{"id":6242,"date":"2020-07-24T15:33:00","date_gmt":"2020-07-24T13:33:00","guid":{"rendered":"https:\/\/www.esdes.fr\/?page_id=6242"},"modified":"2021-09-06T16:35:54","modified_gmt":"2021-09-06T14:35:54","slug":"hela-nammouri","status":"publish","type":"page","link":"https:\/\/www.esdes.fr\/en\/welcome\/research\/isbo\/the-team\/hela-nammouri\/","title":{"rendered":"Hela Nammouri"},"content":{"rendered":"<div class=\"wp-block-text-image\">\n  <div class=\"row align-bottom collapse\">\n    <div class=\"column small-12 medium-6 xlarge-5 xxlarge-expand wp-block-text-image-info js-fade-scroll\">\n      <p class=\"wp-block-text-image-title\">Hela Nammouri<\/p>\n      <div class=\"wp-block-text-image-intro\"><p>PhD in management sciences<\/p>\n<p>&nbsp;<\/p>\n<p><a href=\"mailto:hnammouri@univ-catholyon.fr\">Contact by email<\/a><\/p>\n<\/div>\n    <\/div>\n\n    <div class=\"column small-12 medium-6 xlarge-7 xxlarge-shrink wp-block-text-image-picture js-fade-scroll\">\n      <img loading=\"lazy\" decoding=\"async\" width=\"400\" height=\"400\" src=\"https:\/\/www.esdes.fr\/wp-content\/uploads\/sites\/12\/2020\/07\/nammouri-hela-400x400-1.jpg\" class=\"attachment-text_image size-text_image\" alt=\"Portrait EC Hela NAMMOURI\" \/>    <\/div>\n  <\/div>\n<\/div><h2 class=\"wp-block-heading\"><strong>CURRENT SITUATION<\/strong><\/h2><p>Faculty member<\/p><h2 class=\"wp-block-heading\"><strong>UNIVERSITY TITLES AND DIPLOMAS<\/strong><\/h2><p>PhD in management sciences - Paris Saclay University - Evry Val d'Essonne University - Sfax University<\/p><h2 class=\"wp-block-heading\"><strong>RESEARCH THEMES<\/strong><\/h2><ul class=\"wp-block-list\"><li>Quantitative finance <\/li><li>Behavioral finance <\/li><li>Investor heterogeneity <\/li><li>Nonlinear modeling of asset price dynamics <\/li><li>Networks <\/li><li>Multi agent models<\/li><\/ul><h2 class=\"wp-block-heading\"><strong>RESEARCH GROUP<\/strong><\/h2><p>Group 2: Finance and corporate governance in a sustainable environment <\/p><h2 class=\"wp-block-heading\">COURSES<\/h2><ul class=\"wp-block-list\"><li>Financial Management<\/li><li>Research Methodology<\/li><li>Business Strategy Game<\/li><li>Excel Modeling et VBA<\/li><li>Cost accounting<\/li><\/ul><h2 class=\"wp-block-heading\">BIOGRAPHY<\/h2><p>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. <\/p><h2 class=\"wp-block-heading\"><strong>PUBLICATIONS AND WORKS<\/strong><\/h2><h3 class=\"wp-block-heading\"><strong>Articles in referenced journals (CNRS, FNEGE)<\/strong><\/h3><h4 class=\"wp-block-heading\"><strong>To be published<\/strong><\/h4><p><strong>NAMMOURI H.<\/strong>, \"Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US\", <em>Finance Research Letters<\/em>,\u00a0(in collaboration with LABIDI O. &amp; CHLIBI S.).<\/p><h4 class=\"wp-block-heading\"><strong>2021<\/strong><\/h4><p><strong><strong>NAMMOURI H.<\/strong><\/strong>, (2021), \"Is the COVID-19 vaccine effective on the US financial market?\", <em>Public Health<\/em>, vol. 198, Septembre 2021, pp. 177-179, (in collaboration with LABIDI O., BEN JABEUR S. &amp; KHALFAOUI R.).<\/p><h4 class=\"wp-block-heading\"><strong>2018<\/strong><\/h4><p><strong>NAMMOURI H.<\/strong>., (2018), \"An Analysis of the Effect of Investor Sentiment in a Heterogeneous Switching Transition Model for G7 Stock Markets\", <em>Journal of Economic Dynamics and Control<\/em>,\u00a0vol. 91, pp. 469-484, (in collaboration with Jawadi F. et Fliti Z.).<\/p><h4 class=\"wp-block-heading\"><strong>2017<\/strong><\/h4><p><strong>NAMMOURI H.<\/strong>., (2017), \"Threshold effect in the relationship between investor sentiment and stock market returns: A PSTR Specification\", <em>Applied Economics<\/em>,\u00a0vol. 50, n\u00b0 5, pp. 559-573, (in collaboration with Jawadi F., Fliti Z. et Hachicha N.).<\/p><div class=\"wp-block-separator js-fade-scroll\"><\/div><h3 class=\"wp-block-heading\"><strong>Participation in conferences<\/strong><\/h3><h4 class=\"wp-block-heading\"><strong>2016<\/strong><\/h4><p><strong>NAMMOURI H.<\/strong>, (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.<\/p><p><strong>NAMMOURI H.<\/strong>, (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.