Stock Return Anomalies: The p-hacking Debate - Andrew Chen, Amit Goyal, Jeffrey Pontiff
Presented at the 2023 FMA Annual Meeting, Chicago, IL.
Andrew Y. Chen, Principal Economist, Federal Reserve System
https://www.federalreserve.gov/econre...
Amit Goyal, SFI Senior Chair, Professor of Finance, University of Lausanne
https://www.sfi.ch/en/people/amit-goyal
Jeffrey Pontiff, Professor, and James F. Cleary '50, DBA H '93 Chair in Finance, Carroll School of Management, Boston College
https://www.bc.edu/bc-web/schools/car...
Avanidhar Subrahmanyam, Distinguished Professor of Finance, Goldyne and Irwin Hearsh Chair in Money and Banking, UCLA, Anderson School of Management
https://www.anderson.ucla.edu/faculty...