Annuaire du corps professoral

  • Partager cette page
  • f
  • t
  • i
  • g
  • v
  • m

LOUHICHI Waël

e.mail : wael.louhichi@essca.fr

HDR (Habilitation à Diriger des Recherches) / Post doctorate certificate
Doctorat en Sciences de Gestion / Doctor in Management Science

Université de Perpignan, France et Louvain School of Management, Belgique.
DEA en Sciences de Gestion / Master of  Research in Management Science
IAE, Université de Toulouse le Capitole

RECHERCHE ET ENSEIGNEMENT / RESEARCH AND TEACHING INTERESTS

Thèmes de recherche / Research interests

Microstructure des Marchés Financiers/ Market Microstructure
Comptabilité Financière / Financial Accounting
Finance d’entreprise / Corporate Finance
Finance internationale / International Finance

Cours enseignés / Teaching interests

Analyse Financière et contrôle / Financial Analysis and Control
Comptabilité Financière / Financial Accounting

PUBLICATIONS / PUBLICATIONS

Articles dans des revues académiques / Papers published in refereed journals

LOUHICHI, W., ZREIK O. (2014) Risk Sentiment and firms’ liquidity in the French Market, Research in International Business and Finance (CNRS 4), 39, pp 809-823.
LOUHICHI W., JAWADI F., FTITI Z. (2017) Modelling the Relationship between Future Energy Intraday Volatility and Trading Volume with Wavelet, Applied Economics (CNRS 2), vol 49, issue 20, pp 1981-1993, février.
HARB E., LOUHICHI W. (2017) Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula. Research in International Business and Finance (CNRS 4), 39, pp 963-975.
LOUHICHI W., Ben Ameur, H., Jawadi, F., Iddi Cheffou, A.K. 2016.  Measurement Errors in Stock Markets. Annals of Operations Research (CNRS 2). Forthcoming.
LOUHICHI W., Fredj Jawadi, Abdoulkarim Idi Cheffou, Rivo Randrianarivony, (2016) Intraday jumps and trading volume: a nonlinear Tobit specification, Review of Quantitative Finance and Accounting (CNRS 3), vol 47, issue 4, pp 1167-1186.
BEN CHEIKH, N. and LOUHICHI, W., (2016), Revisiting the Role of Inflation Environment in the Exchange Rate Pass-Through: A Panel Threshold Approach, Economic Modelling (CNRS 2), vol 52, pp 233-238.
LOUHICHI W., JAWADI F., CHEFFOU IDI A. (2015) Intraday bidirectional volatility spillover accross international stock markets : does the global financial crisis matter ? Applied Economics (CNRS 2), vol 47, issue 31-35, pp 3633-3650.
LOUHICHI, W., Zreik, O. (2015) Corporate Risk Reporting: A study of The Impact of Risk Disclosure on Firms Reputation, Economics Bulletin (CNRS 3), Volume 35, Issue 4, pages 2395-2408.
JAWADI F., LOUHICHI W., CHEFFOU IDI A., (2015) Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach, Journal of Financial Markets (CNRS 3, FNEGE 2), vol 26, pp 64-84.
LOUHICHI W. HACHMI BEN AMEUR, MOUNA HDIA, ABDOUL KARIM IDI CHEFFOU, FRED JAWADI (2015) Assessing for time variation in oil risk premia: an adcc-garch-capm investigation, Energy studies review (CNRS 3) , vol 21, n°2, 13-22. (affecté à un numéro de 2014)
LOUHICHI W., AUBERT F. (2015) Analyst Earnings Forecast Revision Activity around Profit Warnings Across Four European Countries, Journal of Applied Accounting Research (CNRS 3), vol 16, issue 1, pp 58-87.
LOUHICHI, W., BOUZGARROU H. (2014) Does The Financing Decision Help To Understand Market Reaction Around Mergers And Acquisitions? Journal of Applied Business Research (CNRS 3), vol 30, pp 465-478.
LOUHICHI, W., JAWADI, F. & N (2014) Is Islamic Conventional and Islamic stock price performance: An empirical investigation, International Economics (CNRS 3), No.137, pp. 73-87.
LOUHICHI, W., BOUZGARROU H. (2013) Ratio cible d’endettement et financement des opérations d’acquisitions : Le cas français, Recherches en sciences de gestion (FNEGE 3), n°97, pp 47-67.
LOUHICHI, W. (2013) Do the US trends drive the UK–French market linkages?: empirical evidence from a threshold intraday analysis, avec F. Jawadi et H. Ameur, Applied Economics Letters (Taylor & Francis), 20(5), p 499-503.
LOUHICHI, W., 2013. Is Islamic finance enough for investors to escape from a financial downturn?, avec M. Arouri, F., N. Jawadi et H. Ameur, Applied Economics (Taylor & Francis), 45(24), p 3412-3420.
Louhichi, W., 2012. Football et Bourse, avec R. Benkraiem et F. Le Roy, Recherches en Sciences de Gestion (ISEOR), no 91, p 85-106.
LOUHICHI, W., 2012. Does trading activity contain information to predict stock returns? Evidence from Euronext Paris, Applied Financial Economics (Taylor & Francis), 22(8), p 625-632.
Louhichi, W., 2012. L’asymétrie informationnelle autour des annonces publiques, Revue  des Sciences de Gestion (CAIRN), no 254, p 49-57.
LOUHICHI, W., 2011. Sporting performances and the volatility of listed English football clubs, avec R. Benkraiem et F. Le Roy, International Journal of Sport Finance (FIT), 6(4), p 283-297.
LOUHICHI, W., 2011. L’impact informationnel de l’alerte aux résultats sur l’annonce du résultat annuel. Avec F. Aubert, Comptabilité, Contrôle, Audit (Association Francophone de Comptabilité), 17(2), p 11-36.
LOUHICHI, W., 2011. What drives the volume-volatility relationship on Euronext Paris?. International Review of Financial Analysis (Elsevier), 20(4), p 200-206.
LOUHICHI, W., 2011. Intraday relationship between information flow and market activity. Avec A. Cellier, Journal of Applied Business Research (Clute Institute),, 27(3), p 55-70.
Louhichi, W,. 2010. Which trades move stock prices on Euronext Paris?. Journal of Asset Management (Palgrav Macmillan), 10(6), p 382-391.
Louhichi, W., 2009. Market reaction to sporting results: The case of European listed football clubs, avec R. Benkraiem and P. Marques, Management Decision (Emerald), 47(1), p 100-109.
Louhichi, W., 2008. Price adjustment to annual earnings announcements: Evidence from Euronext Paris. The Review of Accounting and Finance (Emerald), 7(1), p 102-115.
Louhichi, W., 2007. Le comportement des différentes catégories d’investisseurs autour des annonces publiques. Banque & Marchés (Revue Banque), Mars – Avril, p 28-40.

