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

François-Éric Racicot, William F. Rentz, David Tessier, Raymond Théoret

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DOI: 10.1371/journal.pone.0221599
Published: 2019-09-18
Container: PLOS ONE
Publisher: Public Library of Science (PLoS)
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1371/journal.pone.0221599,
  title = {The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test},
  author = {François-Éric Racicot and William F. Rentz and David Tessier and Raymond Théoret},
  year = {2019},
  journal = {PLOS ONE},
  doi = {10.1371/journal.pone.0221599},
  url = {https://doi.org/10.1371/journal.pone.0221599}
}

RIS

TY  - JOUR
TI  - The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test
AU  - François-Éric Racicot
AU  - William F. Rentz
AU  - David Tessier
AU  - Raymond Théoret
PY  - 2019
JO  - PLOS ONE
DO  - 10.1371/journal.pone.0221599
UR  - https://doi.org/10.1371/journal.pone.0221599
ER  -

APA

Racicot, F., Rentz, W. F., Tessier, D., & Théoret, R. (2019). The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test. PLOS ONE. https://doi.org/10.1371/journal.pone.0221599

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crossref · retrieved 2026-09-26T19:10:25.480Z