Concepedia

François‐Éric Racicot

FR

28

Publications

646

Citations

15

H-Index

2007

Active since

Affiliations

Université du Québec à Montréal(Current)

University of Ottawa

Université du Québec en Outaouais

Wilfrid Laurier University

IPAG Business School

François‐Éric Racicot is an author at Université du Québec à Montréal specializing in business, finance, and economics.

ORCID

Top concepts

Publications per year

2007–2022

28

Publications

28

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

, , +14

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

François‐Éric Racicot, Raymond Théoret · Journal of Banking & Finance · 2015 · 60 citations

, , +7

Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note

François‐Éric Racicot · Applied Economics · 2014 · 47 citations

, , +13

Capital asset pricing models revisited: Evidence from errors in variables

Alain Coën, François‐Éric Racicot · Economics Letters · 2007 · 38 citations

, , +9

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

, , +22

Rows per page

1–5 of 28