Walid Ben Omrane

Brock University - Department of Finance, Operations and Information Systems (FOIS)

Ontario, L2S 3A1

Canada

  • Brock University - Department of Finance, Operations and Information Systems (FOIS)

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 27,937

SSRN RANKINGS

Top 27,937

in Total Papers Downloads

1,601

CITATIONS
Rank 15,758

SSRN RANKINGS

Top 15,758

in Total Papers Citations

22

Scholarly Papers (10)

Actions:
Email selected abstracts
1.

The Predictive Success and Profitability of Chart Patterns in the Euro/Dollar Foreign Exchange Market

IAG Working Paper No. 95-03, CORE Discussion Paper No. 2004/35
Number of pages: 27 Posted: 13 Jan 2004
Walid Ben Omrane and Hervé Van Oppens
Brock University - Department of Finance, Operations and Information Systems (FOIS) and Catholic University of Louvain (UCL) - Department of Business Administration (IAG) - Finance Unit
Downloads 465 (59,176)
Citation 1

Abstract:

Loading...

foreign exchange market, chart patterns, high frequency data, technical analysis

2.

News Announcements, Market Activity and Volatility in the Euro/Dollar Foreign Exchange Market

Downloads 371 ( 77,483)
Citation 21

News Announcements, Market Activity and Volatility in the Euro/Dollar Foreign Exchange Market

CORE Discussion Paper
Number of pages: 27 Posted: 07 May 2003
Walid Ben Omrane, Luc Bauwens and Pierre Giot
Brock University - Department of Finance, Operations and Information Systems (FOIS), Université catholique de Louvain and Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Downloads 371 (76,821)
Citation 21

Abstract:

Loading...

foreign exchange market, volatility, news announcements, high frequency data

News Announcements, Market Activity and Volatility in the Euro/Dollar Foreign Exchange Market

Journal of Internztional Money and Finance, Vol. 24, pp. 1108-1125, 2005
Posted: 21 Feb 2006
Luc Bauwens, Walid Ben Omrane and Pierre Giot
Université catholique de Louvain, Brock University - Department of Finance, Operations and Information Systems (FOIS) and Facultés Universitaires Notre-Dame de la Paix (FUNDP)

Abstract:

Loading...

foreign exchange market, volatility, news announcements, high frequency data

3.

Intra-Daily FX Optimal Portfolio Allocation

CORE Discussion Paper No. 2006/10
Number of pages: 28 Posted: 10 Jul 2006
Luc Bauwens, Walid Ben Omrane and Erick W. Rengifo
Université catholique de Louvain, Brock University - Department of Finance, Operations and Information Systems (FOIS) and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)
Downloads 206 (144,289)

Abstract:

Loading...

Optimal portfolio selection, Value-at-Risk, GARCH models, Foreign exchange markets

4.

Using Self-Organizing Maps to Adjust Intra-Day Seasonality

Number of pages: 21 Posted: 09 May 2005 Last Revised: 03 May 2013
Walid Ben Omrane and Eric de Bodt
Brock University - Department of Finance, Operations and Information Systems (FOIS) and Univ. Lille
Downloads 163 (178,158)

Abstract:

Loading...

foreign exchange market, self-organizing maps, seasonality, high frequency data

5.

The Sign Switch Effect of Macroeconomic News in Foreign Exchange Markets

Number of pages: 40 Posted: 19 Jan 2013 Last Revised: 01 Jun 2015
Walid Ben Omrane and Tanseli Savaser
Brock University - Department of Finance, Operations and Information Systems (FOIS) and Vassar College - Department of Economics
Downloads 134 (209,317)

Abstract:

Loading...

Financial crisis, exchange rates, US dollar, macroeconomic news, high-frequency data

6.

Exchange Rate Volatility Response to Macroeconomic News: Evidence from the Great Recession

Number of pages: 32 Posted: 01 Jun 2015
Walid Ben Omrane and Tanseli Savaser
Brock University - Department of Finance, Operations and Information Systems (FOIS) and Vassar College - Department of Economics
Downloads 94 (269,967)

Abstract:

Loading...

Financial crisis, exchange rates, US dollar,macroeconomic news, high-frequency data, volatility

7.

The Foreign Exchange Quoting Activity as an Informative Signal

EFMA 2004 Basel Meetings Paper; CORE Discussion Paper No. DP 2003/70
Number of pages: 21 Posted: 08 May 2004
Walid Ben Omrane and Andréas Heinen
Brock University - Department of Finance, Operations and Information Systems (FOIS) and University of Cergy-Pontoise - THEMA
Downloads 89 (279,514)

Abstract:

Loading...

Foreign Exchange, Market Microstructure, Time Series, Count Data

8.

The Response of Individual Fx Dealers' Quoting Activity to Macroeconomic News Announcements'

CORE Discussion Paper No. 2003/70
Number of pages: 23 Posted: 31 May 2007
Walid Ben Omrane and Andréas Heinen
Brock University - Department of Finance, Operations and Information Systems (FOIS) and University of Cergy-Pontoise - THEMA
Downloads 56 (360,624)

Abstract:

Loading...

Foreign Exchange, Market Microstructure, Time Series, Count Data.

9.

Macroeconomic News Surprises and Volatility Spillover in the Foreign Exchange Markets

Number of pages: 36 Posted: 29 Jan 2018
Walid Ben Omrane and Christian Hafner
Brock University - Department of Finance, Operations and Information Systems (FOIS) and Catholic University of Louvain (UCL) - School of Statistics
Downloads 23 (492,726)

Abstract:

Loading...

Foreign exchange markets, Volatility spillover, News surprises, Impulse response Analysis, High frequency data

10.

The Dynamics of Currency, Savings, and Investment Rates

International Review of Finance, Vol. 18, Issue 1, pp. 3-33, 2018
Number of pages: 31 Posted: 05 Mar 2018
Walid Ben Omrane and Skander Lazrak
Brock University - Department of Finance, Operations and Information Systems (FOIS) and Brock University - Goodman School of Business
Downloads 0 (650,420)
  • Add to Cart

Abstract:

Loading...