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Accruals, errors-in-variables, and Tobin’s q
Calmès, Christian; Cormier, Denis; Racicot, François-Éric - In: Atlantic economic journal : AEJ 41 (2013) 2, pp. 193-195
Persistent link: https://www.econbiz.de/10009771219
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Cumulant instrument estimators for hedge fund return models with errors in variables
Racicot, François-Éric; Théoret, Raymond - In: Applied economics 46 (2014) 10/12, pp. 1134-1149
Persistent link: https://www.econbiz.de/10010399380
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The q-factor and the Fama and French asset pricing models : hedge fund evidence
Gregoriou, Greg N.; Racicot, François-Éric; Théoret, … - In: Managerial finance 42 (2016) 12, pp. 1180-1207
Persistent link: https://www.econbiz.de/10011572944
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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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Revisiting the Fama and French model: an application to funds of funds using nonlinear methods
Dubé, Eric; Gignac, Clément; Racicot, François-Éric - In: Funds of hedge funds : performance, assessment, …, (pp. 287-307). 2006
Persistent link: https://www.econbiz.de/10003377788
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Capital asset pricing models revisited : evidence from errors in variables
Coën, Alain; Racicot, François-Éric - In: Economics letters 95 (2007) 3, pp. 443-450
Persistent link: https://www.econbiz.de/10003476379
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Testing Fama-French's new five-factor asset pricing model : evidence from robust instruments
Racicot, François-Éric; Rentz, William F. - In: Applied economics letters 23 (2016) 4/6, pp. 444-448
Persistent link: https://www.econbiz.de/10011430774
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Rolling regression analysis of the Pástor-Stambaugh model : evidence from robust instrumental variables
Racicot, François-Éric; Rentz, William F.; Kahl, Alfred L, - In: International advances in economic research : IAER ; an … 23 (2017) 1, pp. 75-90
Persistent link: https://www.econbiz.de/10011944468
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A stylized model of home buyers' and bankers' behaviours during the 2007-2009 US subprime mortgage crisis : a predatory perspective
Mesly, Olivier; Racicot, François-Éric - In: Applied economics 49 (2017) 9, pp. 915-928
Persistent link: https://www.econbiz.de/10011811075
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A panel data robust instrumental variable approach : a test of the new Fama-French five-factor model
Racicot, François-Éric; Rentz, William F. - In: Applied economics letters 24 (2017) 4/6, pp. 410-416
Persistent link: https://www.econbiz.de/10011705366