Olfa Belhassine

University of Manouba - ESCT-Business School of Tunis

Campus Universitaire de La Manouba

la Manouba, Manouba 2010

Tunisia

  • University of Manouba - ESCT-Business School of Tunis

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

CAC40 Index Options' Market Efficiency

Number of pages: 26 Posted: 21 Jun 2019
Olfa Belhassine and Chokri Mamoghli
University of Manouba - ESCT-Business School of Tunis and Institut Supérieur de Gestion
Downloads 38 (739,821)

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Market Efficiency, Index Options, No Arbitrage Principle, Transaction Costs, Ex Post Tests, Ex Ante Tests

2.

The Effect of Single Stock Derivative Listings on Underlying Returns, Volume and Market Completeness

Number of pages: 34 Posted: 17 Jun 2019
Olfa Belhassine and Chokri Mamoghli
University of Manouba - ESCT-Business School of Tunis and Institut Supérieur de Gestion
Downloads 31 (792,758)

Abstract:

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derivatives listings, market completeness, price effect, GLS regression, event study, volume effect, traders' anticipations