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Can't link to studies. But having used various types of masks in labs, cleanrooms, etc (and had a couple fail also), for them to work well, they have to fit properly. I've not seen one person in the wild, so to speak, wearing one of the cycling types without a gaping chasm between their face and the mask, especially when moving around. So of course the majority of the air follows the path of least resistance around the mask. Sadly for me also beards and these things won't get on either for the same reasons.
do any of these actually work?
Any links to recent studies would be appreciated.