Racicot, Francois-Éric; Théoret, Raymond; Coen, Alain - Départment des sciences administratives, Université … - 2006
In this paper, we propose a new empirical version of the Fama and French Model based on the Hausman (1978) specification test and aimed at discarding measurement errors in the variables. The proposed empirical framework is general enough to be used for correcting other financial and accounting...