The large effects of small compounded adjustments. Principles and applications to equity return prediction (notice n° 100487)
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| fixed length control field | 01224cam a2200193 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250112004536.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Coqueret, Guillaume |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | The large effects of small compounded adjustments. Principles and applications to equity return prediction |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2023.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 47 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This article discusses the importance of small variations in the implementation protocol of applied studies. We advocate the usefulness of reporting a wide range of outcomes in empirical work, based on many variations of design choices. This allow to characterize the effects more exhaustively and leads to more robust conclusions. We illustrate these ideas in two studies: one on equity premium prediction and one on portfolio sorts (asset pricing anomalies). This note is a non-technical summary of Coqueret (2022), to which we refer for more details. JEL Classification: C12, C13, C18, G11, G12. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | p-hacking |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | forkingpaths |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | robustnesschecks |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Bankers, Markets & Investors | 174 | 3 | 2023-11-02 | p. 54-59 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/revue-bankers-markets-et-investors-2023-3-page-54?lang=en">https://shs.cairn.info/revue-bankers-markets-et-investors-2023-3-page-54?lang=en</a> |
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