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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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The procyclicality of hedge fund alpha and beta
Racicot, François-Éric; Théoret, Raymond - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 109-128
Persistent link: https://www.econbiz.de/10010209488
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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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Is illiquidity priced in an international factor pricing model? : a dynamic panel data application with robust IV
Racicot, François-Éric; Rentz, William F.; Théoret, … - 2025
Persistent link: https://www.econbiz.de/10015337872