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  • Abdelkader Mohammed Sghaier Derbali
Abdelkader Mohammed Sghaier Derbali

Abdelkader Mohammed Sghaier Derbali
Applied College Taibah University

PhD in Finance

About

145
Publications
83,723
Reads
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709
Citations
Citations since 2017
97 Research Items
669 Citations
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2017201820192020202120222023050100150200
2017201820192020202120222023050100150200
2017201820192020202120222023050100150200
Additional affiliations
September 2018 - present
Community College, Taibah University
Position
  • Professor (Assistant)
January 2016 - present
Institut Supérieur d'Informatique et de Gestion de Kairouan
Position
  • Professor (Assistant)
Education
September 2011 - June 2016
Higher Institute of Management of Sousse
Field of study
  • Management Sciences

Publications

Publications (145)
Article
Full-text available
The study aims to reveal the role of social networks in enhancing the dimensions of citizenship among university students in Saudi Arabia and aims to test the significance of the differences between the averages of the role according to the gender variable. To do so, the descriptive approach was used, where a questionnaire was prepared consisting o...
Chapter
In this paper, we investigate empirically the time–frequency co-movement among the recent COVID-19 epidemic, the financial stock market indices in USA (S&P500), crude oil price (WTI), and cryptocurrency markets (Bitcoin) using both continuous wavelet transform and wavelet-based approach. In this study, we use continuous wavelet transforms (CWT) and...
Chapter
This article studies the influence of corporate governance and ownership structure on capital structure of Tunisian insurance enterprises. Then, we utilize a sample composed of 22 Tunisian insurance enterprises during the period of study from 2000 to 2019. From the empirical results, we show that the improvement in governance did not affect the fin...
Chapter
This study investigates an important approach to assess the impact of the COVID-19 confirmed cases surprises and creation pronouncements used for the correlation among returns and volatilities of energy commodities and Bitcoin. To evaluate empirically the unanticipated factor of the COVID-19 confirmed cases surprises in China and in USA, we use the...
Chapter
The rapid spread of the global COVID-19 pandemic has raised significant challenges for various sectors. The education sector has been significantly affected by this crisis, forcing schools and universities to transfer teaching to online learning. This study explores the views of students in the Department of Administrative and Financial Sciences an...
Article
The purpose of this paper is to study the relationship between bitcoin and energy commodities through the period of study from August 11, 2015 to March 31, 2018. For the econometric methodology, we utilize ARDL model, the cointegration relationship and the Granger Causality. From the empirical findings, we can observe that the presence of a short-t...
Chapter
The study aimed to identify the reality of e-learning in Saudi universities and its impact on education outcomes considering the COVID-19 pandemic. An electronic questionnaire was used as a tool to collect data. The size of the study sample was (200) students, who were randomly selected. The descriptive analytical method was used to analyze the dat...
Chapter
Full-text available
The rapid spread of the global COVID-19 pandemic has raised significant challenges for various sectors. The education sector has been significantly affected by this crisis, forcing schools and universities to transfer teaching to online learning. This study explores the views of students in the Department of Administrative and Financial Sciences an...
Data
World Ranking of Top 2% Scientists” in 2021
Article
Full-text available
Zakat, the legal charity for Muslims, is one of the Five Pillars of Islam. Verse 60 of Surah At-Tawbah iden􀆟fies 8 categories of beneficiaries to whom Zakat should be paid. In this case, the poor, the needy, and those employed to collect Zakat, those inclined to Islam, the slaves, the insolvent, for the cause of Allah and the wayfarer in distress....
Article
This study presents an important view to the predictive capacity of COVID-19 for the correlation between Chinese stock market and 9 international stock market in Asia, Europe, and North America regions. In this paper, we try to investigate the spillover impacts of China’s stock market on the selected stock markets using an econometric methodology b...
