The Scientific Outlook in Financial Economics: Transcript of the Presidential Address and Presentation Slides

16 Pages Posted: 10 Jan 2017

See all articles by Campbell R. Harvey

Campbell R. Harvey

Duke University - Fuqua School of Business; National Bureau of Economic Research (NBER)

Date Written: January 7, 2017

Abstract

This is the transcription of the American Finance Association's Presidential Address of January 7, 2017. The address is based on the paper "The Scientific Outlook in Financial Economics".

Keywords: P-hacking, Multiple testing, Selection, Data mining, Data dredging, Rare incidence, Type I error, Type II error, P-values, Minimum Bayes Factor, MBF, SD-MBF, Bayesian P-values

JEL Classification: G00, G10, G20, G30, C10, C11, C12, C58, M41, B41

Suggested Citation

Harvey, Campbell R., The Scientific Outlook in Financial Economics: Transcript of the Presidential Address and Presentation Slides (January 7, 2017). Duke I&E Research Paper No. 2017-06. Available at SSRN: https://ssrn.com/abstract=2895842 or http://dx.doi.org/10.2139/ssrn.2895842

Campbell R. Harvey (Contact Author)

Duke University - Fuqua School of Business ( email )

Box 90120
Durham, NC 27708-0120
United States
919-660-7768 (Phone)

HOME PAGE: http://www.duke.edu/~charvey

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

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