Ouvrages ou chapitres d’ouvrages / Books or chapters in books

LOUHICHI W., BEN CHEIKH N. (2015) Pass-Through of Exchange Rate Shocks to Prices in the Euro Area: Evidence from Pricing Chain Model, 113-162, W. Barnett and F. Jawadi, International Symposia in Economic Theory and Econometrics, Londres, juillet.
LOUHICHI, W., 2012. Alternative Financial Decision Principles: Theoretical Foundations of Islamic Banks Capital Structure, avec K. Toumi et J.L. Viviani Chaptitre dans Recent Developments in Alternative Finance Empirical Assessments and Economic, chez Emerald Group Publishing Limited, sous la direction de W. Barnett et F. Jawadi (Eds.).
LOUHICHI, W., 2011. Nonlinear Shift Contagion Modelling: Further Evidence from High Frequency Stock Data. Avec M.H. Arouri, F. Jawadi et D. K. Nguyen, Chaptitre dans Financial Econometrics Handbook, chez Palgrav Macmillan London United Kingdom, sous la direction de G.N. Gregoriou et R. Pascalau (Eds.), p 143-160.

Actes de colloques / Conference proceedings

VERYZHENKO I., HARB E., LOUHICHI W., ORIOL N. (2016) The impact of the French financial transaction tax on high frequency trading activities and market quality, International Symposium in Computational Eononomics and Finance, INSEEC Business School, Paris, 14-16 avril.
LOUIHICHI W., JOUIDA S., BOUZGARROU H. (2016) Bank Profitability during and before financial crisis : domestic vs foreign banks, International Symposium in Computational Economics and Finance, INSEEC Business School, 14-16 avril.
LOUHICHI, W., 2012,  Does the financing decision help to understand market reaction around mergers and acquisitions? , avec H. Bouzgarrou, EFMA (European Financial Management Association), Barcelone, juin 2012.
LOUHICHI, W., 2010,  Sporting performances and the volatility of listed English football clubs , avec R. Benkraiem et F. Le Roy, EURAM 2010 (Rome, Italy), à l’AFFI 2010 (Saint Malo, France) et à l’EFMA 2010 (Aarhus, Danemark).
LOUHICHI, W., 2009,  The stock market valuation of football game results , avec P. Marques et R. Benkraiem, 16th Congress of the European Association for Sport Management, 10-13 septembre 2009, Bayreuth/Heidelberg, Germany.
LOUHICHI, W., 2008,  Market activity around Profit Warnings , en collaboration avec F. Aubert, congrès annuel EAA (European Accounting Association), Rotterdam, Avril 2008.
LOUHICHI, W., 2007,  Which orders move stock prices on Euronext Paris? , 20th Australasian Banking and Finance Conference, Sydney, décembre 2007.
LOUHICHI, W., 2007,  Trade size and stock returns , 5th International Finance Conference, Hammamet, mars 2007.
LOUHICHI, W., 2005,  Le sens des transactions autour des annonces publiques , 3rd International Finance Conference, Hammamet, mars 2005.
LOUHICHI, W., 2004,   Market reaction to annual earnings announcements : the case of Euronext Paris , congrès annuel de l’EFMA (European Financial Management Association), Basel, juillet 2004.
LOUHICHI, W., 2003,  Comportement du marché autour des périodes d’annonce des résultats, 2end International Finance Conference, Hammamet, mars 2003.

ACTIVITES SCIENTIFIQUES / PROFESSIONAL SERVICES 

Membre de l’Association Française de Finance (AFFI)
Membre de l’European Financial Management Association (EFMA)

PARCOURS PROFESSIONNEL / EMPLOYMENT

Expérience dans l’enseignement supérieur / Academic experience

ESSCA – PARIS et ANGERS
Professeur de Finance / Professor of Finance
Université de Rennes 1
Maître de Conférences en Finance / Associate Professor of Finance
ESC Amiens
Professeur Assistant en Finance / Assistant Professor of Finance
Université de Perpignan
Attaché Temporaire d’Enseignement et de recherche / Assistant

 20152404