Article
Purpose The purpose of this paper is to elucidate the main determinants of foreign direct investment (FDI) in the case of the Arab Maghreb countries. Design/methodology/approach We employ a dynamic panel analysis using the General Method of Moments for a sample composed of 105 countries over the period 1985–2018. Findings We show that FDI stabili...
Article
Purpose This paper aims to investigate the relationship between money creation process and banking performance for Tunisian listed banks, particularly in the context of increased economic policy uncertainty. Design/methodology/approach In the relevant literature, there are two theories of money creation. The theory of money creation out of nothing...
Article
Purpose The purpose of this paper is to examine empirically the impact of COVID-19 pandemic news in USA and in China on the dynamic conditional correlation between Bitcoin and Gold. Design/methodology/approach This paper offers a crucial viewpoint to the predictive capacity of COVID-19 surprises and production pronouncements for the dynamic condit...
Article
The aim of this paper is not only to determine and compare the nature of capital structure but also its effect on company performance of engineering industry of USA and Bangladesh. We utilize a panel data methodology based on a sample of 34 listed engineering companies of Bangladesh on Dhaka Stock Exchange (DSE) and a mixture of 34 (small, medium a...
Article
This paper examines the impact of the ECB’s monetary policy on corporate borrowing costs. We use an event study method to assess and compare the effects of both conventional and unconventional monetary policy on Germany and French corporate bond market (credit spreads). The sample of our research consists of daily data collected during the period f...
Article
Today, the world is living with the consequences of the spread of the HIV epidemic, which has affected various sectors, as it has caused a great shock to the global economy, which may actually transform the rates of global growth in the world’s growth rates. For this year 2020, as this crisis is not the first supply shock experienced by the world,...
Article
Full-text available
Purpose: The purpose of this paper is to examine empirically the influence of internal and external factors on the performance of UK insurance enterprises. Design/Methodology/Approach: To do so, we use a sample composed of 20 insurance enterprises during the period from 2000 to 2018. We employ the panel data estimation to capture the impact of inte...
Article
Full-text available
The purpose of this study is to investigate whether creditors consider the governance characteristics of the enterprise in deciding the cost of the debt. Starting from a sample of 486 American firms during the period from 1998 to 2017, we integrate governance in six factorial axes by using estimation by OLS regressors. We validate that audit qualit...
Article
The purpose of this paper is to investigate the risk-return tradeoff allowing for the presence of noise traders, i.e., a subset of investors who either base their trading strategies on sentiment or hold unjustified optimistic/pessimistic views regarding market prospects. We measure noise traders’ sentiment relying on two sets of indices, namely the...
Article
Full-text available
In recent years, companies' actions towards factors of production have multiplied. The human dimension is increasingly present in decisions and companies feel socially responsible. The sustainability of companies necessarily requires limiting the negative environmental effects because of these production activities. Ethical finance in general, whet...
Article
Full-text available
The purpose of this paper is to compare the performance of prominent multi capital and large capital funds. We examine the performance of 10 prominent funds under both the selected categories has been analyzed during the period of study from 2013 to 2018. Their performance has also been compared against two most diversified benchmark indices of Ind...
Article
Full-text available
Tourism in Egypt is one of the most important sources of national income, with the annual dollar revenues it provides, and the foreign currency returns that enabled it to participate significantly in the gross domestic product, and to combat unemployment by employing a wide segment of the workforce in Egypt. Egypt is one of the most prominent touri...
Article
Full-text available
Purpose This paper provides an important perspective to the predictive capacity of Fed and European Central Bank (ECB) meeting dates and production announcements for the dynamic conditional correlation (DCC) between Bitcoin and energy commodities returns and volatilities during the period from August 11, 2015 to March 31, 2018. Design/methodology/...
Article
Full-text available
Today in the world, service companies are always concerned with the quality of services, which is used by many universities to increase their competitiveness under conditions of fierce competition. Universities, therefore, think of students as their main clients, as well as seek teachers and administrators' satisfaction by improving the quality of...
