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Walid Ben Omrane
Walid Ben Omrane
Professor of Finance, Goodman School of Business
Verified email at brocku.ca - Homepage
Title
Cited by
Cited by
Year
News announcements, market activity and volatility in the euro/dollar foreign exchange market
L Bauwens, WB Omrane, P Giot
Journal of International Money and Finance 24 (7), 1108-1125, 2005
3152005
Exchange rate volatility response to macroeconomic news during the global financial crisis
WB Omrane, T Savaşer
International Review of Financial Analysis 52, 130-143, 2017
682017
Macroeconomic news surprises and volatility spillover in foreign exchange markets
W Ben Omrane, C Hafner
Empirical Economics 48, 577-607, 2015
502015
The effect of US macroeconomic news announcements on the Canadian stock market: Evidence using high-frequency data
SM Hussain, WB Omrane
Finance Research Letters 38, 101450, 2021
342021
The sign switch effect of macroeconomic news in foreign exchange markets
WB Omrane, T Savaşer
Journal of International Financial Markets, Institutions and Money 45, 96-114, 2016
282016
The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market
WB Omrane, HV Oppens
Empirical Economics 30, 947-971, 2006
212006
Using self-organizing maps to adjust for intra-day seasonality
WB Omrane, E de Bodt
Journal of Banking & Finance 31 (6), 1817-1838, 2007
172007
Macroeconomic news, public communications, and foreign exchange jumps around US and European financial crises
MA Ayadi, W Ben Omrane, J Wang, R Welch
International Journal of Finance & Economics 25 (2), 197-227, 2020
152020
The dynamic effect of macroeconomic news on the euro/US dollar exchange rate
W Ben Omrane, R Welch, X Zhou
Journal of Forecasting 39 (1), 84-103, 2020
142020
US macroeconomic news effects around the US and European financial crises: Evidence from Brazilian and Mexican equity indices
SM Hussain, WB Omrane, K Al-Yahyaee
Global finance journal 46, 100482, 2020
122020
OPEC production decisions, macroeconomic news, and volatility in the Canadian currency and oil markets
MA Ayadi, WB Omrane, S Lazrak, X Yan
Finance Research Letters 37, 101366, 2020
112020
Tick test accuracy in foreign exchange ECN markets
WB Omrane, R Welch
Research in International Business and Finance 37, 135-152, 2016
112016
Information spillover, volatility and the currency markets
WB Omrane, CM Hafner
International Econometric Review 1 (1), 50-62, 2009
11*2009
Intradaily dynamic portfolio selection
L Bauwens, WB Omrane, E Rengifo
Computational statistics & data analysis 54 (11), 2400-2418, 2010
102010
The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets
W Ben Omrane, K Guesmi, Q Qianru, S Saadi
Annals of Operations Research, 1-33, 2021
92021
Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
WB Omrane, Y Tao, R Welch
Research in International Business and Finance 42, 9-30, 2017
92017
Public news announcements and quoting activity in the Euro/Dollar foreign exchange market
WB Omrane, A Heinen
Computational statistics & data analysis 54 (11), 2419-2431, 2010
92010
Time-varying effects of macroeconomic news on euro-dollar returns
WB Omrane, T Savaser, R Welch, X Zhou
The North American Journal of Economics and Finance 50, 101001, 2019
82019
Intra-daily fx optimal portfolio allocation
L Bauwens, W Ben Omrane, EW Rengifo
CORE Discussion Paper, 2006
82006
Is there any common knowledge news in the Euro/Dollar market?
WB Omrane, A Heinen
International Review of Economics & Finance 18 (4), 656-670, 2009
72009
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