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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. Liu, Weiyi & Zhang, Huachen & Wan, Die, 2026. "Overlapping factor momentum," Finance Research Letters, Elsevier, vol. 90(C).
  4. 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.
  5. Guillaume Coqueret, 2023. "Forking paths in financial economics," Papers 2401.08606, arXiv.org.
  6. 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).
  7. Wolfgang Breuer & Christian Hofmann, 2025. "Replication studies in finance and accounting," Journal of Business Economics, Springer, vol. 95(2), pages 187-196, April.
  8. Byun, Jun Young & Na, Yosep & Song, Jae Wook, 2026. "From vision to value: Stock chart image-driven factors and their pricing power," Finance Research Letters, Elsevier, vol. 92(C).
  9. Chue, Timothy K. & Hu, Yunke Katelyn, 2026. "Investor sentiment and the crash risk of anomalies," Finance Research Letters, Elsevier, vol. 88(C).
  10. Chen, Danni & Gong, Le & He, Zhonghui, 2026. "Fit for ventures: how exercise participation fuels entrepreneurial entry–a dual lens of social and psychological capital," Finance Research Letters, Elsevier, vol. 88(C).
  11. 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.
  12. Jonathan Fletcher, 2024. "AN examination of linear factor models in U.K. stock returns in the presence of dynamic trading," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 1121-1147, October.
  13. Li, Jinchuan & Zhu, Yifeng, 2026. "Taming crypto anomalies: A Lasso-type factor model," Research in International Business and Finance, Elsevier, vol. 83(C).
  14. 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.
  15. Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2026. "Drivers of firm-level tail dependence: A machine learning approach," Journal of Economic Dynamics and Control, Elsevier, vol. 182(C).
  16. Aleksey Kolokolov & Shifan Yu, 2026. "Realized Regularized Regressions," Papers 2604.23023, arXiv.org.
  17. Bollerslev, Tim & Patton, Andrew J. & Zhang, Haozhe, 2022. "Equity clusters through the lens of realized semicorrelations," Economics Letters, Elsevier, vol. 211(C).
  18. Antoine Falck & Adam Rej & David Thesmar, 2021. "Why and how systematic strategies decay," Papers 2105.01380, arXiv.org.
  19. Henriquez-Salman, Ricardo, 2025. "Methodological ESG uncertainty in portfolio sorts," Research in International Business and Finance, Elsevier, vol. 80(C).
  20. Terence Lim & Kumar Muthuraman & Michael Sury, 2026. "QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance," Papers 2604.18500, arXiv.org.
  21. Alexander Dickerson & Christian Julliard & Philippe Mueller, 2026. "The Co-Pricing Factor Zoo," Papers 2604.04430, arXiv.org.
  22. Dong, Mengmeng, 2025. "Economic aggregation of return signals in global markets," Journal of Empirical Finance, Elsevier, vol. 84(C).
  23. Kaczmarek, Tomasz & Zaremba, Adam, 2025. "Beyond the last surprise: Reviving PEAD with machine learning and historical earnings," Finance Research Letters, Elsevier, vol. 86(PE).
  24. 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).
  25. 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).
  26. 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.
  27. Nima Afsharhajari & Jonathan Yu-Meng Li, 2026. "The Virtue of Sparsity in Complexity," Papers 2604.17166, arXiv.org.
  28. Doron Avramov & Xin He, 2026. "Stochastic Discount Factors with Cross-Asset Spillovers," Papers 2602.20856, arXiv.org.
  29. 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.
  30. Han, Yufeng & Mo, Xi Nancy & Yang, Jian, 2025. "Trend factors around the world: Performance and determinants," Journal of Banking & Finance, Elsevier, vol. 181(C).
  31. Ghazi, Soroush & Schneider, Mark & Dorobiala, Zachary, 2024. "Speculative and non-speculative equity premia," Economics Letters, Elsevier, vol. 236(C).
  32. 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).
  33. 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.
  34. Drechsler, Katharina & Müller, Sebastian & Wagner, Heinz-Theo, 2025. "The “digital” premium: Why does digitalization drive stock returns?," Journal of Economic Dynamics and Control, Elsevier, vol. 181(C).
  35. 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.
  36. 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.
  37. Guillaume Chevalier & Guillaume Coqueret & Thomas Raffinot, 2022. "Supervised portfolios," Post-Print hal-04144588, HAL.
  38. Andrew Y. Chen, 2025. "Do t -Statistic Hurdles Need to Be Raised?," Management Science, INFORMS, vol. 71(7), pages 5830-5848, July.
