Replicating Anomalies
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2961979 [papers.ssrn.com]
2017-05-09 22:43
The anomalies literature is infested with widespread p-hacking.
News article: https://www.bloomberg.com/news/articles/2017-05-08/forget-factors-paper-says-most-market-anomalies-are-imaginary
source: MR