Article
Today in the world, service companies are always concerned with the quality of services, which is used by many universities to increase their competitiveness under conditions of fierce competition. Universities, therefore, think of students as their main clients, as well as seek teachers and administrators’ satisfaction by improving the quality of...
Research Proposal
Full-text available
We are happy to present our special issue on: "Accounting, auditing, finance, and accountability in period of COFID-19 crisis" in the Journal of Governance and Regulation. Guest Editors Dr. Abdelkader Derbali, derbaliabdelkader@outlook.fr Dr. Kamel Naoui, kamelnaoui@gmail.com Dr. Neila Boulila, neila_boulila@yahoo.fr EXPECTED DATE OF ISSUE PUBLICA...
Article
Our paper aims to investigate empirically how much rise or reduce in the market risk of entertainment companies in Viet Nam. We use a sample composed of 8 companies listed in the stock exchange market in Viet Nam (Hanoi Stock Exchange and Ho Chi Minh Stock Exchange) during two periods; post-low inflation from 2015 to 2017 and financial and economic...
Article
Full-text available
Purpose The purpose of this study is to examine empirically the conditional correlation between the major US indices (S&P500 index and Dow Jones Industrial index) and three selected meat commodities as: Feeder Cattle, Leen Hogs and Live Cattle during the period from July 22, 2010 to June 30, 2017. Design/methodology/approach In this study, the aut...
Article
The purpose of this paper is to examine empirically the nexus between education accumulation and economic growth for a sample of middle-income countries through panel data regressions. The sample consists of 28 middle-income countries from various continents: North Africa and the Middle East (6 countries), sub-Saharan Africa (7 countries), Latin Am...
Article
Abstract The purpose of this paper is to examine if creditors take account of the firm’s governance attributes to decide the cost of debt. Using a sample of 486 US firms over the period 1998-2017, we synthesized governance in six factorial axes. We have demonstrated that the quality audit (independence, frequency of meetings, auditor’s reputation,...
Article
Full-text available
The main idea of this paper is to study theoretically the different ones from the credit portfolio models mainly two models: the macro-factors models and the actuarial models. There are currently three types of models to consider the risk of credit: the structural models also defined by the models of the value of the firm, the intensity models and...
Article
BACKGROUND: The question of the accumulation of the quality of human capital and its relationship with growth is very rarely addressed by the literature. OBJECTIVE: This article aims to investigate the impact of quality of human capital accumulation on economic growth for BRICS, Southeast Asian and MENA countries. METHODS: Thus, we utilize endogeno...
Article
Full-text available
Purpose This paper aims to provide an important perspective to the predictive capacity of Organization of the Petroleum Exporting Countries (OPEC) meeting dates and production announcements for energy futures (crude oil West Texas Intermediate (WTI), gasoline reformulated gasoline blendstock for oxygen blending (RBOB), Brent oil, London gas oil, na...
Conference Paper
From the appearance of an unknown virus in Chi-na to a "black Monday" which has seen markets fall like never since the end of 2008: in two months, the Covid-19 epidemic has brought the world economy to its knees. The current coro-navirus epidemic that has started in China is a real tragedy for individuals and communities not only in China, but arou...
Article
Full-text available
From the appearance of an unknown virus in Chi- na to a "black Monday" which has seen markets fall like never since the end of 2008: in two months, the Covid-19 epidemic has brought the world economy to its knees. Te current coro- navirus epidemic that has started in China is a real tragedy for individuals and communities not only in China, but...
Patent
Finance, Technology and management are vital components of the Saudian vision 2030. SRFTMS is an interdisciplinary journal for Finance, Technology and management professionals in academia, governmental, and other organizations. SRFTMS will enhance research outlets for the Finance, Technology and management disciplines in Saudi Arabia. Objectives: S...
Article
Full-text available
Islamic finance products have become very common in financial transactions, and thus offer new business opportunities. The objective of our study was to investigate the effect of distributing Islamic banking products on the financial performance of commercial banks, over a period of seven years (2010–2017). We use a Correlation analysis to carry ou...
