Attention Economy


Friday, December 1, 2023

Replication Crisis Involving Famous Finance Paper

A Grad-School Number-Cruncher Shakes Up the World of Bond Quants
https://www.bloomberg.com/news/articles/2023-12-01/a-grad-school-number-cruncher-shakes-up-the-world-of-bond-quants
Professors retract seminal finance paper after detective work uncovers flaws

 
Priced Risk in Corporate Bonds
https://www.cesarerobotti.com/priced-risk-in-the-cross-section-of-corporate-bonds/
 
Journal of Financial Economics retracts 2019 paper:
RETRACTED: Common risk factors in the cross-section of corporate bond returns
https://www.sciencedirect.com/science/article/pii/S0304405X18302095