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The large effects of small compounded adjustments

Author

Listed:
  • Guillaume Coqueret

    (EM - EMLyon Business School)

Abstract

This article discusses the importance of small variations in the implementation protocol of applied studies. We advocate the usefulness of reporting a wide range of outcomes in empirical work, based on many variations of design choices. This allow to characterize the effects more exhaustively and leads to more robust conclusions. We illustrate these ideas in two studies: one on equity premium prediction and one on portfolio sorts (asset pricing anomalies).

Suggested Citation

  • Guillaume Coqueret, 2024. "The large effects of small compounded adjustments," Post-Print hal-04484998, HAL.
    • Handle: RePEc:hal:journl:hal-04484998
    as

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