Article
Purpose The purpose of this paper is to understand and compare the extent and nature of the impact of foreign portfolio investment (FPI) on the stock market volatility, particularly in the Southeast Asian emerging markets, and compare that against the corresponding experience of Indian economy, in the context of a global financial crisis of the rec...
Article
To determine the relationship between Islamic finance, financial stability and economic growth, we use a sample composed of 28 investment banks in MENA region and Malaysia, divided into two groups Islamic and conventional, for 13 years from 2003 to 2015 and divided into three sub-periods before, during and after the subprime crisis. In order, we us...
Article
The board of directors plays a crucial role as an internal structure of corporate governance. Certainly, its efficiency is needy on the existence of numerous issues; the greatest significance is correlated to its characteristics that relay principally to the individuality of its memberships, board dimension, combining the purposes of pronouncement...
Article
Full-text available
Purpose: The purpose of this paper is to examine empirically the spillover impacts between Bitcoin and the major energy commodities. Design/methodology/approach: To do so, we employ an asymmetric multivariate VAR-BEKK-AGARCH model to study spillover effects between Bitcoin and three energy commodities during the period from Findings: The empirical...
Article
Full-text available
This article aims to study the determinants of performance of Tunisian insurance companies for the period from 2002 to 2018 using the panel data method. The variables used are microeconomic and macroeconomic. Our results conclude that the determinants of the performance of Tunisian insurance companies are the capital structure, solvency, risk capit...
Article
Full-text available
Blockchain technology is nothing more than a new way of managing data, essentially a decentralized database. There are a lot of block chains today, Bitcoin being the first. While Bitcoin's only block chain application is cryptocurrency, recent developments allow the block chain to be applied in many areas, including energy. In this paper, we asked...
Article
Full-text available
The aim of this exploratory note is to draw the first outlines of the experimental use of blockchains for energy at the local level: to what extent can blockchains impact the energy transition of cities? How can cities and their inhabitants, thanks to this technology, become a producer of energy and consume all or part of this same energy? This exp...
Article
Full-text available
Maximizing value is a major priority that conditions the behavior of market players and guides the decisions and choices of leaders and funders. The objective of our research is to produce an explanatory model of the variation of the value of the company in relation to the long-term financial decisions and according to the performance indicators. F...
Article
At the beginning of 2017, there were more than 500 digital currencies (DC) for a total market value of $ 16.8 billion or € 16 billion, the Bitcoin, launched in early 2009, representing alone about 85% of the market. In comparison, euro banknotes and coins in circulation at the end of 2016 amounted to EUR 1 150 billion, 72 times more, for the single...
Article
This paper investigates empirically the relationship between financing as capital structure and economic value added by using correlation and regression analysis. Authors use a sample composed by nine Moroccan family businesses through the period from 2005 to 2016. The empirical findings find that there isn’t significant correlation between externa...
Article
Full-text available
The main idea of this paper is to examine the dependence between the probability of default (PD) and the recovery rate (RR). For the empirical methodology, we use the bootstrapped quantile regression and the simultaneous quantile regression for a sample of 17 Greek banks listed in Athens Exchange over the period of study from January 02, 2006 to De...
Article
Full-text available
In this article, we examine the importance of the blockchain on the corporate governance. Then, we find that the blockchain and smart contracts offer a solution to reduce these costs borne by the company. Thanks to blockchain and smart contracts, trust is not based on the organization, but rather on the security and auditability of the code that is...
Article
The aim of this exploratory note is to draw the first outlines of the experimental use of blockchains for energy at the local level: to what extent can blockchains impact the energy transition of cities? How can cities and their inhabitants, thanks to this technology, become a producer of energy and consume all or part of this same energy? This exp...
