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François‐Éric Racicot · Study

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François‐Éric Racicot

9 works· latest 2019· 3 institutionscluster: provisionalORCID 0000-0003-0468-5513

h-index9

i109

Citations358

Works here9

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Most cited in this library

Testing Fama–French’s new five-factor asset pricing model: evidence from robust instruments2015 · 94 citations
Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds2015 · 60 citations
A panel data robust instrumental variable approach: a test of the new Fama-French five-factor model2016 · 37 citations
Capital asset pricing models revisited: Evidence from errors in variables2007 · 36 citations
The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test2019 · 31 citations

Works

9 shown

The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test

PLoS ONE·2019·3 authors·Open access

31citations

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

Finance·2018·3 authors·Open access

23citations

Hedge fund return higher moments over the business cycle

Economic Modelling·2018·2 authors

26citations

Multi-moment risk, hedging strategies, & the business cycle

International Review of Economics & Finance·2018·2 authors

26citations

A panel data robust instrumental variable approach: a test of the new Fama-French five-factor model

Applied Economics Letters·2016·2 authors

37citations

Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds

Journal of Banking & Finance·2015·2 authors

60citations

Testing Fama–French’s new five-factor asset pricing model: evidence from robust instruments

Applied Economics Letters·2015·2 authors

94citations

Cumulant instrument estimators for hedge fund return models with errors in variables

Applied Economics·2014·2 authors·Open access

25citations

Capital asset pricing models revisited: Evidence from errors in variables

Economics Letters·2007·2 authors

36citations