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Is There A Replication Crisis In Finance?

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NBER2021-02-01 更新2025-01-04 收录
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https://www.nber.org/papers/w28432
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资源简介:
Several papers argue that financial economics faces a replication crisis because the majority of studies cannot be replicated or are the result of multiple testing of too many factors. We develop and estimate a Bayesian model of factor replication, which leads to different conclusions. The majority
创建时间:
2021-02-01
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