CV Yacine

 

Positions Held

2015-Present: Associate Professor, Faculty of Administrative and Financial Sciences, Al Baha University, Saudi Arabia

2009-2014: Associate Professor, Higher Institute of Management, University of Tunis

2004-2008: Assistant Professor, Higher Institute of Management, University of Tunis

Education

Ph.D., Finance, Finance, Faculty of Economic Sciences and Management of Tunis, University of Tunis El Manar, 2008.

M.B.A., Finance, Faculty of Economic Sciences and Management of Tunis, University of Tunis El Manar, 2002.

High School, ESC, Manouba, Tunisia, 2000.

Teaching

Asset pricing

Risk management

Corporate finance

Financial accounting

Intermediate accounting

Banking & Insurance Accounting

Accounting for governmental and nonprofit entities

Financial management

Research Interests

Asset Pricing

Financial Economics

Financial Accounting

Portfolio Management

Quantitative Finance

Publications

[1] Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries, co-authored with A. Oueslati, Journal of International Financial Markets Institutions and Money, 2017, Forthcoming.

[2] On the determinants of expected corporate bond returns in Tunisia, co-authored with M. Bahri. Research in International Business and Finance, 2016, Vol 38, 224-235.

[3] An intertemporal capital asset pricing model with bank credit growth as a state variable, co-authored with A. Lindahl. Journal of Banking and Finance, 2014, Vol 39, 14–28.

[4] An Empirical Investigation of Asset Pricing Models under divergent lending and borrowing rates. Financial Markets and Portfolio Management, 2014, Vol 28, 263-279. 

[5] The Timing Ability and global performance of Tunisian Mutual Fund Managers: a multivariate GARCH approach, co-authored with A. Oueslati, and F. Jilani. Research in International Business and Finance, 2014, Vol 31, 57–73.

[6] Estimating and testing beta pricing models on industries, co-authored with A. Lindahl. Journal of Economics and Business, 2013, Vol 69, 45–63.

[7] Mutual fund performance in Tunisia: a multivariate GARCH approach, co-authored with A. Oueslati, and F. Jilani. Research in International Business and Finance, 2013, Vol 29, 35-51.

[8] Momentum investing across economic states: evidence of market inefficiency in good times. Applied Financial Economics, 2013, Vol 23, No 1, 51-56.

[9] Asymmetry in market efficiency across economic states: explanation and implication. International Journal of Behavioural Accounting and Finance, 2012, Vol 3, 270-279.

[10] Monetary environment and market inefficiency. International Journal of Monetary Economics and Finance, 2012, Vol 5, p. 24-37.

[11] Is the stock market efficient in bad times and inefficient in good times? Applied Financial Economics, 2011, Vol 21, p. 905-915.

[12] Testing Factor Pricing Models in Tunisia: Macroeconomic Factors vs. Fundamental Factors, co-authored with F. Jilani. Review of Middle East Economics and Finance, 2011, Vol 7, No 2, article 5.

[13] On the Number of Factors in Stock Returns: Implementing the Parallel Analysis. International Journal of Financial Economics and Econometrics, 2010, Vol 2, No 2.  

[14] Comparaison des modèles statistiques des rendements boursiers dans le contexte du marché financier tunisien, co-authored with F. Jilani. Euro-Mediterranean Economics and Finance Review, 2006, Vol 1, p. 28-37. 

Reviewing Activity 

Journal of Banking and Finance, International Review of Financial analysis, International Review of Economics and Finance, Review of Middle East Economics and Finance, International Research Journal of Management and Business Studies, the Educational Research, Universal Journal of Marketing and Business Research. 

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