Critical Finance Review

Findings first published in Critical Finance Review, paired with the replication and reproduction attempts on record. 15 studies in the atlas.

The Cash Flow Sensitivity of Cash: Replication, Extension, and Robustness Almeida et al., 2024 — no replication on record
The Pre-Holiday Premium of Ariel (1990) Has Largely Become A Small-Firm Effect Out of Sample Ko & Yang, 2024 — no replication on record
The Relation Between Equity Misvaluation and Stock Payment in Mergers is Spurious Bodt et al., 2024 — no replication on record
The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Returns is Due to Look-Ahead Bias Park et al., 2023 — no replication on record
A New Look at Expected Stock Returns and Volatility Robins & Smith, 2023 — no replication on record
Has Idiosyncratic Volatility Increased? Not in Recent Times Chiah et al., 2023 — no replication on record
Scale and Performance in Active Management are Not Negatively Related Adams et al., 2022 — no replication on record
Analyst Recommendations Respond More Symmetrically to Major News After Regulation FD and the Global Settlement: A Replication… Chen & Palmon, 2022 — no replication on record
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? Wallmeier, 2021 — no replication on record
Carhart (1997) Mutual Fund Performance Persistence Disappears Out of Sample Choi & Zhao, 2021 — no replication on record
Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data Kazumori et al., 2019 — no replication on record
A Review of the Return–Illiquidity Relationship Drienko et al., 2019 — no replication on record
Do the LCAPM Predictions Hold? Replication and Extension Evidence Holden & Nam, 2019 — no replication on record
Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication Harris & Amato, 2019 — no replication on record
Liquidity Risk and Asset Pricing Li et al., 2019 — no replication on record