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The asymmetrical behavior of hedge funds across the state of the business cycle : the q-factor model revisited
Racicot, François-Éric
;
Théoret, Raymond
- In:
Finance : revue de l'Association Française de Finance
37
(
2016
)
1
,
pp. 51-95
Persistent link: https://www.econbiz.de/10011687874
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Testing the new Fama and French factors with illiquidity : a panel data investigation
Racicot, François-Éric
;
Rentz, William F.
;
Théoret, …
- In:
Finance : revue de l'Association Française de Finance
39
(
2018
)
3
,
pp. 45-102
Persistent link: https://www.econbiz.de/10012025798
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