Citations (19)
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Read on this site (5)
François-Eric Racicot & William F. Rentz. (2017) A panel data robust instrumental variable approach: a test of the new Fama-French five-factor model. Applied Economics Letters 24:6, pages 410-416.
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H. Kent Baker, Imed Chkir, Samir Saadi & Ligang Zhong. (2017) What drives the high moments of hedge fund returns?. Applied Economics 49:8, pages 738-755.
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Tarcisio da Graça & Robert Masson. (2016) A structural event study for M&As: an application in corporate governance. Applied Economics 48:45, pages 4350-4365.
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François-Eric Racicot & William F. Rentz. (2016) Testing Fama–French’s new five-factor asset pricing model: evidence from robust instruments. Applied Economics Letters 23:6, pages 444-448.
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François-Éric Racicot. (2015) Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note. Applied Economics 47:10, pages 981-989.
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Articles from other publishers (14)
Fan Yang, Tomas Havranek, Zuzana Irsova & Jiri Novak. (2023) Is research on hedge fund performance published selectively? A quantitative survey. Journal of Economic Surveys.
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Vera Ivanyuk. (2022) Developing a crisis model based on higher-order moments. Heliyon 8:2, pages e08896.
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Helena Naffa & Máté Fain. (2022) A factor approach to the performance of ESG leaders and laggards. Finance Research Letters 44, pages 102073.
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François-Éric Racicot, Raymond Théoret & Greg N. Gregoriou. (2021) The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks. International Review of Economics & Finance 72, pages 289-318.
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Helena Naffa & Máté Fain. (2020) Performance measurement of ESG-themed megatrend investments in global equity markets using pure factor portfolios methodology. PLOS ONE 15:12, pages e0244225.
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Robert N. Killins. (2020) Firm-specific, industry-specific and macroeconomic factors of life insurers’ profitability: Evidence from Canada. The North American Journal of Economics and Finance 51, pages 101068.
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François-Éric Racicot & Raymond Théoret. (2019) Hedge fund return higher moments over the business cycle. Economic Modelling 78, pages 73-97.
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Greg Gregoriou, François-Éric Racicot & Raymond Théoret. (2016)
The
q
-factor and the Fama and French asset pricing models: hedge fund evidence
. Managerial Finance 42:12, pages 1180-1207.
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François-Éric Racicot & Raymond Théoret. (2016) Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds. Journal of Banking & Finance 62, pages 41-61.
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François-Eric Racicot & William F Rentz. (2015) The Pástor-Stambaugh empirical model revisited: Evidence from robust instruments. Journal of Asset Management 16:5, pages 329-341.
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François-Éric Racicot & Raymond Théoret. (2014) Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis. Journal of Derivatives & Hedge Funds 20:4, pages 207-240.
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François-Éric Racicot. (2014) Erreurs de mesure sur les variables économiques et financières. La Revue des Sciences de Gestion 267-268:3, pages 79.
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Fan Yang, Tomas Havranek, Zuzana Irsova & Jiri Novak. (2022) Hedge Fund Performance: A Quantitative Survey. SSRN Electronic Journal.
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Tarcisio da Graca & Robert T. Masson. (2015) Evaluating the Effect of Corporate Governance in M&As with a Structural Approach for Event Studies. SSRN Electronic Journal.
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