[Excerpts are taken from the article “The hidden ‘replication crisis’ of finance”, by Robin Wigglesworth, published at Financial Times online.] “It may sound like a low-budget Blade Runner rip-off, but over the past decade the scientific world has been gripped…
Read MoreFYI! The International Journal for Re-Views in Empirical Economics (IREE) publishes reproductions and replication studies in economics and management. IREE is a young journal, started in 2017. Richard Easterlin and Jeffrey Wooldridge serve on the journal’s Advisory Board. It has…
Read More[NOTE: This entry is based on the article “Replicating Anomalies” (SSRN, updated in June 2017, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2961979%5D Finance academics have started to take replication studies seriously. As hundreds of factors have been documented in recent decades, the concern over p-hacking has become…
Read More[From the abstract of a recent NBER working paper by Kewei Hou, Chen Xue, and Lu Zhang entitled “Replicating Anomalies”] “The anomalies literature is infested with widespread p-hacking. We replicate the entire anomalies literature in finance and accounting by compiling a…
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