Replications and Comments

This page lists web-only Replication papers and Comments. Some Replication papers are published in the Journal and can be found on the Journal article page or the Wiley Online Library.

A Reply to “On Comparing Asset Pricing Models” February 2020:

Comparing Priors for Comparing Asset Pricing Models
Francisco Barillas and Jay Shanken

First published: 15 June 2022
Permanent link: https://doi.org/10.37214/jofweb.5


A Reappraisal of “Capital Share Risk in U.S. