Journal Articles
Ben Omrane, W., Qianru, Q., and Saadi, S. Cryptocurrency Markets, Macroeconomic News announcements and Energy Consumption, Annals of Operations Research, Forthcoming.
Ayadi, M., Ben Omrane, W., and Das, D. Macroeconomic News, Senior Officials Speeches, and Emerging Currency Markets: An Intraday Analysis of Price Jump Reaction, Emerging Markets Review, Volume 60, Summer, 2024.
Ben Omrane, W., Houidi, F., and Savaser, T. Macroeconomic News and Intraday Seasonal Volatility in the Cryptocurrency Markets, Applied Economics, Volume 56, Number 38, April, 2024.
Ben Omrane, W., Guesmi, K., Qianru, Q., and Saadi, S. The High-frequency Impact of Macroeconomic News on Jumps and Co-jumps in the Cryptocurrency Markets, Annals of Operations Research, Volume 330, November, 2023.
Ayadi, M., Ben Omrane, W., Wang, J., and Welch, R. Senior official speeches and severe price discontinuities in the foreign exchange market, Studies in Economics and Finance, Volume 40, Number 5, 2023.
Ayadi, M., Ben Omrane, W., Wang, J., and Welch, R. Senior Official Speech Attributes and Foreign Exchange Risk around Business Cycles, International Review of Financial Analysis, Volume 80, March, 2022.
Hussain, S. and Ben Omrane, W. The effect of US macroeconomic news announcements on the Canadian stock market: Evidence using high frequency data, Finance Research Letters, Volume 38, January, 2021.
Ayadi, M., Ben Omrane, W., Lazrak, S., and Yan, X. OPEC production decisions, macroeconomic news, and volatility in the Canadian currency and oil markets, Finance Research Letters, Volume 37, November, 2020.
Hussain, S., Ben Omrane, W., and Al-Yahyaee, K. US macroeconomic news effects around US and European financial crises: Evidence from Brazilian and Mexican equity indices, Global Finance Journal, Volume 46, November, 2020.
Ayadi, M., Ben Omrane, W., Welch, R., and Jiahui, W. Macroeconomic News, Public Communications and Foreign Exchange Jumps around US and European Financial Crises, International Journal of Finance and Economics, Volume 25, 2020.
Ben Omrane, W., Welch, R., and Zhou, X. The Dynamic Effect of Macroeconomic News on the Euro/US Dollar Exchange Rate, Journal of Forecasting, Volume 39, 2020.
Ben Omrane, W., Savaser, T., Welch, R., and Zhou, X. Time-varying effects of macroeconomic news on euro-dollar returns, North American Journal of Economics and Finance, Volume 50, 2019.
Ayadi, M., Ben Omrane, W., Lazrak, S., and Yang, J. The Dynamics of Currency, Savings, and Investment Rates, International Review of Finance, Volume 18, Number 1, March, 2018.
Ben Omrane, W., He, C., He, Z., and Trabelsi, S. Forecasting the Yield Curve of Government Bonds: A Dynamic Factor Approach, Managerial Finance, Volume 43, Number 7, June, 2017.
Ben Omrane, W., Tao, Y., and Welch, R. Scheduled Macro-News Effects on a Euro/US Dollar Limit Order Book around the 2008 Financial Crisis, Research in International Business and Finance, Volume 42, May, 2017.
Ben Omrane, W. and Savaser, T. The Exchange Rate Volatility Response to Macroeconomic News during the Global Financial Crisis, International Review of Financial Analysis, Volume 52, May, 2017.
Ben Omrane, W. and Savaser, T. The Sign Switch Effect of Macroeconomic News in Foreign Exchange Markets, Journal of International Financial Markets, Institutions & Money, Volume 45, November, 2016.
Ben Omrane, W. and Hussain, S.M. Foreign News and the Structure of Co-movement in European Equity Markets: an Intraday Analysis, Research in International Business and Finance, Volume 37, May, 2016.
Ben Omrane, W. and Welch, R. Tick test accuracy in foreign exchange ECN markets, Research in International Business and Finance, Volume 37, May, 2016.
Ben Omrane, W. and Hafner, C Macroeconomic news surprises and volatility spillover in foreign exchange markets, Empirical Economics, Volume 48, Number 2, Fall, 2015.
Ben Omrane, W Noise Trades and Foreign Exchange Volatility, International Journal of Bonds and Derivatives, Volume 1, Number 1, 2013.
Bauwens, L., Ben Omrane, W., and Rengifo, E Intradaily dynamic portfolio selection, Computational Statistics and Data Analysis, Volume 54, Number 11, 2010.
Ben Omrane, W. and Heinen, A Public news announcements and quoting activity in the Euro/Dollar foreign exchange market, Computational Statistics and Data Analysis, Volume 54, Number 11, 2010.
Ben Omrane, W. and Hafner, C Information Spillover, Volatility and the Currency Markets, International Econometric Review, Volume 1, Number 1, 2009.
Ben Omrane, W. and Heinen, A Is there any Common Knowledge News in the Euro/Dollar Market ?, International Review of Economics and Finance, Volume 18, Number 4, 2009.
Ben Omrane, W. and Debodt, E Using self-organizing maps to adjust for intra-day seasonality, Journal of Banking and Finance, Volume 31, Number 6, June, 2007.
Ben Omrane, W. and Van Oppens, H The Performance Analysis of Chart Patterns: Monte Carlo Simulation and Evidence from the Euro/Dollar Foreign Exchange Market, Empirical Economics, Volume 30, Number 4, January, 2006.
Bauwens, L., Ben Omrane, W., and Giot, P News Announcements, Market Activity and Volatility in the Euro-Dollar Foreign Exchange Market, Journal of International Money and Finance, Volume 24, Number 7, November, 2005.
Ben Omrane, W. and Van Oppens, H Pouvoir Prédictif et Profitabilité des Figures Chartistes: Application au Marché des Changes Euro/Dollar, Bankers, Markets & Investors, Volume 72, Number 4, 2004.
Ben Omrane, W. and Savaser, T. Exchange rate volatility response to macroeconomic news during the global financial crisis, International Review of Financial Analysis, Volume 52, May, .
Book Chapters / Sections
Ben Omrane, W., Welch, R., and Zhou, X. Handbook of Global Financial Markets - Chapter: Macroeconomic News and Exchange Rate Volatility: Evidence of Unstable Effect. Editors: . Boubaker, S. and Nguyen, D., World Scientific, Singapore, 2018.
Ben Omrane, W., Savaser, T., and Zhou, X. Encyclopedia of International Economics and Global Trade - Chapter: Exchange Rate Reaction to Trade Balance News. Editors: . Rivera-Batiz, F. L.and Erbil, C., World Scientific, Singapore, 2018.
Ben Omrane, W. and Van Oppens, H. High frequency Financial Econometrics: recent developments - Chapter: The Performance Analysis of Chart patterns: Monte Carlo Simulation and Evidence from the Euro/Dollar Foreign Exchange Market. Editors: Bauwens, L., Pohlmeier, W., and Veredas D.. Physica-Verlag, Springer, United States of America, 2008.
Conference Proceedings and Presentations
Ben Omrane, W., Dabbou, H., Savaser, T., and Sebai, S. Macroeconomic news and cryptocurrency markets: an intraday analysis of volatility reaction - Afrimed Finance Society (AFS) summer finance conference, Mahdia, Tunisia, 2022.
Ben Omrane, W., Dabbou, H., Savaser, T., and Sebai, S. Macroeconomic news and cryptocurrency markets: an intraday analysis of volatility reaction - International Conference on Entrepreneurship, Innovation and Family Business (ICEIFB), Tunis, Tunisia, 2022.
Ayadi, M., Ben Omrane, W., Wang, J., and Welch, R. Senior Official Speeches and Severe Price Discontinuous Movements in the Foreign Exchange Market - Tunisian Society for Financial Studies (TSFS) Conference, Sousse, Tunisia, 2021.
Ayadi, M., Ben Omrane, W., Welch, R., and Wang, J. Macroeconomic News and Foreign Exchange Volatility Jumps around the Global Financial Crisis - 1st International Symposium on Entrepreneurship, Blockchain and Crypto-Finance, Tunis, Tunisia, 2019.
Hussain, S., Ben Omrane, W., and Al-Yahyaee, K. US Macroeconomic News Effects Around the US and European Financial Crises: Evidence from Brazilian and Mexican Equity Indices - Tunisian Society for Financial Studies (TSFS) Conference, Sousse, Tunisia, 2019.
Ayadi, M., Ben Omrane, W., Wang, J., and Welch, R. Macronews effects and foreign exchange jumps around US and European crises - ASTURIMA Financial Studies Conference, Hammamet, Tunisia, 2018.
Ben Omrane, W., Welch, R., and Zhou, X. The Dynamic Effect of Macroeconomic News on the Euro/US Dollar Exchange Rate - 5th Tunisian Society for Financial Studies (TSFS) Conference, Sousse, Tunisia, 2017.
Ben Omrane, W., Welch, R., and Zhou, X. The Dynamic Effect of Macroeconomic News on the Euro/US Dollar Exchange Rate - Paris Financial Management Conference, Paris, France, 2017.
Ben Omrane, W., Tao, Y., and Welch, R. Scheduled Macro-news on a Euro/US dollar limit order book around the 2008 financial crisis - 4th Tunisian Society for Financial Studies (TSFS) Conference, Sousse, Tunisia, December, 2016.
Ben Omrane, W., Tao, Y., and Welch, R. Scheduled Macro-news on a Euro/US dollar limit order book around the 2008 financial crisis - 7th International Research Meeting in Business and Management (IRMBAM-2016), Nice, France, 2016.
Ben Omrane, W. and Savaser, T. Exchange rate volatility response to macroeconomic news: evidence from the great recession - World Accounting and Finance conference, Tunis, Tunisia, December, 2015.
Ben Omrane, W. and Savaser, T. Exchange rate volatility response to macroeconomic news: evidence from the great recession - SED, Society for Economic Design Annual Conference, Istanbul, Turkey, July, 2015.
Ben Omrane, W. and Welch, R. The tick test accuracy in foreign exchange ECN markets - EFMA, European Financial Management Association, Rome, Italy, June, 2014.
Ben Omrane, W. and Savaser, T The sign switch effect of macroeconomic news in foreign exchange markets - Midwest Finance Association, Orlando, Florida, March, 2014.
Ben Omrane, W. and Welch, R. The tick test accuracy in foreign exchange ECN markets - TAFPANA conference, Tunis, Tunisia, 2014.
Ben Omrane, W. and Savaser, T The sign switch effect of macroeconomic news in foreign exchange markets - Financial Management Conference, Paris, France, December, 2013.
Ben Omrane, W. and Savaser, T The sign switch effect of macroeconomic news in foreign exchange markets - MFS, Multinational Finance Society Annual Meeting, Izmir, Turkey, June, 2013.
Ben Omrane, W. and Hafner, C Macroeconomic News Surprises and Volatility Spillover in the Foreign Exchange Markets - EFMA, European Financial Management Association, Barcelona, Spain, June, 2012.
Ben Omrane, W. and Hafner, C Macroeconomic News Surprises and Volatility Spillover in the Foreign Exchange Markets - EFA, Eastern Finance Association, Boston, United States of America, April, 2012.
Ben Omrane, W. and Hafner, C Macroeconomic News Surprises and Volatility Spillover in the Foreign Exchange Markets - MFS, Multinational Finance Society Conference, Rome, Italy, June, 2011.
Ben Omrane, W Technical Signals and Foreign Exchange Volatility Dynamics - SWFA, South West Finance Association Annual Meeting, Houston, United States of America, March, 2011.
Ben Omrane, W. and Hafner, C Macroeconomic News Surprises and Volatility Spillover in the Foreign Exchange Markets - FMA, Financial Management Association Annual Meeting, New York, United States of America, October, 2010.
Ben Omrane, W Technical signals and foreign exchange volatility dynamics - MFA, Midwest Finance Association, Annual Meeting, Las Vegas, United States of America, February, 2010.
Ben Omrane, W. and Hafner, C Information spillover, volatility and the currency markets - EFA, Eastern Finance Association, Annual Meeting, Washington DC, United States of America, April, 2009.
Bauwens, L., Ben Omrane, W., and Rengifo, E Intradaily dynamic portfolio selection - AFFI, French Finance Association, Annual Meeting, Lille, France, May, 2008.
Ben Omrane, W. and Heinen, A Ther information contents of individual FX dealers' quoting activity - AFFI, French Finance Association, Annual Meeting, Poitiers, France, June, 2006.
Ben Omrane, W. and De Bodt, E Using self-organizing maps to adjust for intraday seasonality - WSOM, Workshop on self-oganizing maps, Paris, France, September, 2005.
Ben Omrane, W. and Heinen, A The foreign exchange quoting activity as an informative signal - EFMA, European Financial Management Association, Annual Meeting, Basel, Switzerland, July, 2004.
Ben Omrane, W. and Heinen, A The foreign exchange quoting activity as an informative signal - AFFI, French Finance Association, Annual Meeting, Cergy-Pontoise, France, June, 2004.
Bauwens, L., Ben Omrane, W., and Giot, P News announcements, market activity and volatility in the Euro/Dollar foreign exchange market - AFFI, French Finance Association, Annual Meeting, Lyon, France, June, 2003.
Bauwens, L., Ben Omrane, W., and Giot, P News Announcements, Market Activity and Volatility in the Euro-Dollar Foreign Exchange Market - IFC2, International Finance Conference, Hammamet, Tunisia, March, 2003.
Bauwens, L., Ben Omrane, W., and Giot, P News Announcements, Market Activity and Volatility in the Euro-Dollar Foreign Exchange Market - GRIFI Conference, Pole Jean Monnet de Lille, Lille, France, May, 2002.
Theses
Ben Omrane, W Volatility Dynamics Around Information: Empirical Evidence from The Euro/Dollar Currency Market - University of Louvain, Louvain, 2006.