CURRENT SITUATION
Faculty member
UNIVERSITY TITLES AND DIPLOMAS
PhD in management sciences - Paris Saclay University - Evry Val d'Essonne University - Sfax University
RESEARCH THEMES
- Quantitative finance
- Behavioral finance
- Investor heterogeneity
- Nonlinear modeling of asset price dynamics
- Networks
- Multi agent models
RESEARCH GROUP
Group 2: Finance and corporate governance in a sustainable environment
COURSES
- Financial Management
- Research Methodology
- Business Strategy Game
- Excel Modeling et VBA
- Cost accounting
BIOGRAPHY
Hela Nammouri is a Faculty member at ESDES Lyon Business School. She holds a PhD in management science from the University of Paris Saclay - the University of Evry Val d'Essonne. Her thesis focuses on attempts to model the exposure of market returns to investor sentiment using time-series and panel data regime change models. Her research themes also focus on multi-agent modeling and network theory. Her work has been published in international journals.
PUBLICATIONS AND WORKS
Articles in referenced journals (CNRS, FNEGE)
To be published
NAMMOURI H., "Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US", Finance Research Letters, (in collaboration with LABIDI O. & CHLIBI S.).
2021
NAMMOURI H., (2021), "Is the COVID-19 vaccine effective on the US financial market?", Public Health, vol. 198, Septembre 2021, pp. 177-179, (in collaboration with LABIDI O., BEN JABEUR S. & KHALFAOUI R.).
2018
NAMMOURI H.., (2018), "An Analysis of the Effect of Investor Sentiment in a Heterogeneous Switching Transition Model for G7 Stock Markets", Journal of Economic Dynamics and Control, vol. 91, pp. 469-484, (in collaboration with Jawadi F. et Fliti Z.).
2017
NAMMOURI H.., (2017), "Threshold effect in the relationship between investor sentiment and stock market returns: A PSTR Specification", Applied Economics, vol. 50, n° 5, pp. 559-573, (in collaboration with Jawadi F., Fliti Z. et Hachicha N.).
Participation in conferences
2016
NAMMOURI H., (2016), "Threshold effect in the relationship between investor sentiment and stock market returns by panel smooth transition approach", International Conference on Applied Business and Economics (ICABE), September 1-2, Paris, France.
NAMMOURI H., (2016), "Threshold effect in the relationship between investor sentiment and stock market returns by panel smooth transition approach", 4th International Symposium in Computational Economics and Finance (ISCEF), April 14-16, Paris, France.
2015
NAMMOURI H., (2015), "Modeling stock market returns exposure to investor sentiment: use of Smooth Transition Regression models", 4th conference BPF PhD Camp, April 20, Evry, France.
NAMMOURI H., (2015), "On the Linkages between Stock market Returns and Investor’s Behavior Using STR Models", 2nd International Workshop on Financial Markets and Nonlinear Dynamics (FMND), June 4-5, Paris, France.