Do t-Statistic Hurdles Need to Be Raised?
Published Online:17 Oct 2024https://doi.org/10.1287/mnsc.2023.03083
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The replication files for this article are available HERE.
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- International Review of Financial Analysis, Vol. 106
- 24 August 2025 | Journal of Management Information Systems, Vol. 42, No. 3
Volume 71, Issue 7
July 2025
Pages iv-vi, 5419-6318
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- Received:September 23, 2023
- Accepted:April 04, 2024
- Published Online:October 17, 2024
This article was written and prepared by U.S. government employee(s) on official time and is therefore in the public domain.
Cite as
Andrew Y. Chen (2024) Do t-Statistic Hurdles Need to Be Raised?. Management Science 71(7):5830-5848.
https://doi.org/10.1287/mnsc.2023.03083
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The author thanks Antonio Gil de Rubio, Preston Harry, Jack McCoy, and Nelson Rayl for excellent research assistance; Rebecca Wasyk for excellent scientific programming; Dino Palazzo and Fabian Winkler for many valuable discussions; and three anonymous referees, an anonymous associate editor, Christine Dobridge, Bjorn Eraker, Cam Harvey, Laura Liu, Alan Moreira (discussant), Nelson Rayl, Alessio Saretto (discussant), Ivan Shaliastovich, Mihail Velikov, and seminar participants at the Federal Reserve Board, George Mason University, University of Cologne, and the University of Wisconsin for helpful comments. The views expressed herein are those of the author and do not necessarily reflect the position of the Board of Governors of the Federal Reserve or the Federal Reserve System. This paper was first posted to SSRN on September 25, 2018.
