The large effects of small compounded adjustments

Guillaume Coqueret ()
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Guillaume Coqueret: EM - EMLyon Business School

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Abstract: This article discusses the importance of small variations in the implementation protocol of applied studies. We advocate the usefulness of reporting a wide range of outcomes in empirical work, based on many variations of design choices. This allow to characterize the effects more exhaustively and leads to more robust conclusions. We illustrate these ideas in two studies: one on equity premium prediction and one on portfolio sorts (asset pricing anomalies).

Keywords: p-hacking; robustnesschecks; forkingpaths (search for similar items in EconPapers)
Date: 2024-02-09
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Published in Bankers Markets & Investors : an academic & professional review, 2024, 174 (3), 54-59 p

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04484998

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