Hela Nammouri

Associate Professor

8. Sustainable Business and Organisations

hnammouri@univ-catholyon.fr

Campus Lyon - Saint Paul
10 Place des archives 69002 Lyon

Function

  • Member of Institute of Sustainable Business and Organizations, CONFLUENCE : Sciences and Humanities Research Unit - EA 1598 Lyon Catholic University

Further information

  • Field (CNU): 06. Management science

Research areas

Quantitative Finance computational Finance Behavioral Finance

Teaching areas

Econométrie, Finance de marché Accounting Computeur science

Presentation

Hela Nammouri is a professor of finance at the ESDES business school in Lyon. She earned

her phd in finance from the Saclay university in 2017. Her thesis focuses on the stock market

returns' exposure to investor sentiment using time-series and panel switching regimes models.

Currently she has many research projets on behavioral finance, non-linear models, contagion

and computational finance. Her research has been published in respected peer-reviewed journals including AApplied Economics and Journal of Economic Dynamics and Control.
  • Chapters
    • Book chapters
      • MASMOUDI, Souhir, NAMMOURI, Hela (2021). «Investors' Heterogeneity and Interaction: Towards News Modeling Tools». In : Zopounidis, Constantin, Benkraiem, Ramzi, Kalaitzoglou, Iordanis (Eds.) (dir.), Zopounidis, Constantin, Benkraiem, Ramzi, Kalaitzoglou, Iordanis (Eds.), Financial Risk Management and Modeling. Springer Publishing, 235-265. URL/DOI :  [+]
  • Articles
    • Articles in peer-reviewed journals
      • KHALFAOUI, Rabeh, NAMMOURI, Hela, LABIDI, Oussama, BEN JABEUR, Sami (2021). «Is the COVID-19 vaccine effective on the US financial market?». Public Health, 198, 177-179. URL/DOI :  [+]
      • JAWADI, Fredj, NAMMOURI, Hela, FTITI, Zied (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, 91, 469-484. URL/DOI :  [+]
      • NAMMOURI, Hela, JAWADI, Fredj, FTITI, Zied, HACHICHA, Néjib (2018). «Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification». Applied Economics, 50, 5, 559-573. URL/DOI :  [+]
  • Forthcoming
    • NAMMOURI, Hela, CHLIBI, Souhir, LABIDI, Oussama (forthcoming). «Co-movements in sector price indexes during the COVID19 crisis: Evidence from US». Finance Research Letters, Elsevier, In Press, 102295. URL/DOI :  [+]
  • Communications (conferences, seminars, study days)
    • NAMMOURI, Hela (2016). «Threshold effects in the relationship between investor sentiment and stock market returns by panel smooth transition approach». International Conference on Applied Business and Economics (ICABE), 1er-2 septembre, September 2016, Paris, France.
    • NAMMOURI, Hela (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), 14-16 avril, April 2016, Paris, France.
    • NAMMOURI, Hela (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), 4-5 juin, June 2015, Paris, France.
    • NAMMOURI, Hela (2015). «Modeling stock market returns exposure to investor sentiment: use of Smooth Transition Regression models». 4th conference BPF PhD Camp, 20 avril, April 2015, Evry, France.
  • Teachings
    • 2019 - 2021 Business Strategic Games, Lyon Catholic University, France
    • 2019 - 2021 Excel Modeling and VBA, Lyon Catholic University, France
    • 2019 - 2021 Financial Management, Lyon Catholic University, France
    • 2019 - 2021 Research Methodology, Lyon Catholic University, France
    • 2019 - 2021 comptabilité analytique, Lyon Catholic University, France
    • 2018 - 2019 Econométrie, Université Panthéon-Sorbonne - Paris 1, France
    • 2018 - 2019 Instruments monétaires, Université Panthéon-Sorbonne - Paris 1, France
    • 2018 - 2019 , Université Panthéon-Sorbonne - Paris 1, France
    • 2018 - 2019 Statistiques, Université Panthéon-Sorbonne - Paris 1, France
  • Languages
    • French - Able to teach
    • English - Able to teach