10 citations · 13 across the 3 of their papers we have counts for
Showing q-fin.GNShow all
2 papers · 1 filter
q-fin.GN2022★ 1 cited
Does Peer-Reviewed Research Help Predict Stock Returns?
Andrew Y. Chen, Alejandro Lopez-Lira, Tom Zimmermann
Mining 29,000 accounting ratios for t-statistics leads to cross-sectional return predictability similar to the peer review process. For both, of predictabilit…
q-fin.GN2022★ 2 cited
Publication Bias in Asset Pricing Research
Andrew Y. Chen, Tom Zimmermann
Researchers are more likely to share notable findings. As a result, published findings tend to overstate the magnitude of real-world phenomena. This bias is a natural concern for a…