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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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

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. Luca Berchicci & Jeroen P.J. de Jong & Mark Freel, 2013. "Remote Collaboration, Absorptive Capacity, and the Innovative Output of High-tech Small Firms," DRUID Working Papers 13-01, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.

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. 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.
  3. Jeroen de Jong & Mark Freel, 2010. "Geographical distance of innovation collaborations," Scales Research Reports H201008, EIM Business and Policy Research.
  4. Mark Freel & Jeroen P.J. de Jong & Tyler Chamberlin, 2010. "On the Determinants of the Reach of Innovation-related Collaboration in Small Firms," DRUID Working Papers 10-08, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.

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

2018

  1. Racicot, François-Éric & Rentz, William F., 2018. "Does Illiquidity Matter? An Errors-in-Variables Perspective/¿Es importante la iliquidez? Un análisis desde el enfoque de errores en variables," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 36, pages 251-262, Enero.

2017

  1. François-Éric Racicot & William F. Rentz & Alfred L. Kahl, 2017. "Rolling Regression Analysis of the Pástor-Stambaugh Model: Evidence from Robust Instrumental Variables," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 23(1), pages 75-90, February.
  2. Pierre Rostan & Rachid Belhachemi & François‐Eric Racicot, 2017. "Yield Curve Forecasting with the Burg Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(1), pages 91-99, January.
  3. François-Eric Racicot & William F. Rentz, 2017. "A panel data robust instrumental variable approach: a test of the new Fama-French five-factor model," Applied Economics Letters, Taylor & Francis Journals, vol. 24(6), pages 410-416, March.
  4. Olivier Mesly & François-Éric Racicot, 2017. "A stylized model of home buyers’ and bankers’ behaviours during the 2007-2009 US subprime mortgage crisis: a predatory perspective," Applied Economics, Taylor & Francis Journals, vol. 49(9), pages 915-928, February.
  5. Ghada Gomaa A. Mohamed & Morrison Handley Schachler, 2017. "Population Growth and Transitional Dynamics of Egypt Theoretical Analysis & Time Series Analysis from 1981 To 2007," International Journal of Asian Social Science, Asian Economic and Social Society, vol. 7(2), pages 110-118, February.
  6. Anoosheh Rostamkalaei & Mark Freel, 2017. "Business advice and lending in small firms," Environment and Planning C, , vol. 35(3), pages 537-555, May.

2016

  1. Racicot, François-Éric & Théoret, Raymond, 2016. "Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 41-61.
  2. François-Éric Racicot & Raymond Théoret, 2016. "The asymmetrical behavior of hedge funds across the state of the business cycle: The q -factor model revisited," Finance, Presses universitaires de Grenoble, vol. 37(1), pages 51-95.
  3. Greg Gregoriou & François-Éric Racicot & Raymond Théoret, 2016. "The q-factor and the Fama and French asset pricing models: hedge fund evidence," Managerial Finance, Emerald Group Publishing, vol. 42(12), pages 1180-1207, December.
  4. François-Éric Racicot & Raymond Théoret, 2016. "The q-factor model and the redundancy of the value factor: An application to hedge funds," Journal of Asset Management, Palgrave Macmillan, vol. 17(7), pages 526-539, December.
  5. François-Eric Racicot & William F. Rentz, 2016. "Testing Fama–French’s new five-factor asset pricing model: evidence from robust instruments," Applied Economics Letters, Taylor & Francis Journals, vol. 23(6), pages 444-448, April.
  6. Ghada Gomaa A. Mohamed & Nisreen Ismail M. Al-Banawi, 2016. "The Balance of Payment of the KSA and Its Main Determinants Financial Economic Time Series Analysis from 1981 to 2007," Applied Finance and Accounting, Redfame publishing, vol. 2(1), pages 30-39, February.
  7. Luca Berchicci & Jeroen P. J. de Jong & Mark Freel, 2016. "Remote collaboration and innovative performance: the moderating role of R&D intensity," Industrial and Corporate Change, Oxford University Press, vol. 25(3), pages 429-446.
  8. Anoosheh Rostamkalaei & Mark Freel, 2016. "The cost of growth: small firms and the pricing of bank loans," Small Business Economics, Springer, vol. 46(2), pages 255-272, February.

2015

  1. Yuri Khoroshilov, 2015. "Signaling in Takeover Auctions with Flexible Reserve Price," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 36(8), pages 499-507, December.
  2. Khoroshilov, Yuri, 2015. "An experimental study of signaling in auctions with a flexible reserve price," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 124-137.
  3. François-Éric Racicot, 2015. "Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note," Applied Economics, Taylor & Francis Journals, vol. 47(10), pages 981-989, February.
  4. Rachid Belhachemi & Pierre Rostan & Fran çois-Éric Racicot, 2015. "Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution," Applied Economics, Taylor & Francis Journals, vol. 47(51), pages 5461-5475, November.
  5. Ghada Gomaa A. Mohamed & Morrison Handley-Schachler, 2015. "Modeling FDI Flows from the USA to Canada:Two Main International Financial Variables Affect the Long-Run Economic Growth," Applied Economics and Finance, Redfame publishing, vol. 2(4), pages 85-94, November.

