FLoRA Replication Atlas › Browse

A New Look at Expected Stock Returns and Volatility

Russell P. Robins, Geoffrey Peter Smith

Critical Finance Review, 2023. DOI 10.1561/104.00000130

Has this study been replicated?

This paper is itself a replication attempt. The study it set out to replicate is listed below.

Study replicated

• Expected stock returns and volatility, French et al. (1987). Journal of Financial Economics. View paper

Cite this record

Robins, R. P., & Smith, G. P. (2023). A New Look at Expected Stock Returns and Volatility. Critical Finance Review, 12(1-4), 225–270. https://doi.org/10.1561/104.00000130

Other studies in the atlas

• A Review of the Return–Illiquidity Relationship
• Bounds testing approaches to the analysis of level relationships
• Do environmental, social and governance practices affect portfolio returns? Evidence…
• Genome-wide association meta-analysis identifies 29 new acne susceptibility loci
• Genome‐wide association studies of cerebral white matter lesion burden
• Multidimensional Personality Questionnaire profiles of veterans with traumatic combat…

Failed replications · Successful replications · All browse pages