Showing 1 - 10 of 847
Persistent link: https://www.econbiz.de/10012388289
Suppose that asset pricing factors are just p-hacked noise. How much p-hacking is required to produce the 300 factors documented by academics? I show that, if 10,000 academics generate 1 factor every minute, it takes 15 million years of p-hacking. This absurd conclusion comes from applying the...
Persistent link: https://www.econbiz.de/10012017657
Persistent link: https://www.econbiz.de/10000678967
Persistent link: https://www.econbiz.de/10000651487
Persistent link: https://www.econbiz.de/10000651733
Persistent link: https://www.econbiz.de/10000658900
Persistent link: https://www.econbiz.de/10000658925
Persistent link: https://www.econbiz.de/10000633272
Persistent link: https://www.econbiz.de/10000642163
Persistent link: https://www.econbiz.de/10000642388