Walid Ben Omrane
Associate Professor
Goodman School of Business
Brock University
Canada
Biography
Dr. Walid Ben Omrane is an Associate Professor of Finance, holds Ph.D. and Master of Financial Economics from University of Louvain (Belgium). Prior to joining Brock, Dr. Ben Omrane worked as an assistant professor of finance at three Universities in Canada and Europe: University of Quebec in Montreal (Canada), University of Louvain and University of Liege (Belgium). He has taught various finance courses at undergraduate and graduate levels including corporate finance, financial theory, portfolio management, empirical finance and advanced derivatives. Prior to joining academia, Dr. Ben Omrane was foreign exchange trader at Amen Bank Tunisia, and since 2014 is a member of Beta Gamma Sigma, the international honor society for collegiate schools of business, in recognition of high Scholastic Achievement.
Research Interest
Dr. Ben Omrane research interests are in area of foreign exchange market microstructure, international finance, and financial econometrics. His research has been published in finance, economics and statistics journals such as the journal of banking and finance (JBF), the journal of international money and finance (JIMF), the journal of international financial markets, institutions and money (JIFMIM), the international review of financial analysis (IRFA), empirical economics (EE) and computational statistics and data analysis (CSDA). Dr. Ben omrane research has been supported by the Social Sciences and Humanities Research Council of Canada (SSHRC) through the standard research grant program. He is an Ad-Hoc reviewer for several finance and economics journals such as JIMF, JIFMIM, IRFA, QF, IREF and many other academic journals.
Publications
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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.
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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.
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Ben Omrane, W. and Hafner, C. Information Spillover, Volatility and the Currency Markets, International Econometric Review. Volume 1, Number 1, 2009.
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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.
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Bauwens, L., Ben Omrane, W. and Rengifo, E. Intradaily dynamic portfolio selection, Computational Statistics and Data Analysis. Volume 54, Number 11, 2010.
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Ben Omrane, W. Noise Trades and Foreign Exchange Volatility, International Journal of Bonds and Derivatives. Volume 1, Number 1, 2013.
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Ben Omrane, W. and Hafner, C. Macroeconomic news surprises and volatility spillover in foreign exchange markets, Empirical Economics. Volume 48, Number 2, Fall, 2015.
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Ben Omrane, W. and Welch, R.. Tick test accuracy in foreign exchange ECN markets, Research in International Business and Finance. Volume 37, May, 2016.
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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.
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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.