<\/p><h4 class=\"wp-block-heading\"><strong>2015<\/strong><\/h4><p><strong>NAMMOURI H.<\/strong>, (2015), \"Modeling stock market returns exposure to investor sentiment: use of Smooth Transition Regression models\", 4th conference BPF PhD Camp, April 20, Evry, France.<\/p><p><strong>NAMMOURI H.<\/strong>, (2015), \"On the Linkages between Stock market Returns and Investor\u2019s Behavior Using STR Models\", 2nd International Workshop on Financial Markets and Nonlinear Dynamics (FMND), June 4-5, Paris, France.<\/p>","protected":false},"excerpt":{"rendered":"<p>CURRENT SITUATIONFaculty memberUNIVERSITY TITLES AND DIPLOMASPhD in management sciences &#8211; Paris Saclay University &#8211; Evry Val d&#8217;Essonne University &#8211; Sfax UniversityRESEARCH THEMESQuantitative finance Behavioral [&hellip;]<\/p>\n","protected":false},"author":64,"featured_media":5084,"parent":6166,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-6242","page","type-page","status-publish","has-post-thumbnail","hentry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v24.1 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Hela Nammouri - ESDES Business School<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.esdes.fr\/en\/welcome\/research\/isbo\/the-team\/hela-nammouri\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Hela Nammouri - ESDES Business School\" \/>\n<meta property=\"og:description\" content=\"CURRENT SITUATIONFaculty memberUNIVERSITY TITLES AND DIPLOMASPhD in management sciences - Paris Saclay University - Evry Val d&#039;Essonne University - Sfax UniversityRESEARCH THEMESQuantitative finance Behavioral [&hellip;]\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.esdes.fr\/en\/welcome\/research\/isbo\/the-team\/hela-nammouri\/\" \/>\n<meta property=\"og:site_name\" content=\"ESDES Business School\" \/>\n<meta property=\"article:modified_time\" content=\"2021-09-06T14:35:54+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/www.esdes.fr\/wp-content\/uploads\/sites\/12\/2020\/07\/1920x575_enseignants_chercheurs.jpg\" \/>\n\t<meta property=\"og:image:width\" content=\"1920\" \/>\n\t<meta property=\"og:image:height\" content=\"575\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data1\" content=\"2 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/www.esdes.fr\/en\/welcome\/research\/isbo\/the-team\/hela-nammouri\/\",\"url\":\"https:\/\/www.esdes.fr\/en\/welcome\/research\/isbo\/the-team\/hela-nammouri\/\",\"name\":\"Hela Nammouri - ESDES Business School\",\"isPartOf\":{\"@id\":\"https:\/\/www.esdes.fr\/en\/#website\"},\"primaryImageOfPage\":{\"@id\":\"https:\/\/www.esdes.fr\/en\/welcome\/research\/isbo\/the-team\/hela-nammouri\/#primaryimage\"},\"image\":{\"@id\":\"https:\/\/www.esdes.fr\/en\/welcome\/research\/isbo\/the-team\/hela-nammouri\/#primaryimage\"},\"thumbnailUrl\":\"https:\/\/www.esdes.fr\/wp-content\/uploads\/sites\/12\/2020\/07\/1920x575_enseignants_chercheurs.jpg\",\"datePublished\":\"2020-07-24T13:33:00+00:00\",\"dateModified\":\"2021-09-06T14:35:54+00:00\",\"breadcrumb\":{\"@id\":\"https:\/\/www.esdes.fr\/en\/welcome\/research\/isbo\/the-team\/hela-nammouri\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/www.esdes.fr\/en\/welcome\/research\/isbo\/the-team\/hela-nammouri\/\"]}]},{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\/\/www.esdes.fr\/en\/welcome\/research\/isbo\/the-team\/hela-nammouri\/#primaryimage\",\"url\":\"https:\/\/www.esdes.fr\/wp-content\/uploads\/sites\/12\/2020\/07\/1920x575_enseignants_chercheurs.jpg\",\"contentUrl\":\"https:\/\/www.esdes.fr\/wp-content\/uploads\/sites\/12\/2020\/07\/1920x575_enseignants_chercheurs.jpg\",\"width\":1920,\"height\":575,\"caption\":\"header enseignants chercheurs\"},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/www.esdes.fr\/en\/welcome\/research\/isbo\/the-team\/hela-nammouri\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Accueil\",\"item\":\"https:\/\/www.esdes.fr\/en\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Welcome\",\"item\":\"https:\/\/www.esdes.fr\/en\/\"},{\"@type\":\"ListItem\",\"position\":3,\"name\":\"Faculty &#038; 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