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Olfa Belhassine

University of Manouba - ESCT-Business School of Tunis

Campus Universitaire de La Manouba

la Manouba, Manouba 2010

Tunisia

SCHOLARLY PAPERS

4

DOWNLOADS

207

TOTAL CITATIONS

0

Scholarly Papers (4)

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 67 (899,324)

Abstract:

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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 59 (970,490)

Abstract:

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

3.

Static and Dynamic Index Performance: The Case of a Constructed Socially Responsible Tunisian Index

Number of pages: 26 Posted: 16 Dec 2024
Hager Kossentini, Olfa Belhassine and Amel Zenaidi
University of Manouba - ESCT-Business School of Tunis, University of Manouba - ESCT-Business School of Tunis and Institute of the High Commercial Studies of Carthage
Downloads 42 (1,170,409)

Abstract:

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SRI, ESG, Sustainable, Index performance, Index construction, Dynamic performance

4.

Economic Policy Uncertainty And Investment: A Comparative Analysis Of India And Brazil

Number of pages: 23 Posted: 13 Dec 2024
asma Daoud zaghdane, Olfa Belhassine and Gallali med Imen
affiliation not provided to SSRN, University of Manouba - ESCT-Business School of Tunis and affiliation not provided to SSRN
Downloads 39 (1,196,171)

Abstract:

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Investment, Economic Policy uncertainty, Brazil, India, Emerging economies