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Is There A Replication Crisis In Finance?

Citations

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Cited by:

  1. Hollstein, Fabian, 2022. "The world of anomalies: Smaller than we think?," Journal of International Money and Finance, Elsevier, vol. 129(C).
  2. Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum, 2023. "Trade competitiveness and the aggregate returns in global stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
  3. Nathan Lassance & Alberto Martín-Utrera & Majeed Simaan, 2024. "The Risk of Expected Utility Under Parameter Uncertainty," Management Science, INFORMS, vol. 70(11), pages 7644-7663, November.
  4. Guillaume Coqueret, 2023. "Forking paths in financial economics," Papers 2401.08606, arXiv.org.
  5. Tulsyan, Divya P. & Joshipura, Mayank & Mishra, Anil V., 2025. "Does profitability explain the low-risk anomaly in India?," The Quarterly Review of Economics and Finance, Elsevier, vol. 104(C).
  6. Rolf Uwe Fülbier & Thorsten Sellhorn, 2023. "Understanding and improving the language of business: How accounting and corporate reporting research can better serve business and society," Journal of Business Economics, Springer, vol. 93(6), pages 1089-1124, August.
  7. Saketh Aleti & Tim Bollerslev & Mathias Siggaard, 2025. "Intraday Market Return Predictability Culled from the Factor Zoo," Management Science, INFORMS, vol. 71(9), pages 7731-7751, September.
  8. Bollerslev, Tim & Patton, Andrew J. & Zhang, Haozhe, 2022. "Equity clusters through the lens of realized semicorrelations," Economics Letters, Elsevier, vol. 211(C).
  9. Antoine Falck & Adam Rej & David Thesmar, 2021. "Why and how systematic strategies decay," Papers 2105.01380, arXiv.org.
  10. Henriquez-Salman, Ricardo, 2025. "Methodological ESG uncertainty in portfolio sorts," Research in International Business and Finance, Elsevier, vol. 80(C).
  11. Alexander Dickerson & Christian Julliard & Philippe Mueller, 2026. "The Co-Pricing Factor Zoo," Papers 2604.04430, arXiv.org.
  12. Dong, Mengmeng, 2025. "Economic aggregation of return signals in global markets," Journal of Empirical Finance, Elsevier, vol. 84(C).
  13. Mercik, Aleksander & Słoński, Tomasz & Karaś, Marta, 2024. "Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies," International Review of Financial Analysis, Elsevier, vol. 92(C).
  14. Long, Huaigang & Demir, Ender & Będowska-Sójka, Barbara & Zaremba, Adam & Shahzad, Syed Jawad Hussain, 2022. "Is geopolitical risk priced in the cross-section of cryptocurrency returns?," Finance Research Letters, Elsevier, vol. 49(C).
  15. Hendrik Bessembinder & Michael J. Cooper & Wei Jiao & Feng Zhang, 2025. "Long-run post-event returns in global stock markets," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 56(9), pages 1150-1169, December.
  16. Doron Avramov & Xin He, 2026. "Stochastic Discount Factors with Cross-Asset Spillovers," Papers 2602.20856, arXiv.org.
  17. Christophe Pérignon & Olivier Akmansoy & Christophe Hurlin & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johanneson & Michael Kirchler & Albert J Menkveld & Michael Razen & Utz Weitzel, 2022. "Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance," Working Papers hal-03810013, HAL.
  18. Han, Yufeng & Mo, Xi Nancy & Yang, Jian, 2025. "Trend factors around the world: Performance and determinants," Journal of Banking & Finance, Elsevier, vol. 181(C).
  19. Ghazi, Soroush & Schneider, Mark & Dorobiala, Zachary, 2024. "Speculative and non-speculative equity premia," Economics Letters, Elsevier, vol. 236(C).
  20. Broman, Markus & Fulkerson, Jon, 2025. "Variation in the value of active share across regions of investments: Evidence from global equity funds," Journal of Banking & Finance, Elsevier, vol. 180(C).
  21. Calice, Giovanni & Lin, Ming-Tsung, 2021. "Exploring risk premium factors for country equity returns," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 294-322.
  22. Christophe Pérignon & Olivier Akmansoy & Christophe Hurlin & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Albert J Menkveld & Michael Razen & Utz Weitzel, 2024. "Computational Reproducibility in Finance: Evidence from 1,000 Tests," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3558-3593.
