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Crises boursières et sentiment de l’investisseur

Author

Listed:
  • dalenda BEN AHMED
  • jamel Eddine HENCHIRI

Abstract

L’émergence d’un nouveau courant de recherche, la finance comportementale, liant les comportements des marchés et la psychologie humaine, cherche à étudier les biais cognitifs liés au comportement des investisseurs et qui ne sont pas expliqués par la théorie traditionnelle de la finance. Notre étude empirique porte, d’une part, sur l’identification des crises boursières qui ont touché la Bourse de Tunis durant la période allant de 1998 jusqu’à 2018 et d’autre part, sur la mesure du sentiment des investisseurs sur le marché boursier tunisien, pour arriver à vérifier que l’indicateur de sentiment de l’investisseur concorde avec les crises boursières et de trouver que le sentiment de l’investisseur cause les crises boursières tunisiennes au sens de Granger. Une nouvelle preuve est ainsi faite sur le rôle important joué par le sentiment des investisseurs dans la transmission des crises boursières.

Suggested Citation

  • dalenda BEN AHMED & jamel Eddine HENCHIRI, 2019. "Crises boursières et sentiment de l’investisseur," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 10(1), pages 35-49, June.
    • Handle: RePEc:jaf:journl:v:10:y:2019:i:1:n:253
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    More about this item

    Keywords

    Finance comportementale; biais psychologiques; sentiment; crises; causalité; cointégration; Tunindex; Behavioral finance; psychological biases; sentiment; crisis; causality; cointegration; Tunindex;
    All these keywords.

    JEL classification:

    • M1 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration
    • N8 - Economic History - - Micro-Business History
    • G3 - Financial Economics - - Corporate Finance and Governance

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