UNIVERSITY TITLES AND DIPLOMAS
PhD in management sciences - Paris Saclay University - Evry Val d'Essonne University - Sfax University
- Quantitative finance
- Behavioral finance
- Investor heterogeneity
- Nonlinear modeling of asset price dynamics
- Multi agent models
Group 2: Finance and corporate governance in a sustainable environment
- Financial Management
- Research Methodology
- Business Strategy Game
- Excel Modeling et VBA
- Cost accounting
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.).
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.).
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.).
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
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.
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.