Walid Ben Omrane
Walid Ben Omrane
Professor of Finance, Goodman School of Business
Verified email at brocku.ca - Homepage
Cited by
Cited by
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
Macroeconomic news surprises and volatility spillover in foreign exchange markets
WB Omrane, C Hafner
Empirical Economics 48 (2), 577-607, 2015
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
Using self-organizing maps to adjust for intra-day seasonality
WB Omrane, E de Bodt
Journal of Banking & Finance 31 (6), 1817-1838, 2007
The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market
WB Omrane, H Van Oppens
High Frequency Financial Econometrics, 199-223, 2008
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
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
Intradaily dynamic portfolio selection
L Bauwens, WB Omrane, E Rengifo
Computational statistics & data analysis 54 (11), 2400-2418, 2010
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
Information spillover, volatility and the currency markets
W Ben Omrane, C Hafner
International Econometric Review 1, 47, 2009
Intra-daily fx optimal portfolio allocation
L Bauwens, W Ben Omrane, EW Rengifo
Available at SSRN 912697, 2006
The foreign exchange quoting activity as an informative signal
W Omrane, A Heinen
working paper, Catholic University of Louvain, 2004
Foreign news and the structure of co-movement in European equity markets: An intraday analysis
WB Omrane, SM Hussain
Research in International Business and Finance 37, 572-582, 2016
Tick test accuracy in foreign exchange ECN markets
WB Omrane, R Welch
Research in International Business and Finance 37, 135-152, 2016
The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market
W Ben Omrane, H Van Oppens
IAG Working Paper, 2004
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
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, 100482, 2019
The Dynamics of Currency, Savings, and Investment Rates
MA Ayadi, W Ben Omrane, S Lazrak, J Yang
International Review of Finance 18 (1), 3-33, 2018
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
The information contents of individual FX dealers’ quoting activity
W Ben Omrane, A Heinen
IAG Working Paper 120/04, Catholic University of Louvain, 2005. URL http …, 2004
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