Theis Ingerslev Jensen

Copenhagen Business School

Solbjerg Plads 3, SOL/A4.17

Copenhagen, Frederiksberg 2000

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Scholarly Papers (1)

Is There a Replication Crisis in Finance?

Number of pages: 101 Posted: 05 Mar 2021
Theis Ingerslev Jensen, Bryan T. Kelly and Lasse Heje Pedersen
Copenhagen Business School, Yale SOM and AQR Capital Management, LLC
Downloads 2,495 (6,193)

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Asset Pricing, Factors, Data Mining, Replication, Multiple Testing, External Validity, Empirical Bayes, Bayesian Statistics

Is There a Replication Crisis in Finance?

NBER Working Paper No. w28432
Number of pages: 54 Posted: 08 Feb 2021 Last Revised: 10 Mar 2021
Theis Ingerslev Jensen, Bryan T. Kelly and Lasse Heje Pedersen
Copenhagen Business School, Yale SOM and AQR Capital Management, LLC
Downloads 6 (740,301)
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