Bernard Ben Sita

Lebanese American University

Associate Professor of Finance

P.O. Box 13 - 5053

Chouran-Beirut 1102 2801

Lebanon

http://www.lau.edu.lb

SCHOLARLY PAPERS

5

DOWNLOADS

164

CITATIONS

0

Scholarly Papers (5)

1.

Volatility Links between U.S. Industries

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 37 Posted: 19 Sep 2011 Last Revised: 26 Dec 2012
Bernard Ben Sita
Lebanese American University
Downloads 97 (257,373)

Abstract:

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Industry, Granger-causality, Volatility spillovers, feedbacks

2.

Oil Products and the Volatility Index: Bivariate Volatility Relationships Within a T-GARCH Model

Number of pages: 28 Posted: 27 May 2012
Bernard Ben Sita
Lebanese American University
Downloads 40 (403,688)

Abstract:

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Oil Products, Volatility Spillover, Volatility Index, GARCH

3.

Measuring the Oil Risk Effect on Industry Volatility Shocks

Number of pages: 30 Posted: 19 Jan 2016
Bernard Ben Sita
Lebanese American University
Downloads 27 (458,611)

Abstract:

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Crude Oil Market, Gasoline Market, Industry Volatility, Sequential Information

4.

The Role of Trading Intensity Estimating the Implicit Bid-Ask Spread and Determining Transitory Effects

Posted: 06 May 2010 Last Revised: 07 Jul 2011
Bernard Ben Sita and P. Joakim Westerholm
Lebanese American University and University of Sydney Business School

Abstract:

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Transaction costs, ACD, Volatility, Information Asymmetry

5.

Autocorrelation of the Trade Process: Evidence from the Helsinki Stock Exchange

Posted: 16 Jul 2009
Bernard Ben Sita
Lebanese American University

Abstract:

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Trading intensity, trade duration, autocorrelation, order flow