Expected stock returns and volatility
Has this study been replicated?
The atlas records 1 replication of this study. Recorded outcomes: 1 successful. The earliest on record is from 2023.
Replications
- A New Look at Expected Stock Returns and Volatility, Robins & Smith (2023). Critical Finance Review. Outcome recorded: successful.
After careful replication, we confirm that the main results in FSS hold and continue to hold through 2019.
Outcome read from the abstract. View paper
Cite this record
French, K. R., Schwert, G. W., & Stambaugh, R. F. (1987). Expected stock returns and volatility. Journal of Financial Economics, 19(1), 3–29. https://doi.org/10.1016/0304-405x(87)90026-2
Other studies in the atlas
Failed replications · Successful replications · All browse pages