Concepedia

William F. Rentz

WF

6

Publications

205

Citations

6

H-Index

1974

Active since

Affiliations

University of Ottawa(Current)

Université du Québec à Montréal

IPAG Business School

Institute on Governance

Wilfrid Laurier University

William F. Rentz is an author at University of Ottawa specializing in asset pricing, economics, and business.

Top concepts

FinanceBusinessEconomicsAsset PricingManagementStatisticsEconometricsAsset AllocationEconomic AnalysisEmpirical Finance

Publications per year

1974–2019

6

Publications

6

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

François‐Éric Racicot, William F. Rentz · Applied Economics Letters · 2015 · 95 citations

Empirical Finance, Economics, Robust Instruments +14

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

François‐Éric Racicot, William F. Rentz · Applied Economics Letters · 2016 · 37 citations

Empirical Finance, Economic Development, Asset Allocation +22

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

François‐Éric Racicot, William F. Rentz, David Tessier et al. · PLoS ONE · 2019 · 28 citations · Full text

Empirical Finance, Endogenous Illiquidity, Asset Allocation +25

The Pástor-Stambaugh empirical model revisited: Evidence from robust instruments

François‐Éric Racicot, William F. Rentz · Journal of Asset Management · 2015 · 19 citations · Full text

Religiosity, Statistics, Robust Instruments +1

Examining the dynamics of illiquidity risks within the phases of the business cycle

François‐Éric Racicot, William F. Rentz, Alfred L. Kahl et al. · Borsa Istanbul Review · 2018 · 15 citations · Full text

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