Details about Hammami Yacine

Access statistics for papers by Hammami Yacine.

Last updated 2016-10-18. Update your information in the RePEc Author Service.

Short-id: pha798

Journal Articles

2016

1. On the determinants of expected corporate bond returns in Tunisia
   Research in International Business and Finance, 2016, 38, (C), 224-235 View citations (3)

2014

2. An empirical investigation of asset pricing models under divergent lending and borrowing rates
   Financial Markets and Portfolio Management, 2014, 28, (3), 263-279 View citations (1)
3. An intertemporal capital asset pricing model with bank credit growth as a state variable
   Journal of Banking & Finance, 2014, 39, (C), 14-28 View citations (7)
4. The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach
   Research in International Business and Finance, 2014, 31, (C), 57-73 View citations (5)

2013

5. Estimating and testing beta pricing models on industries
   Journal of Economics and Business, 2013, 69, (C), 45-63 View citations (1)
6. Momentum investing across economic states: evidence of market inefficiency in good times
   Applied Financial Economics, 2013, 23, (1), 51-56 View citations (1)
7. Mutual fund performance in Tunisia: A multivariate GARCH approach
   Research in International Business and Finance, 2013, 29, (C), 35-51 View citations (10)

2012

8. Asymmetry in market efficiency across economic states: explanation and implication
   International Journal of Behavioural Accounting and Finance, 2012, 3, (3/4), 270-279

2011

9. Is the stock market efficient in bad times and inefficient in good times?
   Applied Financial Economics, 2011, 21, (12), 905-915
10. Testing Factor Pricing Models in Tunisia: Macroeconomic Factors vs. Fundamental Factors
    Review of Middle East Economics and Finance, 2011, 7, (2), 1-22 View citations (4)