Marie-Claude Beaulieu

发表

Identi cation robust inference in structural multivariate factor models with rank restrictions

Marie-Claude Beaulieu, 2009 .

Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2010 .

Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models*

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2003 .

Identification-Robust Estimation and Testing of the Zero-Beta CAPM

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2011 .

Testing three-moments based asset pricing models : an exact non-Gaussian multivariate regression approach ∗

Marie-Claude Beaulieu, 2005 .

Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2007 .

Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2010 .

Exact confidence sets and goodness-of-fit methods for stable distributions

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2014 .

Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2020 .

Cahier 17-2002 TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS : AN EXACT SIMULATION-BASED APPROACH

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2003 .

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2002, SSRN Electronic Journal.

Testing the CAPM with possibly non-Gaussian error distributions: an exact simulation-based approach ⁄

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2002 .

Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*

Lynda Khalaf, Marie-Claude Beaulieu, Maral Kichian, 2022, Econometric Reviews.

Identi cation robust inference in multivariate reduced rank regression and factor models

Marie-Claude Beaulieu, 2008 .

The impact of political risk on the volatility of stock returns: the case of Canada

Marie-Claude Beaulieu, Naceur Essaddam, Marie-Claude Beaulieu, 2005 .

A cross‐section analysis of financial market integration in North America using a four factor model

Lynda Khalaf, Marie-Claude Beaulieu, Marie‐Hélène Gagnon, 2009 .

Less is More: Testing Financial Integration Using Identification-Robust Asset Pricing Models

Lynda Khalaf, Marie-Claude Beaulieu, Marie‐Hélène Gagnon, 2016 .

Finite-sample identification-robust inference for unobservable zero-beta rates and portfolio efficiency with non-Gaussian distributions ⁄

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2007 .

Testing Black ’ s CAPM with possibly non-Gaussian errors : an exact identification-robust simulation-based approach ∗

Marie-Claude Beaulieu, 2004 .

Testing Black’s CAPM with possibly non-Gaussian errors: an exact simulation-based approach

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2004 .

Identification-Robust Factor Pricing: Canadian Evidence

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2016 .

CENTRE FOR ECONOMETRIC ANALYSIS CEA@Cass

Lynda Khalaf, Marie-Claude Beaulieu, 2015 .

L ' Actualité économique Identification-Robust Factor Pricing : Canadian Evidence

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2022 .

MUTUAL FUND DAILY CONDITIONAL PERFORMANCE

M. Gendron, Marie-Claude Beaulieu, Frank Coggins, 2009 .

Time to maturity in the basis of stock market indices: Evidence from the S&P 500 and the MMI

Marie-Claude Beaulieu, 1998 .

Rendements boursiers et inflation

Marie-Claude Beaulieu, 1995 .

Firm-specific risk and IPO market cycles

Marie-Claude Beaulieu, Habiba Mrissa Bouden, 2015 .

Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum

Marie-Claude Beaulieu, J. Cosset, Naceur Essaddam, 2005 .

Mutual Fund Daily Conditional Performance: Selectivity and Timing Measurements

M. Gendron, Marie-Claude Beaulieu, Frank Coggins, 2006 .

Author's Personal Copy Computational Statistics and Data Analysis Finite Sample Multivariate Tests of Asset Pricing Models with Coskewness

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2022 .

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2002, SSRN Electronic Journal.

Does idiosyncratic risk matter in IPO long-run performance?

Marie-Claude Beaulieu, Habiba Mrissa Bouden, 2019, Review of Quantitative Finance and Accounting.

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2005 .

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2003 .

Exact Simulation-Based Tests in Multivariate Regressions: Applications to Asset Pricing Models 1

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2000 .

The impact of firm-specific information during the registration period on initial public offering pricing

Marie-Claude Beaulieu, William R. Sodjahin, 2013 .

Série Scientifique Scientific Series Testing Mean-variance Efficiency in Capm with Possibly Non-gaussian Errors: an Exact Simulation-based Approach Testing Mean-variance Efficiency in Capm with Possibly Non-gaussian Errors: an Exact Simulation-based Approach *

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2022 .

Série Scientifique Scientific Series 2011 s-21 Identification-robust estimation and testing of the zero-beta CAPM

Lynda Khalaf, Marie-Claude Beaulieu, Jean-Marie Dufour, 2010 .

Does tick size influence price discovery? Evidence from the Toronto Stock Exchange

I. Morgan, Marie-Claude Beaulieu, Shafiq K. Ebrahim, 2003 .

An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2011 .