  39. 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.
  40. 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.
  41. Sotirios D. Nikolopoulos, 2026. "Spurious Predictability in Financial Machine Learning," Papers 2604.15531, arXiv.org.
  42. 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).
  43. Alexander Dickerson & Cesare Robotti & Giulio Rossetti, 2026. "The Corporate Bond Factor Replication Crisis," Papers 2604.07880, arXiv.org.
  44. Nolan Alexander & Frank Fabozzi, 2026. "Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing," Papers 2604.08356, arXiv.org.
  45. Andrew Y. Chen, 2022. "Most claimed statistical findings in cross-sectional return predictability are likely true," Papers 2206.15365, arXiv.org, revised Nov 2025.
  46. 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.
  47. Gordon, Kemar & Schneider, Mark & Strauss, Jack, 2025. "Stock market anomalies in the modern era," Finance Research Letters, Elsevier, vol. 86(PD).
  48. 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.
  49. Jin Du & Alexander Walter & Maxim Ulrich, 2026. "Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO," Papers 2601.06499, arXiv.org, revised May 2026.
  50. Andrew Paskaramoorthy & Terence van Zyl & Tim Gebbie, 2025. "The bias of IID resampled backtests for rolling-window mean-variance portfolios," Papers 2505.06383, arXiv.org.
  51. James W. Kolari & Jianhua Huang & Wei Liu & Huiling Liao, 2025. "A Quantum Leap in Asset Pricing: Explaining Anomalous Returns," JRFM, MDPI, vol. 18(7), pages 1-28, July.
  52. Dickerson, Alexander & Julliard, Christian & Mueller, Philippe, 2026. "The co-pricing factor zoo," LSE Research Online Documents on Economics 138476, London School of Economics and Political Science, LSE Library.
  53. 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).
  54. 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).
  55. Wang, Ming-Long & Shi, Huai-Long & Wan, Yu-Lei & Wang, Jing-Jin, 2026. "Luck “duels” among factors in China," The Quarterly Review of Economics and Finance, Elsevier, vol. 106(C).
  56. Emanuele Campiglio & Jérôme Deyris & Davide Romelli & Ginevra Scalisi, 2025. "Warning words in a warming world: central bank communication and climate change," Working Papers hal-04978072, HAL.
  57. 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.
  58. Christophe Hurlin & Jean-Edouard Colliard & Christophe Pérignon, 2024. "The Economics of Computational Reproducibility," Working Papers hal-04759240, HAL.
  59. 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).
  60. 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).
  61. Jin, Xuejun & Chen, Yifan & Liu, Xiaobin & Zeng, Tao, 2026. "Factors in the cross-section of Chinese corporate bonds: Evidence from reduced-rank analysis," Journal of Empirical Finance, Elsevier, vol. 85(C).
  62. Coqueret, Guillaume & Pérignon, Christophe, 2025. "Persistent Anomalies and Nonstandard Errors," HEC Research Papers Series 1578, HEC Paris.
  63. 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.
  64. Chai, Daniel & Ali, Searat & Brosnan, Mark & Hasso, Tim, 2026. "Understanding researchers' perceptions and experiences in finance research replication studies: A pre-registered study," Pacific-Basin Finance Journal, Elsevier, vol. 96(C).
  65. Peng, Liansheng & Xu, Haoyu, 2026. "The role of central firms in the economic networks: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 95(C).
  66. Jacobs, Heiko & Lauber, Alexander, 2026. "Media reporting and asset pricing models," Journal of Banking & Finance, Elsevier, vol. 182(C).
  67. Xin Chen & Wei He & Libin Tao & Jianfeng Yu, 2023. "Attention and Underreaction-Related Anomalies," Management Science, INFORMS, vol. 69(1), pages 636-659, January.
  68. 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).
  69. Julian Junyan Wang & Victor Xiaoqi Wang, 2025. "Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks," Papers 2503.16974, arXiv.org, revised Sep 2025.
  70. 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).
  71. Andrew Y. Chen & Tom Zimmermann, 2022. "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
  72. Chen, Jian & Han, Yufeng & Tang, Guohao & Zhu, Yifeng, 2026. "Taming the global factor zoo," Journal of International Money and Finance, Elsevier, vol. 160(C).
  73. Lioui, Abraham & Tarelli, Andrea, 2022. "Chasing the ESG factor," Journal of Banking & Finance, Elsevier, vol. 139(C).
  74. Chang Liu, 2026. "Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance," Papers 2604.18821, arXiv.org.
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