113 citations · 113 across the 2 of their papers we have counts for
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q-fin.PR2026
The Corporate Bond Factor Replication Crisis
Alexander Dickerson, Cesare Robotti, Giulio Rossetti
Corporate bond factor research faces a replication crisis. The crisis stems from two sources that inflate reported factor premia: transaction prices whose measurement error enters…
q-fin.PR2026★ 113 cited
Priced risk in corporate bonds
Alexander Dickerson, Philippe Mueller, Cesare Robotti
Recent studies document strong empirical support for multifactor models that aim to explain the cross-sectional variation in corporate bond expected excess returns. We revisit thes…