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
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Amit Goyal, SFI Senior Chair, Professor of Finance, University of Lausanne
www.sfi.ch/en/...
Jeffrey Pontiff, Professor, and James F. Cleary '50, DBA H '93 Chair in Finance, Carroll School of Management, Boston College
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Avanidhar Subrahmanyam, Distinguished Professor of Finance, Goldyne and Irwin Hearsh Chair in Money and Banking, UCLA, Anderson School of Management
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