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. Dodonova, Anna & Khoroshilov, Yuri, 2014. "Compensation and performance: An experimental study," Economics Letters, Elsevier, vol. 124(2), pages 304-307.
  3. Yuri Khoroshilov & Anna Dodonova, 2014. "Preemptive Bidding in Takeover Auctions: An Experimental Study," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 35(3), pages 216-230, April.
  4. François-Éric 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.
  5. Ghada Gomaa A. Mohamed, 2014. "Recession, Government Decision, and Consumers’ Behavior. A Cognitive Game Approach – Theoretical Analysis," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(5), pages 483-490, May.

2013

  1. Christian Calmès & Denis Cormier & François-Éric Racicot & Raymond Théoret, 2013. "Accruals, Errors-in-variables, and Tobin’s q," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(2), pages 193-195, June.
  2. Dodonova, Anna, 2013. "Preemptive bidding in takeover auctions with externality," Journal of Economics and Business, Elsevier, vol. 69(C), pages 35-44.

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, March.
  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. François-Éric 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.
  6. Dodonova, Anna, 2012. "Toeholds and signalling in takeover auctions," Economics Letters, Elsevier, vol. 117(2), pages 386-388.
  7. Heidi Wiig Aslesen & Mark Freel, 2012. "Industrial Knowledge Bases as Drivers of Open Innovation?," Industry and Innovation, Taylor & Francis Journals, vol. 19(7), pages 563-584, October.
  8. Mark Freel & Sara Carter & Stephen Tagg & Colin Mason, 2012. "The latent demand for bank debt: characterizing “discouraged borrowers”," Small Business Economics, Springer, vol. 38(4), pages 399-418, May.

2010

  1. François-Éric Racicot & Raymond Théoret, 2010. "Hedge Fund Returns, Kalman Filter, and Errors-in-Variables," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(3), pages 377-378, September.
  2. de Jong, Jeroen P.J. & Freel, Mark, 2010. "Absorptive capacity and the reach of collaboration in high technology small firms," Research Policy, Elsevier, vol. 39(1), pages 47-54, February.

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;International Atlantic Economic Society, vol. 15(1), pages 30-43, February.
  3. Anna Dodonova, 2009. "An experimental test of anchoring effect," Applied Economics Letters, Taylor & Francis Journals, vol. 16(7), pages 677-678.

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;International Atlantic Economic Society, 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;International Atlantic Economic Society, vol. 14(4), pages 473-474, November.
  4. Anna Dodonova, 2008. "Signalling and jump bidding in takeover auctions," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(1), pages 49-51.
  5. Paul J. A. Robson & Mark Freel, 2008. "Small firm exporters in a developing economy context: evidence from Ghana," Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 20(5), pages 431-450, September.
  6. Paul J A Robson & Sarah L Jack & Mark S Freel, 2008. "Gender and the use of business advice: evidence from firms in the Scottish service sector," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 26(2), pages 292-314, April.

2007

  1. 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.
  2. 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.
  3. 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.
  4. Anna Dodonova & Yuri Khoroshilov, 2007. "Decision Under Uncertainty: Cheap Talk versus Real Money," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(4), pages 507-508, December.
  5. Anna Dodonova & Yuri Khoroshilov, 2007. "An Experimental Study of Trend-Chasing Behavior," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(2), pages 255-256, June.
  6. 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.
  7. François-Éric Racicot & Raymond Théoret & Alain Coën, 2007. "Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(2), pages 243-244, May.
  8. Mark Freel, 2007. "Are Small Innovators Credit Rationed?," Small Business Economics, Springer, vol. 28(1), pages 23-35, January.

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, Springer;International Atlantic Economic Society, vol. 34(4), pages 503-504, December.
  4. Mark Freel, 2006. "Patterns of Technological Innovation in Knowledge-Intensive Business Services," Industry and Innovation, Taylor & Francis Journals, vol. 13(3), pages 335-358.
  5. Mark Freel & Richard Harrison, 2006. "Innovation and cooperation in the small firm sector: Evidence from 'Northern Britain'," Regional Studies, Taylor & Francis Journals, vol. 40(4), pages 289-305.

2005

  1. Mark Freel, 2005. "Perceived Environmental Uncertainty and Innovation in Small Firms," Small Business Economics, Springer, vol. 25(1), pages 49-64, August.
  2. Mark Freel, 2005. "The Characteristics Of Innovation-Intensive Small Firms: Evidence From "Northern Britain"," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 401-429.

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.
  2. Freel, Mark S., 2003. "Sectoral patterns of small firm innovation, networking and proximity," Research Policy, Elsevier, vol. 32(5), pages 751-770, May.

2002

  1. Mark S Freel, 2002. "On Regional Systems of Innovation: Illustrations from the West Midlands," Environment and Planning C, , vol. 20(5), pages 633-654, October.

2000

  1. Mark Freel, 2000. "External linkages and product innovation in small manufacturing firms," Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 12(3), pages 245-266, July.
  2. Mark S. Freel, 2000. "Towards An Evolutionary Theory Of Small Firm Growth," Journal of Enterprising Culture (JEC), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 321-342.

1998

  1. Mark S. Freel, 1998. "Evolution, innovation and learning: evidence from case studies," Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 10(2), pages 137-149, January.

Chapters

2007

  1. Mark Freel, 2007. "Exploring the Reach of Innovation-Related Cooperation in Small Firms," Chapters,in: Small and Medium-Sized Enterprises and the Global Economy, chapter 2 Edward Elgar Publishing.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.