(1) I recently wrote a paper exploring asset pricing in corporate bonds with Cesare Robotti and Philippe Mueller.
It has been published in the @J_Fin_Economics and was made the Editor’s Choice for November 2023.
The published article is available here: sciencedirect.com/science/articl…
When a PhD student failed to replicate a seminal paper about bond factors, his detective work led to the first-ever retraction for a prestigious journal.
My story today on his discovery, the replication debate in finance and what makes bonds so hard:
bloomberg.com/news/articles/…
