François‐Éric Racicot

Université du Québec à Montréal — Canada

Economics, Econometrics and Finance · Social Sciences

15h-index867citations103works1.02yr avg
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Research Topics

Financial Markets and Investment Strategies(55), Financial Risk and Volatility Modeling(34), Complex Systems and Time Series Analysis(29), Market Dynamics and Volatility(22), Monetary Policy and Economic Impact(20)

Publications103 total

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· 1 cited
The Impact of Taxation on the Effective Tax Rate, Operating Risk, and Portfolio Risk Diversification Effectiveness under Risk Pooling
˜The œjournal of wealth management·2024· 1 cited
Is illiquidity priced in an international factor pricing model? A dynamic panel data application with robust <scp>IV</scp>
International Journal of Finance & Economics·2023· 4 cited
Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach
Financial Innovation·2022· 13 citedOpen Access
Too Big to Fail or Too Deceitful to be Caught?
Journal of Economic Issues·2021· 4 cited
The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks
International Review of Economics & Finance·2020· 10 cited
From wheel of fortune to wheel of misfortune: Financial crises, cycles, and consumer predation
Journal of Consumer Affairs·2020· 11 cited
The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach
Economic Modelling·2020· 19 cited
From wheel of fortune to wheel of misfortune: Financial crises, cycles and consumer predation
RePEc: Research Papers in Economics·2020Open Access
The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test
PLoS ONE·2019· 28 citedOpen Access
Consumers' greed and inefficiency paradigm during the U.S. 2008-2009 subprime mortgages crisis: The view of economists
HAL (Le Centre pour la Communication Scientifique Directe)·2019
Traité de gestion de portefeuille
PU Québec eBooks·2019
The rationality of irrationality during the GFC in the U.S.
HAL (Le Centre pour la Communication Scientifique Directe)·2019
Testing the new Fama and French factors with illiquidity: A panel data investigation
Finance·2018· 22 cited
Examining the dynamics of illiquidity risks within the phases of the business cycle
Borsa Istanbul Review·2018· 15 citedOpen Access
Increment Variance Reduction Techniques with an Application to Multi-name Credit Derivatives
Computational Economics·2018· 2 cited
Hedge fund return higher moments over the business cycle
Economic Modelling·2018· 26 cited
Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?
Economic Modelling·2018· 5 citedOpen Access
Multi-moment risk, hedging strategies, &amp; the business cycle
International Review of Economics & Finance·2018· 26 cited
Heteroscedasticity of deviations in market bubble moments – how the goods and bads lead to the ugly
Applied Economics·2018· 3 cited
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Frequent Co-authors

Raymond Théoret(32), William F. Rentz(6), Alain Coën(5), Olivier Mesly(5), Greg N. Gregoriou(4), David Tessier(1), Alfred L. Kahl(1), Pierre Rostan(1), Rachid Belhachemi(1), David W. Shanafelt(1), Nicolas Huck(1), Éric Dubé(1), Clément Gignac(1), Jean Pierre Lévy Mangin(1), Imed Chkir(1), Christian Calmès(1), Denis Cormier(1)