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Publications

by members of

École de Gestion Telfer / Telfer School of Management
Université d'Ottawa / University of Ottawa
Ottawa, Canada

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2014

  1. Christian Calmès & Raymond Théoret & François-Éric Racicot, 2014. "La titrisation aux États-Unis et au Canada," RePAd Working Paper Series UQO-DSA-wp032014, Département des sciences administratives, UQO.

2013

  1. Michel Blanchette & François-Éric Racicot & Komlan Sedzro, 2013. "IFRS Adoption in Canada: An Empirical Analysis of the Impact on Financial Statements," Working Papers 131004, Certified General Accountants Association of Canada.

2012

  1. Christian Calmès & Denis Cormier & Francois Éric Racicot & Raymond Théoret, 2012. "Firms' Accruals and Tobin’s q," RePAd Working Paper Series UQO-DSA-wp032012, Département des sciences administratives, UQO.

2011

  1. Francois-Éric Racicot & Raymond Théoret, 2011. "Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio," RePAd Working Paper Series UQO-DSA-wp032011, Département des sciences administratives, UQO.
  2. Francois-Éric Racicot, 2011. "Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis," RePAd Working Paper Series UQO-DSA-wp052011, Département des sciences administratives, UQO.
  3. Michel Blanchette & François-Éric Racicot & Jean-Yves Girard, 2011. "The Effects of IFRS on Financial Ratios: Early Evidence in Canada," Working Papers 110302, Certified General Accountants Association of Canada.
  4. Francois-Éric Racicot & Raymond Théoret, 2011. "Risk Procyclicality and Dynamic Hedge Fund Strategies," RePAd Working Paper Series UQO-DSA-wp062011, Département des sciences administratives, UQO.

2010

  1. Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret, 2010. "Accruals, Investment and Errors-in-Variables," RePAd Working Paper Series UQO-DSA-wp012010, Département des sciences administratives, UQO.
  2. Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret, 2010. "Accruals, Cash-Flows and Tobin’s q : An Investment Perspective on Firm Accruals," RePAd Working Paper Series UQO-DSA-wp012011, Département des sciences administratives, UQO.

2008

  1. Francois-Éric Racicot & Raymond Théoret, 2008. "Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns," RePAd Working Paper Series UQO-DSA-wp012008, Département des sciences administratives, UQO.

2007

  1. Francois-Éric Racicot & Raymond Théoret, 2007. "Programmes de volatilité stochastique et de volatilité implicite : applications Visual Basic (Excel) et Matlab," RePAd Working Paper Series UQO-DSA-wp012007, Département des sciences administratives, UQO.
  2. Francois-Éric Racicot, 2007. "Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives," RePAd Working Paper Series UQO-DSA-wp022007, Département des sciences administratives, UQO.

2006

  1. Francois-Éric Racicot & Raymond Théoret, 2006. "Les modèles HJM et LMM revisités," RePAd Working Paper Series UQO-DSA-wp042006, Département des sciences administratives, UQO.
  2. Francois-Éric Racicot & Raymond Théoret, 2006. "La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)," RePAd Working Paper Series UQO-DSA-wp052006, Département des sciences administratives, UQO.
  3. Francois-Éric Racicot & Raymond Théoret, 2006. "Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes," RePAd Working Paper Series UQO-DSA-wp122006, Département des sciences administratives, UQO.
  4. Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006. "Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors," RePAd Working Paper Series UQO-DSA-wp132006, Département des sciences administratives, UQO.
  5. Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series UQO-DSA-wp152006, Département des sciences administratives, UQO.
  6. Alain Coen & Francois-Éric Racicot, 2006. "A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited," RePAd Working Paper Series UQO-DSA-wp142006, Département des sciences administratives, UQO.
  7. Francois-Éric Racicot & Raymond Théoret, 2006. "La Value-at-Risk: Modèles de la VaR, simulations en Visual Basic (Excel) et autres mesures récentes du risque de marché," RePAd Working Paper Series UQO-DSA-wp022006, Département des sciences administratives, UQO.

2005

  1. Francois-Éric Racicot & Raymond Théoret, 2005. "Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes," RePAd Working Paper Series UQO-DSA-wp0292005, Département des sciences administratives, UQO.
  2. Francois-Éric Racicot & Raymond Théoret, 2005. "Quelques applications du filtre de Kalman en finance: estimation et prévision de la volatilité stochastique et du rapport cours-bénéfices," RePAd Working Paper Series UQO-DSA-wp0312005, Département des sciences administratives, UQO.
  3. Francois-Éric Racicot & Raymond Théoret, 2005. "De l'évaluation du risque de crédit," RePAd Working Paper Series UQO-DSA-wp0322005, Département des sciences administratives, UQO.
  4. Francois-Éric Racicot & Raymond Théoret, 2005. "L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options," RePAd Working Paper Series UQO-DSA-wp0332005, Département des sciences administratives, UQO.

2000

  1. Francois-Éric Racicot, 2000. "Estimation et tests en présence d'erreurs de mesure sur les variables explicatives : vérification empirique par la méthode de simulation Monte Carlo," RePAd Working Paper Series UQO-DSA-wp022008, Département des sciences administratives, UQO.

