Details about Hammami Yacine
Access statistics for papers by Hammami Yacine.
Last updated 2016-10-18. Update your information in the RePEc Author Service.
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- On the determinants of expected corporate bond returns in Tunisia
Research in International Business and Finance, 2016, 38, (C), 224-235 View citations (3)
- 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)
- 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 (5)
- 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)
- Estimating and testing beta pricing models on industries
Journal of Economics and Business, 2013, 69, (C), 45-63 View citations (1)
- Momentum investing across economic states: evidence of market inefficiency in good times
Applied Financial Economics, 2013, 23, (1), 51-56 View citations (1)
- Mutual fund performance in Tunisia: A multivariate GARCH approach
Research in International Business and Finance, 2013, 29, (C), 35-51 View citations (7)
- Asymmetry in market efficiency across economic states: explanation and implication
International Journal of Behavioural Accounting and Finance, 2012, 3, (3/4), 270-279
- Is the stock market efficient in bad times and inefficient in good times?
Applied Financial Economics, 2011, 21, (12), 905-915
- 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)
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