Article
Islamic finance products have become very common in financial transactions, and thus offer new business opportunities. The objective of our study was to investigate the effect of distributing Islamic banking products on the financial performance of commercial banks, over a period of seven years (2010 to 2017). We used a Correlation analysis to carr...
Article
The main purpose of this study is to investigate empirically the impact of energy consumption and economic growth on the environmental degradation as measured by CO2 emissions. We utilize the cointegration test, the Fully Modified OLS and the panel causality to examine the causality between environmental pollution and economic aggregates from a pan...
Article
This paper examines the interaction between terrorism events and finance, focusing for the first time on the Damascus Securities Exchange Weighted Index return volatility of Syria besieged by terrorist attacks. To do so, we employ three multivariate GARCH models (GARCH (1,1), EGARCH (1,1) and TGARCH (1,1)) to examine the presence of daily anomalies...
Article
Full-text available
Blockchain technology is nothing more than a new way of managing data, essentially a decentralized database. There are a lot of blockchains today, Bitcoin being the first. While Bitcoin's only blockchain application is cryptocurrency, recent developments allow the blockchain to be applied in many areas, including energy. In this paper, we asked abo...
Article
The purpose of this paper is to investigate the risk-return tradeoff allowing for the presence of noise traders i.e. a subset of investors who either base their trading strategies on sentiment or hold unjustified optimistic/pessimistic views regarding market prospects. We measure noise traders sentiment relying on two sets of indices namely the Bak...
Article
Calculating the hedge and safe-haven properties of gold and Bitcoin via GARCH model and quantile regression with dummy variables. We find that: (1) Neither gold nor Bitcoin can serve as a strong hedge or safe-haven for economic policy uncertainty (EPU) at the average condition. (2) Bitcoin is more responsive to EPU shocks, while gold maintains stab...
Article
This paper examines the interaction between terrorism events and finance, focusing for the first time on the Damascus Securities Exchange Weighted Index return volatility of Syria besieged by terrorist attacks. To do so, we employ three multivariate GARCH models (GARCH (1,1), EGARCH (1,1) and TGARCH (1,1)) to examine the presence of daily anomalies...
Article
In this article, we examine the importance of the blockchain on the insurance industry. Then, we show that there are strengths of the blockchain for the case of the insurance market that are, the security it brings, the speed of transaction it offers and the fact of being able to exist without intermediaries. Given these contributions, the blockcha...
Article
Blockchain technology is nothing more than a new way of managing data, essentially a decentralized database. There are a lot of blockchains today, Bitcoin being the first. While Bitcoin's only blockchain application is cryptocurrency, recent developments allow the blockchain to be applied in many areas, including energy. In this paper, we asked abo...
Research Proposal
Authors wishing to submit a presentation should send a full paper in PDF format and in English, via the conference website: www.tsfs.tn or via Email: info@tsfs.tn. The complete version of the paper should include the following information: title, name(s) of the authors, abstract, keywords, JEL classification, e-mail address for each author, complet...
Article
The importance of ECB monetary policy surprises in explaining movements in euro area sovereign yield spreads is explored using a daily data for ten countries for 2011- 2015. The unanticipated component of the monetary policy is extracted by using changes in the three-month Euribor futures rate immediately after the ECB meetings. Our results show th...
Article
Full-text available
This paper aims to understand the recurrence of the cross-listing event using a unique and comprehensive sample of multiple cross-listed firms. By implementing multiple event-time experiment using an appropriate extension of the Cox (J R Stat Soc Ser B 34(2): 187–222, 1972) model, we find no evidence to support the bonding and the market segmentati...
Article
As the nexus between Islamic financial market indexes and energy commodities becomes more global, the question of whether any specific shock considerations are still relevant that might affect this relationship arises. In order to answer it, our paper examines this question by testing the dynamic conditional correlation (DCC) betwee the Qatar Excha...
Article
Business performance has attracted researchers' attention in the previous literature of corporate finance. However, in the framework of the life insurance sector, they have given a number of attentions. In our paper, we investigate empirically the effect of firm-specific characteristics (size, leverage, tangibility, risk, growth, liquidity and age)...
