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Yacine Hammami


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Personal Details

First Name: Yacine
Middle Name:
Last Name: Hammami

RePEc Short-ID: pha798

Postal Address:


Institut Supérieur de Gestion de Tunis
Université de Tunis
Location: Tunis, Tunisia
Phone: (216) 71 588 434
Fax: (216) 71 588 487
Postal: 41, Avenue de la Liberté Cité Bouchouda, Le Bardo 2000, Tunis
Handle: RePEc:edi:isguttn (more details at EDIRC)


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  1. Oueslati, Abdelmonem & Hammami, Yacine & Jilani, Faouzi, 2014. "The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, vol. 31(C), pages 57-73.
  2. Hammami, Yacine & Lindahl, Anna, 2014. "An intertemporal capital asset pricing model with bank credit growth as a state variable," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 14-28.
  3. Y. Hammami, 2013. "Momentum investing across economic states: evidence of market inefficiency in good times," Applied Financial Economics, Taylor & Francis Journals, vol. 23(1), pages 51-56, January.
  4. Hammami, Yacine & Jilani, Faouzi & Oueslati, Abdelmonem, 2013. "Mutual fund performance in Tunisia: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, vol. 29(C), pages 35-51.
  5. Hammami, Yacine & Lindahl, Anna, 2013. "Estimating and testing beta pricing models on industries," Journal of Economics and Business, Elsevier, vol. 69(C), pages 45-63.
  6. Yacine Hammami, 2012. "Monetary environment and market inefficiency," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(1), pages 24-37.
  7. Yacine Hammami, 2012. "Asymmetry in market efficiency across economic states: explanation and implication," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 3(3/4), pages 270-279.
  8. Hammami Yacine & Jilani Faouzi, 2011. "Testing Factor Pricing Models in Tunisia: Macroeconomic Factors vs. Fundamental Factors," Review of Middle East Economics and Finance, De Gruyter, vol. 7(2), pages 1-22, September.
  9. Y. Hammami, 2011. "Is the stock market efficient in bad times and inefficient in good times?," Applied Financial Economics, Taylor & Francis Journals, vol. 21(12), pages 905-915.


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