Amélie Charles

Audencia Nantes School of Management

8 route de la Jonelière, BP 31222

Nantes Cedex 3, Cedex 3 44312

France

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 47,427

SSRN RANKINGS

Top 47,427

in Total Papers Downloads

652

CITATIONS

2

Scholarly Papers (9)

1.

Will Precious Metals Shine? A Market Efficiency Perspective

FIRN Research Paper
Number of pages: 25 Posted: 21 Jun 2014
Amélie Charles, Olivier Darné and Jae H. Kim
Audencia Nantes School of Management, University of Nantes - Faculty of Business and Economics and La Trobe University
Downloads 100 (180,193)

Abstract:

Adaptive markets hypothesis; Martingale difference hypothesis; Market Efficiency, Trading Strategy

2.

International Stock Return Predictability: Evidence from New Statistical Tests

Number of pages: 33 Posted: 28 Mar 2015
Amélie Charles, Olivier Darné and Jae H. Kim
Audencia Nantes School of Management, University of Nantes - Faculty of Business and Economics and La Trobe University
Downloads 94 (128,113)

Abstract:

Augmented Regression Method, Financial ratios, Forecasting, Short-term interest rate, Technical indicators, Wild bootstrap

3.

Market Efficiency in the European Carbon Markets

USAEE Working Paper No. 12-139
Number of pages: 28 Posted: 18 Oct 2012
Amélie Charles, Olivier Darné and Jessica Fouilloux
Audencia Nantes School of Management, University of Nantes - Faculty of Business and Economics and IGR - IAE de Rennes 1
Downloads 84 (218,780)

Abstract:

CO2 emission allowances, Cost-of-carry model, Spot and futures prices, Market efficiency

4.

Testing the Speculative Efficiency Hypothesis on Co2 Emission Allowance Prices: Evidence from Bluenext

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 24 Posted: 08 May 2011
Olivier Darné, Jessica Fouilloux and Amélie Charles
University of Nantes - Faculty of Business and Economics, IGR - IAE de Rennes 1 and Audencia Nantes School of Management
Downloads 43 (328,508)

Abstract:

CO2 emission allowances, Cointegration, Spot and futures prices, Market efficiency

5.

Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices

Number of pages: 34 Posted: 02 Jun 2015
Amélie Charles, Olivier Darné and Jae H. Kim
Audencia Nantes School of Management, University of Nantes - Faculty of Business and Economics and La Trobe University
Downloads 22 (252,433)

Abstract:

Islamic portfolio, Market Efficiency, Martingale difference hypothesis, Return predictability, Wild bootstrap

6.

Variance-Ratio Tests of Random Walk: An Overview

Journal of Economic Surveys, Vol. 23, Issue 3, pp. 503-527, July 2009
Number of pages: 25 Posted: 09 Jun 2009
Amélie Charles and Olivier Darné
Audencia Nantes School of Management and University of Nantes - Faculty of Business and Economics
Downloads 1 (536,590)
Citation 2

Abstract:

7.

Stock Return Predictability: Evaluation Based on Prediction Intervals

Number of pages: 35 Posted: 20 Mar 2016 Last Revised: 14 Oct 2016
Amélie Charles, Olivier Darné and Jae H. Kim
Audencia Nantes School of Management, University of Nantes - Faculty of Business and Economics and La Trobe University
Downloads 0 (218,780)

Abstract:

8.

Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from Sudden Changes in the Volatility of Dow Jones Indexes

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Posted: 10 May 2011
Amélie Charles, Adrian Pop and Olivier Darné
Audencia Nantes School of Management, Université d'Orléans and University of Nantes - Faculty of Business and Economics

Abstract:

9.

The Random Walk Hypothesis for Chinese Stock Markets: Evidence from Variance Ratio Tests

Economic Systems, Vol. 33, No. 2, 2009
Posted: 30 Sep 2009
Amélie Charles and Olivier Darné
Audencia Nantes School of Management and University of Nantes - Faculty of Business and Economics

Abstract:

Chinese stock markets, Market efficiency, Random walk hypothesis, Variance ratio test