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

• François-Éric Racicot ,

  Contributed equally to this work with: François-Éric Racicot, William F. Rentz, David Tessier, Raymond Théoret

  Roles Formal analysis, Investigation, Methodology, Supervision

  * E-mail: Racicot@telfer.uottawa.ca

  Affiliations Telfer School of Management, University of Ottawa, Ottawa, ON, Canada, Affiliate Research Fellow, IPAG Business School, Paris, France

  http://orcid.org/0000-0003-0468-5513

  ⨯
• William F. Rentz ,

  Contributed equally to this work with: François-Éric Racicot, William F. Rentz, David Tessier, Raymond Théoret

  Roles Formal analysis, Investigation, Methodology

  Affiliation Telfer School of Management, University of Ottawa, Ottawa, ON, Canada

  ⨯
• David Tessier ,

  Contributed equally to this work with: François-Éric Racicot, William F. Rentz, David Tessier, Raymond Théoret

  Roles Formal analysis, Investigation, Methodology

  Affiliation Département des Sciences Administratives, Université du Québec en Outaouais (UQO), Gatineau, QC, Canada

  ⨯
• Raymond Théoret

  Contributed equally to this work with: François-Éric Racicot, William F. Rentz, David Tessier, Raymond Théoret

  Roles Formal analysis, Investigation, Methodology

  Affiliations Ecole des Sciences de la Gestion, Université du Québec à Montréal (ESG-UQAM), Montréal, QC, Canada, Chaire d’information Financière et Organisationnelle, ESG-UQAM, Montreal, QC, Canada

  ⨯