IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Yacine Hammami

This is information that was supplied by Yacine Hammami in registering through RePEc. If you are Hammami Yacine, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Yacine
Middle Name:
Last Name:Hammami
RePEc Short-ID:pha798
in new window
  1. Hammami, Yacine & Bahri, Maha, 2016. "On the determinants of expected corporate bond returns in Tunisia," Research in International Business and Finance, Elsevier, vol. 38(C), pages 224-235.
  2. 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.
  3. Yacine Hammami, 2014. "An empirical investigation of asset pricing models under divergent lending and borrowing rates," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(3), pages 263-279, August.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Yacine Hammami, 2012. "Monetary environment and market inefficiency," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(1), pages 24-37.
  10. 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.
  11. 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.

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Yacine Hammami should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.