| News announcements, market activity and volatility in the euro/dollar foreign exchange market L Bauwens, WB Omrane, P Giot Journal of International Money and Finance 24 (7), 1108-1125, 2005 | 321 | 2005 |
| Exchange rate volatility response to macroeconomic news during the global financial crisis WB Omrane, T Savaşer International Review of Financial Analysis 52, 130-143, 2017 | 82 | 2017 |
| Macroeconomic news surprises and volatility spillover in foreign exchange markets W Ben Omrane, C Hafner Empirical Economics 48, 577-607, 2015 | 51 | 2015 |
| The effect of US macroeconomic news announcements on the Canadian stock market: Evidence using high-frequency data SM Hussain, WB Omrane Finance Research Letters 38, 101450, 2021 | 39 | 2021 |
| The sign switch effect of macroeconomic news in foreign exchange markets WB Omrane, T Savaşer Journal of International Financial Markets, Institutions and Money 45, 96-114, 2016 | 32 | 2016 |
| The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market WB Omrane, HV Oppens Empirical Economics 30, 947-971, 2006 | 22 | 2006 |
| Macroeconomic news, public communications, and foreign exchange jumps around US and European financial crises MA Ayadi, W Ben Omrane, J Wang, R Welch International Journal of Finance & Economics 25 (2), 197-227, 2020 | 18 | 2020 |
| Using self-organizing maps to adjust for intra-day seasonality WB Omrane, E de Bodt Journal of Banking & Finance 31 (6), 1817-1838, 2007 | 18 | 2007 |
| The dynamic effect of macroeconomic news on the euro/US dollar exchange rate W Ben Omrane, R Welch, X Zhou Journal of Forecasting 39 (1), 84-103, 2020 | 17 | 2020 |
| US macroeconomic news effects around the US and European financial crises: Evidence from Brazilian and Mexican equity indices SM Hussain, WB Omrane, K Al-Yahyaee Global finance journal 46, 100482, 2020 | 15 | 2020 |
| The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets W Ben Omrane, K Guesmi, Q Qianru, S Saadi Annals of Operations Research, 1-33, 2021 | 14 | 2021 |
| OPEC production decisions, macroeconomic news, and volatility in the Canadian currency and oil markets MA Ayadi, WB Omrane, S Lazrak, X Yan Finance Research Letters 37, 101366, 2020 | 13 | 2020 |
| Tick test accuracy in foreign exchange ECN markets WB Omrane, R Welch Research in International Business and Finance 37, 135-152, 2016 | 11 | 2016 |
| Information Spillover, Volatility and the Currency Markets WB Omrane, CM Hafner International Econometric Review 1 (1), 50-62, 2009 | 11* | 2009 |
| Intradaily dynamic portfolio selection L Bauwens, WB Omrane, E Rengifo Computational statistics & data analysis 54 (11), 2400-2418, 2010 | 10 | 2010 |
| Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis WB Omrane, Y Tao, R Welch Research in International Business and Finance 42, 9-30, 2017 | 9 | 2017 |
| Public news announcements and quoting activity in the Euro/Dollar foreign exchange market WB Omrane, A Heinen Computational statistics & data analysis 54 (11), 2419-2431, 2010 | 9 | 2010 |
| Time-varying effects of macroeconomic news on euro-dollar returns WB Omrane, T Savaser, R Welch, X Zhou The North American Journal of Economics and Finance 50, 101001, 2019 | 8 | 2019 |
| Is there any common knowledge news in the Euro/Dollar market? WB Omrane, A Heinen International Review of Economics & Finance 18 (4), 656-670, 2009 | 8 | 2009 |
| Intra-daily fx optimal portfolio allocation L Bauwens, W Ben Omrane, EW Rengifo CORE Discussion Paper, 2006 | 8 | 2006 |
Luc BauwensProfessor of Economics, Université catholique de LouvainVerified email at uclouvain.be
