François‐Éric Racicot

877 total citations
65 papers, 577 citations indexed

About

François‐Éric Racicot is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, François‐Éric Racicot has authored 65 papers receiving a total of 577 indexed citations (citations by other indexed papers that have themselves been cited), including 53 papers in Finance, 32 papers in Economics and Econometrics and 15 papers in General Economics, Econometrics and Finance. Recurrent topics in François‐Éric Racicot's work include Financial Markets and Investment Strategies (42 papers), Financial Risk and Volatility Modeling (24 papers) and Complex Systems and Time Series Analysis (20 papers). François‐Éric Racicot is often cited by papers focused on Financial Markets and Investment Strategies (42 papers), Financial Risk and Volatility Modeling (24 papers) and Complex Systems and Time Series Analysis (20 papers). François‐Éric Racicot collaborates with scholars based in Canada, France and United States. François‐Éric Racicot's co-authors include Raymond Théoret, Alain Coën, Olivier Mesly, Greg N. Gregoriou, Denis Cormier, Jean-Pierre Lévy Mangin, Nicolas Huck, Imed Chkir and Céline Gauthier and has published in prestigious journals such as SHILAP Revista de lepidopterología, PLoS ONE and Journal of Banking & Finance.

In The Last Decade

François‐Éric Racicot

63 papers receiving 537 citations

Peers

François‐Éric Racicot
Raymond Théoret Canada
Florian Weigert Switzerland
K. Özgür Demirtaş Türkiye
Wang Tan Canada
Paul Kofman Australia
Yaw‐Huei Wang Taiwan
Ken B. Cyree United States
Chung-Ying Yeh Taiwan
Ingmar Nolte United Kingdom
Nicole Branger Germany
Raymond Théoret Canada
François‐Éric Racicot
Citations per year, relative to François‐Éric Racicot François‐Éric Racicot (= 1×) peers Raymond Théoret

Countries citing papers authored by François‐Éric Racicot

Since Specialization
Citations

This map shows the geographic impact of François‐Éric Racicot's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by François‐Éric Racicot with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites François‐Éric Racicot more than expected).

Fields of papers citing papers by François‐Éric Racicot

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by François‐Éric Racicot. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by François‐Éric Racicot. The network helps show where François‐Éric Racicot may publish in the future.

Co-authorship network of co-authors of François‐Éric Racicot

This figure shows the co-authorship network connecting the top 25 collaborators of François‐Éric Racicot. A scholar is included among the top collaborators of François‐Éric Racicot based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with François‐Éric Racicot. François‐Éric Racicot is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Racicot, François‐Éric, et al.. (2024). 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. 96. 103589–103589.
2.
Racicot, François‐Éric & Raymond Théoret. (2022). Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach. Financial Innovation. 8(1). 24–24. 7 indexed citations
3.
Racicot, François‐Éric, et al.. (2019). The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test. PLoS ONE. 14(9). e0221599–e0221599. 23 indexed citations
4.
Racicot, François‐Éric, et al.. (2018). Examining the dynamics of illiquidity risks within the phases of the business cycle. Borsa Istanbul Review. 19(2). 117–131. 11 indexed citations
5.
Racicot, François‐Éric, et al.. (2018). Increment Variance Reduction Techniques with an Application to Multi-name Credit Derivatives. Computational Economics. 55(1). 1–35. 2 indexed citations
6.
Racicot, François‐Éric, et al.. (2018). Testing the new Fama and French factors with illiquidity: A panel data investigation. Vol. 39(3). 45–102. 17 indexed citations
7.
Racicot, François‐Éric, et al.. (2016). La titrisation aux États-Unis et au Canada. ˜La œRevue des sciences de gestion/˜La œRevue des sciences de gestion, Direction et gestion. N° 280(4). 21–34. 1 indexed citations
8.
Racicot, François‐Éric, et al.. (2016). A panel data robust instrumental variable approach: a test of the new Fama-French five-factor model. Applied Economics Letters. 24(6). 410–416. 24 indexed citations
9.
Mesly, Olivier & François‐Éric Racicot. (2016). A stylized model of home buyers’ and bankers’ behaviours during the 2007-2009 US subprime mortgage crisis: a predatory perspective. Applied Economics. 49(9). 915–928. 4 indexed citations
10.
Racicot, François‐Éric. (2015). Erreurs de mesure sur les variables économiques et financières. ˜La œRevue des sciences de gestion/˜La œRevue des sciences de gestion, Direction et gestion. N° 267-268(3). 79–103. 4 indexed citations
11.
Racicot, François‐Éric & Raymond Théoret. (2015). Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds. Journal of Banking & Finance. 62. 41–61. 41 indexed citations
12.
Racicot, François‐Éric, et al.. (2015). The Pástor-Stambaugh empirical model revisited: Evidence from robust instruments. Journal of Asset Management. 16(5). 329–341. 15 indexed citations
13.
Mesly, Olivier, et al.. (2013). The Emotional Edge of Financial Predators - A Four Group Longitudinal Study. SHILAP Revista de lepidopterología. 6 indexed citations
14.
Racicot, François‐Éric & Raymond Théoret. (2012). Optimally Weighting Higher-Moment Instruments to Deal with Measurement Errors in Financial Return Models. uO Research (University of Ottawa). 12 indexed citations
15.
Racicot, François‐Éric & Raymond Théoret. (2010). Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Fund Returns. ˜The œjournal of wealth management. 13(1). 103–123. 7 indexed citations
16.
Racicot, François‐Éric & Raymond Théoret. (2009). Modeling Hedge Fund Returns Using the Kalman Filter: An Errors-in-Variables Perspective. 2 indexed citations
17.
Coën, Alain, François‐Éric Racicot, & Raymond Théoret. (2009). Higher Moments as Risk Instruments to Discard Errors in Variables: The Case of the Fama and French Model. 1(1). 4 indexed citations
18.
Racicot, François‐Éric & Raymond Théoret. (2007). The beta puzzle revisited: A panel study of hedge fund returns. 13(2). 125–146. 6 indexed citations
19.
Racicot, François‐Éric & Raymond Théoret. (2006). Finance computationnelle et gestion des risques. Presses de l'Université du Québec eBooks. 4 indexed citations
20.
Racicot, François‐Éric & Raymond Théoret. (2006). Finance computationnelle et gestion des risques. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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