Margin-based Asset Pricing and Deviations from the Law of One Price
Has this study been replicated?
The atlas records 1 replication of this study. Recorded outcomes: 1 successful. The earliest on record is from 2026.
Replications
- SCORE secondary data replication of Gârleanu & Pedersen (2011), Reed et al. (2026). Outcome recorded: successful.
In the original the estimated coefficient is positive (0.03) and significant (t=11). In the replication, the estimated coefficient is positive (2.4) and significant at the 5% level (p-value of 0.016).
Outcome read from OSF report.
Cite this record
Gârleanu, N., & Pedersen, L. H. (2011). Margin-based Asset Pricing and Deviations from the Law of One Price. Review of Financial Studies, 24(6), 1980–2022. https://doi.org/10.1093/rfs/hhr027
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