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

Applied economics letters, 2016-04, Vol.23 (6), p.444-448

2016

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

Applied economics letters, 2017-03, Vol.24 (6), p.410-416

2017

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A high performance microfluidic analyser for phosphate measurements in marine waters using the vanadomolybdate method

Talanta (Oxford), 2013-11, Vol.116, p.382-387

2013

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

Borsa Istanbul Review, 2019-06, Vol.19 (2), p.117-131

2019

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FFCD-1004 Clinical Trial: Impact of Cytidine Deaminase Activity on Clinical Outcome in Gemcitabine-Monotherapy Treated Patients

PloS one, 2015-08, Vol.10 (8), p.e0135907-12

2015

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Measurement of iron chemical speciation in seawater at 4°C: The use of competitive ligand exchange–adsorptive cathodic stripping voltammetry

Marine chemistry, 2013-02, Vol.149, p.63-73

2013

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

PloS one, 2019-09, Vol.14 (9), p.e0221599-e0221599

2019

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

Applied economics, 2015-02, Vol.47 (10), p.981-989

Racicot, François-Éric

2015

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

Journal of banking & finance, 2016-01, Vol.62, p.41-61

2016

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Hedge fund return higher moments over the business cycle

Economic modelling, 2019-05, Vol.78, p.73-97

2019

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

International review of economics & finance, 2018-11, Vol.58, p.637-675

2018

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The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach

Economic modelling, 2021-01, Vol.94, p.843-872

2021

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Too Big to Fail or Too Deceitful to be Caught?

Journal of economic issues, 2021-07, Vol.55 (3), p.736-759

2021

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Assessing the impact of taxation on the effective tax rate and operational risk of capital investment projects under optimal capital structures

International review of economics & finance, 2024-11, Vol.96, p.103589, Article 103589

2024

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The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks

International review of economics & finance, 2021-03, Vol.72, p.289-318

2021

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A high-resolution analyser for the measurement of ammonium in oligotrophic seawater

Ocean dynamics, 2011-10, Vol.61 (10), p.1555-1565

2011

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Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?

Economic modelling, 2019-05, Vol.78, p.11-31

2019

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Heteroscedasticity of deviations in market bubble moments – how the goods and bads lead to the ugly

Applied economics, 2018-07, Vol.50 (32), p.3441-3463

2018

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A stylized model of home buyers' and bankers' behaviours during the 2007-2009 US subprime mortgage crisis: a predatory perspective

Applied economics, 2017-02, Vol.49 (9), p.915-928

2017

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

Applied economics, 2014-04, Vol.46 (10), p.1134-1149

2014

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Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution

Applied economics, 2015-11, Vol.47 (51), p.5461-5475

2015

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Optimally weighting higher-moment instruments to deal with measurement errors in financial return models

Applied financial economics, 2012-07, Vol.22 (14), p.1135-1146

2012

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In-situ study of phase changes in glass by impedance spectroscopy and scaling

Solid state ionics, 2023-03, Vol.391, p.116145, Article 116145

2023

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Symptomatologie psychotique et hydrocéphalie : à propos d’un cas

Annales médico psychologiques, 2017-12, Vol.175 (10), p.929-932

2017

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Capital asset pricing models revisited: Evidence from errors in variables

Economics letters, 2007-06, Vol.95 (3), p.443-450

2007

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

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

A high performance microfluidic analyser for phosphate measurements in marine waters using the vanadomolybdate method

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

FFCD-1004 Clinical Trial: Impact of Cytidine Deaminase Activity on Clinical Outcome in Gemcitabine-Monotherapy Treated Patients

Measurement of iron chemical speciation in seawater at 4°C: The use of competitive ligand exchange–adsorptive cathodic stripping voltammetry

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

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

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

Hedge fund return higher moments over the business cycle

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

The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach

Too Big to Fail or Too Deceitful to be Caught?

Assessing the impact of taxation on the effective tax rate and operational risk of capital investment projects under optimal capital structures

The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks

A high-resolution analyser for the measurement of ammonium in oligotrophic seawater

Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?

Heteroscedasticity of deviations in market bubble moments – how the goods and bads lead to the ugly

A stylized model of home buyers' and bankers' behaviours during the 2007-2009 US subprime mortgage crisis: a predatory perspective

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

Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution

Optimally weighting higher-moment instruments to deal with measurement errors in financial return models

In-situ study of phase changes in glass by impedance spectroscopy and scaling

Symptomatologie psychotique et hydrocéphalie : à propos d’un cas

Capital asset pricing models revisited: Evidence from errors in variables

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