This is a summary of links featured on Quantocracy on Tuesday, 03/23/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Is There a Replication Crisis in Finance? [Alpha Architect]In recent years the field of empirical finance has faced challenges from papers arguing that there is a replication crisis because the majority of studies cannot be replicated and/or their findings are the result of multiple testing of too many factors. For example, Paul Calluzzo, Fabio Moneta, and Selim Topaloglu, authors of the 2015 study When Anomalies Are Publicized Broadly, Do Institutions