Testing the new Fama and French factors with illiquidity : a panel data investigation

François-Éric Racicot, William F. Rentz, Raymond Théoret

Year of publication:	2018
Authors:	Racicot, François-Éric ; Rentz, William F. ; Théoret, Raymond
Published in:	Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 39.2018, 3, p. 45-102
Subject:	Fama-French (2015) five factors \| illiquidity \| hedge funds \| panel data \| GMM \| robust instruments \| Panel \| Panel study \| CAPM \| Hedgefonds \| Hedge fund \| Momentenmethode \| Method of moments \| Schätzung \| Estimation

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012025798

A service of the