no code implementations • 17 Nov 2023 • Andrew Y. Chen, Chukwuma Dim
We use empirical Bayes (EB) to mine data on 140, 000 long-short strategies constructed from accounting ratios, past returns, and ticker symbols.
1 code implementation • 20 Dec 2022 • Andrew Y. Chen, Alejandro Lopez-Lira, Tom Zimmermann
For both methods, about 50% of predictability remains after the original sample periods.
1 code implementation • 27 Sep 2022 • Andrew Y. Chen, Tom Zimmermann
These facts are easily misinterpreted as evidence of publication bias effects.
1 code implementation • 30 Jun 2022 • Andrew Y. Chen
Most bounds find that at least 75% of findings are true.
1 code implementation • 21 Apr 2022 • Andrew Y. Chen
Many scholars have called for raising statistical hurdles to guard against false discoveries in academic publications.
