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Details about Hammami Yacine

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Homepage:http://hammami-yacine.e-monsite.com

Access statistics for papers by Hammami Yacine.

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

Short-id: pha798


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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 Downloads View citations (2)

2014

  1. An empirical investigation of asset pricing models under divergent lending and borrowing rates
    Financial Markets and Portfolio Management, 2014, 28, (3), 263-279 Downloads View citations (1)
  2. An intertemporal capital asset pricing model with bank credit growth as a state variable
    Journal of Banking & Finance, 2014, 39, (C), 14-28 Downloads View citations (2)
  3. 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 Downloads View citations (4)

2013

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

2012

  1. Asymmetry in market efficiency across economic states: explanation and implication
    International Journal of Behavioural Accounting and Finance, 2012, 3, (3/4), 270-279 Downloads
  2. Monetary environment and market inefficiency
    International Journal of Monetary Economics and Finance, 2012, 5, (1), 24-37 Downloads

2011

  1. Is the stock market efficient in bad times and inefficient in good times?
    Applied Financial Economics, 2011, 21, (12), 905-915 Downloads
  2. Testing Factor Pricing Models in Tunisia: Macroeconomic Factors vs. Fundamental Factors
    Review of Middle East Economics and Finance, 2011, 7, (2), 1-22 Downloads View citations (3)
 
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