  23. Simon, Frederik & Weibels, Sebastian & Zimmermann, Tom, 2025. "Deep parametric portfolio policies," CFR Working Papers 23-01, University of Cologne, Centre for Financial Research (CFR), revised 2025.
  24. Guillaume Chevalier & Guillaume Coqueret & Thomas Raffinot, 2022. "Supervised portfolios," Post-Print hal-04144588, HAL.
  25. Andrew Y. Chen, 2025. "Do t -Statistic Hurdles Need to Be Raised?," Management Science, INFORMS, vol. 71(7), pages 5830-5848, July.
  26. Tian Ma & Cunfei Liao & Fuwei Jiang, 2023. "Timing the factor zoo via deep learning: Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 485-505, March.
  27. Sara Ali & Ihsan Badshah & Riza Demirer & Prasad Hegde, 2023. "Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand," International Review of Finance, International Review of Finance Ltd., vol. 23(3), pages 666-679, September.
  28. Cakici, Nusret & Zaremba, Adam, 2025. "Accounting vs technical information: what matters more for stock return predictability?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 104(C).
  29. Alexander Dickerson & Cesare Robotti & Giulio Rossetti, 2026. "The Corporate Bond Factor Replication Crisis," Papers 2604.07880, arXiv.org.
  30. Nolan Alexander & Frank Fabozzi, 2026. "Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing," Papers 2604.08356, arXiv.org.
  31. Andrew Y. Chen, 2022. "Most claimed statistical findings in cross-sectional return predictability are likely true," Papers 2206.15365, arXiv.org, revised Nov 2025.
  32. Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.
  33. Beckmeyer, Heiner & Wiedemann, Timo, 2022. "Recovering Missing Firm Characteristics with Attention-Based Machine Learning," VfS Annual Conference 2022 (Basel): Big Data in Economics 264135, Verein für Socialpolitik / German Economic Association.
  34. Beckmeyer, Heiner & Wiedemann, Timo, 2025. "All Days Are Not Created Equal: Understanding Momentum by Learning to Weight Past Returns," Journal of Banking & Finance, Elsevier, vol. 181(C).
  35. Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian, 2021. "Option return predictability with machine learning and big data," CFR Working Papers 21-08, University of Cologne, Centre for Financial Research (CFR).
  36. Kilic, Mete & Yang, Louis & Zhang, Miao Ben, 2022. "The cross-section of investment and profitability: Implications for asset pricing," Journal of Financial Economics, Elsevier, vol. 145(3), pages 706-724.
  37. Müller, Sebastian & Pugachyov, Nikolay & Weigert, Florian, 2026. "Forecasting mutual fund performance: Combining return-based with portfolio holdings-based predictors," CFR Working Papers 26-01, University of Cologne, Centre for Financial Research (CFR).
  38. Lassance, Nathan & Vanderveken, Rodolphe & Vrins, Frédéric, 2025. "Shrink with Purpose: Optimal Covariance Matrix Estimation for Portfolio Selection," LIDAM Discussion Papers LFIN 2025002, Université catholique de Louvain, Louvain Finance (LFIN).
  39. Moritz Heiß & Lukas Müller & Marc Ringel, 2026. "Evidence on the non-linear relation between ESG and SEO announcement returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 50(1), pages 1-23, December.
  40. Jacobs, Heiko & Lauber, Alexander, 2026. "Media reporting and asset pricing models," Journal of Banking & Finance, Elsevier, vol. 182(C).
  41. Xin Chen & Wei He & Libin Tao & Jianfeng Yu, 2023. "Attention and Underreaction-Related Anomalies," Management Science, INFORMS, vol. 69(1), pages 636-659, January.
  42. Simkus, Matthew & Truong, Helen & Hoang, Khoa & Huang, Ronghong, 2022. "Economic uncertainty and cross section of stock returns: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  43. van Cappelle, Tjeerd & Pokidin, Dmytro & Zwinkels, Remco C.J., 2025. "The cross section of stock returns in an artificial stock market," Journal of Economic Behavior & Organization, Elsevier, vol. 239(C).
  44. Andrew Y. Chen & Tom Zimmermann, 2022. "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
  45. Chen, Jian & Han, Yufeng & Tang, Guohao & Zhu, Yifeng, 2026. "Taming the global factor zoo," Journal of International Money and Finance, Elsevier, vol. 160(C).
  46. Lioui, Abraham & Tarelli, Andrea, 2022. "Chasing the ESG factor," Journal of Banking & Finance, Elsevier, vol. 139(C).
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