A few years ago, the JF introduced a “Replications and Corrigenda” section. This section provides space specifically for short papers that document material sensitivities of central results in papers published in the JF. For empirical papers, these could include key choices made in an empirical design to which the original study is not robust. For theory papers, a replications paper could demonstrate that a key theoretical result is not robust.
The idea is to promote reproduction and replication of existing research results. Published research is rarely the last word on a topic and re-examination of published results can sometimes lead to insights that are crucial for further research in an area. Like regular articles, papers in the Replications and Corrigenda section need to reach a high bar. To qualify for publication, replications should have significant relevance for the current research frontier in finance. But the fact that we have a separate section devoted to replications papers in the JF is our explicit signal that we welcome such submissions.
The first papers in this category have already appeared in the Journal and more are scheduled to come out in future issues. Two replication papers have just appeared online:
In the current June 2019 issue, Pennacchi and Tchistyi on contingent capital with a stock price trigger: link
Forthcoming soon, Andrikogiannopoulou and Papakonstantinou on false discoveries in mutual fund performance: link
For more information, see our submissions site (scroll to the bottom)