Finance suffers from a replication crisis and it is well known that once a market anomaly has been described in the academic literature it tends to disappear in financial markets. But what if factor performance never disappeared? What if it is just hiding behind a corner? That at least is what a
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What if it never happened?
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Finance suffers from a replication crisis and it is well known that once a market anomaly has been described in the academic literature it tends to disappear in financial markets. But what if factor performance never disappeared? What if it is just hiding behind a corner? That at least is what a