Finally some one called out JB, a great day for corporate bond literature
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I personally tried to replicate BBW results a couple of times between 2019 - 2021. All failed. First of all, I consistently get a smaller sample size. Secondly, I found those factors have very little power. Finally, in almost every their other paper, they are clearly p-hacking, using different factors different treatment here and there. I don't know why referee didn't point out such obvious problems. I am a nobody and I have been waiting for the day their BS is exposed. At the end of the day, good and honest guys still exist in the pathetic profession. Respect to Warwick!!!!
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I personally tried to replicate BBW results a couple of times between 2019 - 2021. All failed. First of all, I consistently get a smaller sample size. Secondly, I found those factors have very little power. Finally, in almost every their other paper, they are clearly p-hacking, using different factors different treatment here and there. I don't know why referee didn't point out such obvious problems. I am a nobody and I have been waiting for the day their BS is exposed. At the end of the day, good and honest guys still exist in the pathetic profession. Respect to Warwick!!!!
Karrier suicide to trigger tons of *scholars*
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Wow! The BBW factors have lead error! When Novy Marx called Lu such an error, JF pulled out the publication. JFE needs to retract this BBW
Dog ate my computer says hi
The first and the second author, Bali and Bai, were not aware of the errors of the third author Wen, whose computer and laptop were ate by dogs and cats during a series of tragic accidents.