Journal articles

2014

  1. Dodonova, Anna & Khoroshilov, Yuri, 2014. "Can preemptive bidding in takeover auctions be socially optimal? Yes it can," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 34-47.
  2. François-�ric Racicot & Raymond Théoret, 2014. "Cumulant instrument estimators for hedge fund return models with errors in variables," Applied Economics, Taylor & Francis Journals, vol. 46(10), pages 1134-1149, April.

2013

  1. Christian Calmès & Denis Cormier & François-Éric Racicot & Raymond Théoret, 2013. "Accruals, Errors-in-variables, and Tobin’s q," Atlantic Economic Journal, International Atlantic Economic Society, vol. 41(2), pages 193-195, June.

2012

  1. Yuri Khoroshilov, 2012. "Momentum trading strategy and investment horizon: an experimental study," Journal of Economic Studies, Emerald Group Publishing, vol. 39(1), pages 4-12, January.
  2. Anna Dodonova & Yuri Khoroshilov, 2012. "Anticipation of Auction Fever: Entry Decision, Reserve Price and the Choice of Auction Design," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 33, pages 87-98, 03.
  3. Yuri Khoroshilov, 2012. "Incentive Contracts for Overoptimistic Managers," Economics Bulletin, AccessEcon, vol. 32(2), pages 1687-1694.
  4. Khoroshilov, Yuri, 2012. "Preemptive bidding in takeover auctions with affiliated values," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 395-401.
  5. Fran�ois-�ric Racicot & Raymond Théoret, 2012. "Optimally weighting higher-moment instruments to deal with measurement errors in financial return models," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1135-1146, July.

2010

  1. François-Éric Racicot & Raymond Théoret, 2010. "Hedge Fund Returns, Kalman Filter, and Errors-in-Variables," Atlantic Economic Journal, International Atlantic Economic Society, vol. 38(3), pages 377-378, September.

2009

  1. Anna Dodonova & Yuri Khoroshilov, 2009. "Behavioral biases in auctions: an experimental study," Economics Bulletin, AccessEcon, vol. 29(3), pages 2218-2226.
  2. François-Éric Racicot & Raymond Théoret, 2009. "On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns," International Advances in Economic Research, Springer, vol. 15(1), pages 30-43, February.

2008

  1. Khoroshilov, Yuri & Narayanan, M.P., 2008. "The role of profit-based and stock-based components in incentive compensation," Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 357-378, July.
  2. François-Éric Racicot & Raymond Théoret & Alain Coën, 2008. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer, vol. 14(1), pages 112-124, February.
  3. François-Éric Racicot & Raymond Théoret, 2008. "On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns," International Advances in Economic Research, Springer, vol. 14(4), pages 473-474, November.

2007

  1. Anna Dodonova & Yuri Khoroshilov, 2007. "Decision Under Uncertainty: Cheap Talk versus Real Money," Atlantic Economic Journal, International Atlantic Economic Society, vol. 35(4), pages 507-508, December.
  2. Anna Dodonova & Yuri Khoroshilov, 2007. "An Experimental Study of Trend-Chasing Behavior," Atlantic Economic Journal, International Atlantic Economic Society, vol. 35(2), pages 255-256, June.
  3. Dodonova, Anna & Khoroshilov, Yuri, 2007. "Income repatriation decision for multinational corporations: Tax issues," Journal of Accounting and Public Policy, Elsevier, vol. 26(3), pages 376-384.
  4. Khoroshilov, Yuri & Dodonova, Anna, 2007. "Takeover auctions with actively participating targets," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(2), pages 293-311, May.
  5. Yuri Khoroshilov & Anna Dodonova, 2007. "Buying Winners while Holding on to Losers: an Experimental Study of Investors' Behavior," Economics Bulletin, AccessEcon, vol. 7(8), pages 1-8.
  6. François-Éric Racicot & Raymond Théoret & Alain Coën, 2007. "Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models," International Advances in Economic Research, Springer, vol. 13(2), pages 243-244, May.
  7. Coen, Alain & Racicot, Francois-Eric, 2007. "Capital asset pricing models revisited: Evidence from errors in variables," Economics Letters, Elsevier, vol. 95(3), pages 443-450, June.

2006

  1. Dodonova, Anna & Khoroshilov, Yuri, 2006. "Jump bidding in takeover auctions," Economics Letters, Elsevier, vol. 92(3), pages 339-341, September.
  2. Anna Dodonova & Yuri Khoroshilov, 2006. "Optimal Incentive Contracts for Loss-Averse Managers: Stock Options versus Restricted Stock Grants," The Financial Review, Eastern Finance Association, vol. 41(4), pages 451-482, November.
  3. Anna Dodonova & Yuri Khoroshilov, 2006. "Prospect Theory and Small Payoffs: An Experimental Study," Atlantic Economic Journal, International Atlantic Economic Society, vol. 34(4), pages 503-504, December.

2004

  1. Anna Dodonova & Yuri Khoroshilov, 2004. "Anchoring and transaction utility: evidence from on-line auctions," Applied Economics Letters, Taylor & Francis Journals, vol. 11(5), pages 307-310.

2003

  1. Chen, Yan & Khoroshilov, Yuri, 2003. "Learning under limited information," Games and Economic Behavior, Elsevier, vol. 44(1), pages 1-25, July.