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Träfflista för sökning "WFRF:(Razen Michael) srt2:(2022)"

Search: WFRF:(Razen Michael) > (2022)

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1.
  • Pérignon, Christophe, et al. (author)
  • Reproducibility of Empirical Results : Evidence from 1,000 Tests in Finance
  • 2022
  • In: SSRN Electronic Journal. - Paris : HEC Paris. - 1556-5068.
  • Other publication (other academic/artistic)abstract
    • We analyze the computational reproducibility of more than 1,000 empirical answers to six research questions in finance provided by 168 international research teams. Surprisingly, neither researcher seniority, nor the quality of the research paper seem related to the level of reproducibility. Moreover, researchers exhibit strong overconfidence when assessing the reproducibility of their own research and underestimate the difficulty faced by their peers when attempting to reproduce their results. We further find that reproducibility is higher for researchers with better coding skills and for those exerting more effort. It is lower for more technical research questions and more complex code
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2.
  • Farago, Adam, 1984, et al. (author)
  • Cognitive Skills and Economic Preferences in the Fund Industry*
  • 2022
  • In: Economic Journal. - : Oxford University Press (OUP). - 0013-0133 .- 1468-0297. ; 132:645, s. 1737-1764
  • Journal article (peer-reviewed)abstract
    • We investigate the impact of cognitive skills and economic preferences on fund managers' professional decisions by running a battery of experiments with them. First, we find that fund managers' risk tolerance positively correlates with fund risk when accounting for fund benchmark, fund category and other controls. Second, we show that fund managers' ambiguity tolerance positively correlates with the funds' tracking error from the benchmark. Finally, we report that cognitive skills do not explain fund performance in terms of excess returns. However, we do find that fund managers with high cognitive reflection abilities compose funds at lower risk.
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