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KAIS tissaoui

Personal Details

First Name:Kais
Middle Name:
Last Name:Tissaoui
Suffix:
RePEc Short-ID:pti263

Affiliation

(50%) International Finance Group-Tunisia (IFTG)
Faculté des Sciences Économiques et de Gestion
Université de Tunis El Manar

Tunis, Tunisia
http://www.ifgtunisia.org/
RePEc:edi:iftggtn (more details at EDIRC)

(50%) University of Hail

http://www.uoh.edu.sa/Pages/default.aspx
Saudi Arabia, Hail

Research output

as
Jump to: Articles

Articles

  1. Kais Tissaoui & Taha Zaghdoudi & Khaled issa Alfreahat, 2020. "Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach," Economics Bulletin, AccessEcon, vol. 40(3), pages 2085-2092.
  2. Tissaoui, Kais & Azibi, Jamel, 2019. "International implied volatility risk indexes and Saudi stock return-volatility predictabilities," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 65-84.
  3. Tissaoui, Kais, 2019. "Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 232-249.
  4. Tissaoui, Kais & Ftiti, Zied, 2016. "Liquidity, liquidity risk, and information flow: Lessons from an emerging market," Research in International Business and Finance, Elsevier, vol. 37(C), pages 28-48.
  5. Kais Tissaoui & Chaker Aloui, 2011. "Information flow between stock return and trading volume: the Tunisian stock market," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 5(1), pages 52-82.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Tissaoui, Kais & Azibi, Jamel, 2019. "International implied volatility risk indexes and Saudi stock return-volatility predictabilities," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 65-84.

    Cited by:

    1. Bigerna, Simona & Bollino, Carlo Andrea & Polinori, Paolo, 2021. "Oil import portfolio risk and spillover volatility," Resources Policy, Elsevier, vol. 70(C).
    2. Long, Wen & Zhao, Manyi & Tang, Yeran, 2021. "Can the Chinese volatility index reflect investor sentiment?," International Review of Financial Analysis, Elsevier, vol. 73(C).
    3. Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021. "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    4. Tissaoui, Kais & Zaghdoudi, Taha, 2021. "Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 481-492.
    5. Chen, Chun-Da & Chiang, Shu-Mei & Huang, Tze-Chin, 2020. "The contagion effects of volatility indices across the U.S. and Europe," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    6. Alqahtani, Faisal & Hamdi, Besma & Hammoudeh, Shawkat, 2021. "The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality," Journal of Multinational Financial Management, Elsevier, vol. 61(C).
    7. Tissaoui, Kais & Hkiri, Besma & Talbi, Mariem & Alghassab, Waleed & Alfreahat, Khaled Issa, 2021. "Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    8. Tetsuji Tanaka & Jin Guo, 2020. "International price volatility transmission and structural change: a market connectivity analysis in the beef sector," Palgrave Communications, Palgrave Macmillan, vol. 7(1), pages 1-13, December.
    9. David Iheke Okorie & Boqiang Lin, 2022. "Crude oil market and Nigerian stocks: An asymmetric information spillover approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4002-4017, October.
    10. Kais Tissaoui & Ilyes Abidi & Nadia Azibi & Mariem Nsaibi, 2024. "Spillover Effects between Crude Oil Returns and Uncertainty: New Evidence from Time-Frequency Domain Approaches," Energies, MDPI, vol. 17(2), pages 1-24, January.
    11. Alqahtani, Abdullah & Bouri, Elie & Vo, Xuan Vinh, 2020. "Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 239-249.

  2. Tissaoui, Kais, 2019. "Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 232-249.

    Cited by:

    1. Yang, Haijun & Xue, Feng, 2021. "Analysis of stock market volatility: Adjusted VPIN with high-frequency data," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 210-222.
    2. Faisal Altaf & Ching-Lung Chang & Naveed Ishtiaq Chaudhary & Muhammad Asif Zahoor Raja & Khalid Mehmood Cheema & Chi-Min Shu & Ahmad H. Milyani, 2022. "Adaptive Evolutionary Computation for Nonlinear Hammerstein Control Autoregressive Systems with Key Term Separation Principle," Mathematics, MDPI, vol. 10(6), pages 1-20, March.
    3. Junyu Zhang & Xinfeng Ruan & Jin E. Zhang, 2023. "Risk‐neutral moments and return predictability: International evidence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(5), pages 1086-1111, August.
    4. Zied Ftiti & Kais Tissaoui & Sahbi Boubaker, 2022. "On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach," Annals of Operations Research, Springer, vol. 313(2), pages 915-943, June.
    5. Tissaoui, Kais & Zaghdoudi, Taha, 2021. "Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 481-492.
    6. Khizer Mehmood & Naveed Ishtiaq Chaudhary & Zeshan Aslam Khan & Khalid Mehmood Cheema & Muhammad Asif Zahoor Raja & Ahmad H. Milyani & Abdullah Ahmed Azhari, 2022. "Nonlinear Hammerstein System Identification: A Novel Application of Marine Predator Optimization Using the Key Term Separation Technique," Mathematics, MDPI, vol. 10(22), pages 1-22, November.
    7. Kais Tissaoui & Taha Zaghdoudi & Abdelaziz Hakimi & Mariem Nsaibi, 2023. "Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling," Computational Economics, Springer;Society for Computational Economics, vol. 62(2), pages 663-687, August.
    8. Kais Tissaoui & Taha Zaghdoudi & Abdelaziz Hakimi & Ousama Ben-Salha & Lamia Ben Amor, 2022. "Does Uncertainty Forecast Crude Oil Volatility before and during the COVID-19 Outbreak? Fresh Evidence Using Machine Learning Models," Energies, MDPI, vol. 15(15), pages 1-20, August.

  3. Tissaoui, Kais & Ftiti, Zied, 2016. "Liquidity, liquidity risk, and information flow: Lessons from an emerging market," Research in International Business and Finance, Elsevier, vol. 37(C), pages 28-48.

    Cited by:

    1. Hammami, Yacine & Bahri, Maha, 2016. "On the determinants of expected corporate bond returns in Tunisia," Research in International Business and Finance, Elsevier, vol. 38(C), pages 224-235.
    2. Hadhri, Sinda & Ftiti, Zied, 2019. "Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?," Economic Systems, Elsevier, vol. 43(3).
    3. Tissaoui, Kais & Hkiri, Besma & Talbi, Mariem & Alghassab, Waleed & Alfreahat, Khaled Issa, 2021. "Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    4. Ben Ammar, Imen & Hellara, Slaheddine & Ghadhab, Imen, 2020. "High-frequency trading and stock liquidity: An intraday analysis," Research in International Business and Finance, Elsevier, vol. 53(C).

  4. Kais Tissaoui & Chaker Aloui, 2011. "Information flow between stock return and trading volume: the Tunisian stock market," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 5(1), pages 52-82.

    Cited by:

    1. M. Punniyamoorthy & Jose Joy Thoppan, 2012. "Detection of stock price manipulation using quadratic discriminant analysis," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 5(4), pages 369-388.
    2. Tissaoui, Kais & Azibi, Jamel, 2019. "International implied volatility risk indexes and Saudi stock return-volatility predictabilities," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 65-84.

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