Conference Paper
Welcome to the home page of The Tunisian Society for Financial Studies (TSFS):An academic organization devoted to promote modern finance and to enhance the communication between academics and practitioners We would like to inform you that, with the support of the Tunisian Society for Financial Studies www.tsfs.tn we will organize the 5th Internat...
Article
Full-text available
The main objective of our paper is to propose a novel approach in pricing Islamic financial assets in accordance with shariah, advocated by contemporary investment theories of Markowitz’s Mean–Variance Analysis and CAPM. The shariah-compliant Capital Asset Pricing Model that we developed with a few changing’s of the traditional Capital Asset Pricin...
Article
This paper seeks to explore the relationship between corporate governance and corporate social responsibility for a sample of 65 French companies listed on the SBF 120 index for the period 2010-2014. The result of our estimate shows that the performance of corporate social responsibility is positively influenced by the size of the board, the presen...
Article
This paper empirically investigates the impact of U.S. monetary policy surprises on the volatility of stock market returns for euro area countries. More specifically, to extract the unanticipated component of the U.S. monetary policy, we follow the Kuttner’s methodology and we use the federal funds futures. Using the approach of dynamic conditional...
Article
This paper seeks to explore the relationship between corporate governance and corporate social responsibility for a sample of 65 French companies listed on the SBF 120 index for the period 2010–2014. The result of our estimate shows that the performance of corporate social responsibility is positively influenced by the size of the board, the presen...
Article
Abstract This paper examines the interaction between terrorism events and finance, focusing for the first time on the Damascus Securities Exchange Weighted Index return volatility of Syria besieged by terrorist attacks. To do so, we employ three multivariate GARCH models (GARCH (1,1), EGARCH (1,1) and TGARCH (1,1)) to examine the presence of daily...
Article
Full-text available
Business performance has attracted researchers' attention in the previous literature of corporate finance. However, in the framework of the life insurance sector, they have given a number of attentions. In our paper, we investigate empirically the effect of firm-specific characteristics (size, leverage, tangibility, risk, growth, liquidity and age)...
Article
Full-text available
The main objective of this paper is to investigate empirically the relationship between the boards with other internal governance mechanisms such as ownership structure, quality of financial information and the cost of debt. To do so, we use a sample of 28 Tunisian listing firms during the period from 2007-2015. The empirical results show that the...
Article
Full-text available
The main objective of this paper is to investigate empirically the relationship between the boards with other internal governance mechanisms such as ownership structure, quality of financial information and the cost of debt. To do so, we use a sample of 28 Tunisian listing firms during the period from 2007-2015. The empirical results show that the...
Article
Full-text available
In this paper, we examine empirically the day-of-the-week effect on the Tunisian stock exchange index (TUNINDEX) return and volatility. We use three multivariate general autoregressive conditional heteroscedasticity models (GARCH (1,1), EGARCH (1,1), and TGARCH (1,1)) to examine the presence of daily anomalies in the TUNINDEX returns and volatiliti...
Article
Full-text available
In the last decade of the financial crisis of 2007, the international financial system appeared to be on the brink of a major systemic crisis which leads to a failure of a systemically important European bank. This type of scenario highlights the need for identifying and measuring of the contribution of banks to systemic risk in the financial syste...
Article
Full-text available
The main purpose of this study is to investigate empirically the impact of energy consumption and economic growth on the environmental degradation as measured by CO2 emissions. We utilize the cointegration test, the fully modified OLS, and the panel causality to examine the causality between environmental pollution and economic aggregates from a pa...

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Projects (6)
Project
Sharing the certificates of achievement obtained through participation in the various scientific events, in order to spread and share feelings of happiness and self-satisfaction. Achieving goals is a huge feeling, no matter if it is big or small, the goal.
Project
7th International Conference in Finance, December 13-14, 2019, Monastir, Tunisia