To quote Professor John Cochrane at The University of Chicago Booth School of Business, you should clothe the naked “this.”
“This” should always have something following it. “This example shows that....” is fine. More generally, this rule helps you to avoid an unclear antecedent to the “this.” Often there are three or more things in recent memory that “this” could point to.
In grammar lexicon, the above issue is often marked as "unclear antecedent."