合作者把代码弄丢了! 只能撤稿! 发表在最TOP金融期刊上, 但用代码复制不出结果! / 开普饭

稿件：econometrics666@126.com

所有计量经济圈方法论丛的code程序, 宏微观数据库和各种软件都放在社群里.欢迎到计量经济圈社群交流访问.

一篇发表于金融学顶级期刊The Journal of Finance上的文章被作者撤稿了，理由如下：

作者特此撤销上述于2020年4月发表于The Journal of Finance的文章。一项复制研究发现，本文补充信息部分提供的复制代码没有复制本文中报告的一些中心发现。在重新检查工作后，作者确认了复制代码没有完全复制出发表出来的实证结果，并且无法提供修改后的代码。因此，作者得出结论，发表的结果不可靠，负责任的行动是撤回该篇文章，并退还该文章所获得的Brattle集团杰出论文奖。作者就这对期刊和学术界造成的损害深感遗憾。作者对本文的具体贡献如下:第一、第二作者提出理论假设；三位作者共同设计了实证方法和识别策略；第三部分构建和处理数据，进行实证分析，给出实证结果以及复制数据和代码。第三位作者指出，产生发表结果的原始数据和代码已经丢失。第一和第二作者在该事件发生时没有被告知原始数据和代码的丢失，并且事先不知道提供给期刊的复制数据和代码的问题。

(2021), Retracted: Risk Management in Financial Institutions. The Journal of Finance. https://doi.org/10.1111/jofi.13064
The authors hereby retract the above article, published in print in the April 2020 issue of The Journal of Finance. A replication study1 finds that the replication code provided in the supplementary information section of the article does not reproduce some of the central findings reported in the article. Upon reexamination of the work, the authors confirmed that the replication code does not fully reproduce the published results and were unable to provide revised code that does. Therefore, the authors conclude that the published results are not reliable and that the responsible course of action is to retract the article and return the Brattle Group Distinguished Paper Prize that the article received. The authors deeply regret the damage this caused to the journal and the scholarly community. The specific contributions of the authors to the article were as follows: the first and second author provided the theoretical hypothesis; all three authors jointly designed the empirical approach and identification strategy; the third author constructed and handled the data, implemented the empirical analysis, and provided the empirical results as well as the replication data and code. The third author states that the original data and code that produced the published results were lost. The first and second author were not notified of the loss of the original data and code at the time it occurred and had no prior knowledge of the issues with the replication data and code provided to the journal.

下面是复制上文实证结果的文章及其作者。Paul M. Guest就职于伦敦国王学院国王商学院。我要感谢Amit Seru(编辑)和一位匿名的推荐人提供的有用意见。

GUEST, P.M. (2021), Risk Management in Financial Institutions: A Replication. The Journal of Finance. https://doi.org/10.1111/jofi.13063
Rampini, Viswanathan, and Vuillemey (RVV) show empirically that net worth drives hedging. I identify discrepancies to which RVV's key findings are not robust: the positive correlation between net worth and hedging is not independent of institution size, house price decline shocks to net worth (which RVV use for identification) have mixed effects on hedging that are not robust across alternative specifications, and the treatment effects on net worth and hedging are not increasing in real estate exposure, inconsistent with a causal explanation. Overall, my analysis does not support the conclusion of RVV that higher net worth causes more hedging.

下面这些短链接文章属于合集，可以收藏起来阅读，不然以后都找不到了。

2.5年，计量经济圈近1000篇不重类计量文章，

可直接在公众号菜单栏搜索任何计量相关问题,

Econometrics Circle

计量经济圈组织了一个计量社群，有如下特征：热情互助最多、前沿趋势最多、社科资料最多、社科数据最多、科研牛人最多、海外名校最多。因此，建议积极进取和有强烈研习激情的中青年学者到社群交流探讨，始终坚信优秀是通过感染优秀而互相成就彼此的。

合作者把代码弄丢了! 只能撤稿! 发表在最TOP金融期刊上, 但用代码复制不出结果!

相关推荐