François‐Éric Racicot

Author

Also Known As

FRANÇOIS-ÉRIC RACICOT, Francois-Eric Racicot, François-Eric Racicot, François-Éric Racicot, François‐Eric Racicot, François‐Éric Racicot, Racicot, François-Éric

103

Publications

867

Citations

H-Index

Concepts

All Affiliations

Université du Québec à Montréal University of Ottawa Université du Québec en Outaouais Wilfrid Laurier University IPAG Business School

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	13	20	543
2	Economics	12	13	414
3	Management	10	10	290
4	Accounting	3	3	51
5	Engineering	1	1	22

François‐Éric Racicot

Publications

646

Citations

H-Index

Page 1

	Year	Citations
Testing Fama–French’s new five-factor asset pricing model: evidence from robust instruments François‐Éric Racicot, William F. Rentz Applied Economics Letters Empirical FinanceEconomicsRobust InstrumentsFinancial EconomicsAsset Pricing	2015	95
Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds François‐Éric Racicot, Raymond Théoret Journal of Banking & Finance Market MicrostructureEmpirical FinanceEconomicsFinancial EconomicsAsset Pricing	2015	60
Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note François‐Éric Racicot Applied Economics Econometric ModelEconomicsRobust InstrumentsMacroeconomicsRobust Statistic	2014	47
Capital asset pricing models revisited: Evidence from errors in variables Alain Coën, François‐Éric Racicot Economics Letters Empirical FinanceEconomicsFinancial EconomicsAsset PricingReal Investment	2007	38
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 Empirical FinanceEconomic DevelopmentAsset AllocationPanel DataSignificant Factor	2016	37
The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test François‐Éric Racicot, William F. Rentz, David Tessier, PLoS ONE Empirical FinanceEndogenous IlliquidityAsset AllocationFinancial RiskPanel Data	2019	28
Cumulant instrument estimators for hedge fund return models with errors in variables François‐Éric Racicot, Raymond Théoret Applied Economics Empirical FinanceShadow BankingMeasurement ErrorsAsset Pricing ModelsAsset Pricing	2014	27
Multi-moment risk, hedging strategies, & the business cycle François‐Éric Racicot, Raymond Théoret International Review of Economics & Finance Corporate Risk ManagementFinancial Risk ManagementRisk ManagementManagementBusiness	2018	26
Hedge fund return higher moments over the business cycle François‐Éric Racicot, Raymond Théoret Economic Modelling Asset PricingFund ManagementHedge FundBusinessFinance	2018	26
Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models François‐Éric Racicot, Raymond Théoret, Alain Coën International Advances in Economic Research Volatility ModelingEngineeringAsset PricingFinancial EconometricsBusiness	2008	22

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