?

Authors: Ben Saad, Sourour, Belkacem, Lotfi

Source: Corporate governance. 22(5):922-946

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100154859820.0x000001&indx=1&recIds=ETOCvdc_100154859820.0x000001

The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa

Authors: Braham, Rihem, de Peretti, Christian ^*, Belkacem, Lotfi

Source: In Research in International Business and Finance October 2020 53

Dynamics and causality in distribution between spot and future precious metals: A copula approach

Authors: Talbi, Marwa, de Peretti, Christian, Belkacem, Lotfi

Source: In Resources Policy June 2020 66

Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries

Authors: Braham, Rihem, de Peretti, Christian, Belkacem, Lotfi

Source: JOURNAL OF MANAGEMENT AND GOVERNANCE. 23(4):989-1006

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100127107909.0x000001&indx=1&recIds=ETOCvdc_100127107909.0x000001

Reserve modelling and the aggregation of risks using time varying copula models

Authors: Araichi, Sawssen, Peretti, Christian de, Belkacem, Lotfi

Source: In Economic Modelling December 2017 67:149-158

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Inclusion in entrepreneurship, especially of women, youth and unemployed: status and an agenda for research in Middle East and North Africa

Authors: Ismail, Ayman, Tolba, Ahmed, Ghalwash, Seham, Alkhatib, Ayman, Karadeniz, Emine Esra, Ouazzani, Khalid El, Boutaleb, Fatima, Belkacem, Lotfi, Schøtt, Thomas

Source: World review of entrepreneurship, management and sustainable development. 14(4):528-547

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100079826299.0x000001&indx=1&recIds=ETOCvdc_100079826299.0x000001

Solvency capital requirement for a temporal dependent losses in insurance

Authors: Araichi, Sawssen, Peretti, Christian de, Belkacem, Lotfi

Source: In Economic Modelling November 2016 58:588-598

Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach

Authors: Youssef, Manel, Belkacem, Lotfi, Mokni, Khaled

Source: In Energy Economics September 2015 51:99-110