Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries Y Hammami, A Oueslati Journal of International Financial Markets, Institutions and Money 49, 15-31, 2017 | 33 | 2017 |
An intertemporal capital asset pricing model with bank credit growth as a state variable Y Hammami, A Lindahl Journal of Banking & Finance 39, 14-28, 2014 | 20 | 2014 |
The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach A Oueslati, Y Hammami, F Jilani Research in International Business and Finance 31, 57-73, 2014 | 17 | 2014 |
On the determinants of expected corporate bond returns in Tunisia Y Hammami, M Bahri Research in International Business and Finance 38, 224-235, 2016 | 16 | 2016 |
Mutual fund performance in Tunisia: A multivariate GARCH approach Y Hammami, F Jilani, A Oueslati Research in International Business and Finance 29, 35-51, 2013 | 15 | 2013 |
On the cross-sectional relation between exchange rates and future fundamentals S Kharrat, Y Hammami, I Fatnassi Economic Modelling 89, 484-501, 2020 | 14 | 2020 |
Forecasting stock returns in Saudi Arabia and Malaysia A Oueslati, Y Hammami Review of Accounting and Finance 17 (2), 259-279, 2018 | 11 | 2018 |
Momentum investing across economic states: Evidence of market inefficiency in good times Y Hammami Applied financial economics 23 (1), 51-56, 2013 | 11 | 2013 |
Understanding time-varying short-horizon predictability✰ Y Hammami, J Zhu Finance Research Letters 32, 101097, 2020 | 10 | 2020 |
Testing factor pricing models in Tunisia: Macroeconomic factors vs. fundamental factors Y Hammami, F Jilani Review of Middle East Economics and Finance 7 (2), 1-22, 2011 | 8 | 2011 |
Leverage and balance-sheet size: a comparative study between Islamic and conventional banks Y Hammami, Y Riahi Applied Economics 53 (43), 4950-4961, 2021 | 6 | 2021 |
Is the stock market efficient in bad times and inefficient in good times? Y Hammami Applied financial economics 21 (12), 905-915, 2011 | 6 | 2011 |
Asset pricing in an Islamic economy Y Hammami Applied Economics 52 (29), 3106-3122, 2020 | 5 | 2020 |
Accounting information and financial institutions’ credit spreads: the case of Tunisia Y Riahi, Y Hammami Journal of Applied Accounting Research 20 (1), 2-21, 2019 | 4 | 2019 |
Estimating and testing beta pricing models on industries Y Hammami, A Lindahl Journal of Economics and business 69, 45-63, 2013 | 4 | 2013 |
An empirical investigation of asset pricing models under divergent lending and borrowing rates Y Hammami Financial Markets and Portfolio Management 28, 263-279, 2014 | 2 | 2014 |
Monetary environment and market inefficiency Y Hammami International Journal of Monetary Economics and Finance 5 (1), 24-37, 2012 | 2 | 2012 |
Asymmetry in market efficiency across economic states: explanation and implication Y Hammami International Journal of Behavioural Accounting and Finance 3 (3-4), 270-279, 2012 | 1 | 2012 |
Assessing systemic risk of Islamic banks during the COVID-19 pandemic crisis I Fatnassi, Y Hammami Applied Economics Letters 31 (11), 1037-1044, 2024 | | 2024 |
Information content of order flows in the FX market: importance of nonfundamental factors Y Hammami, S Kharrat Managerial Finance 47 (12), 1736-1764, 2021 | | 2021 |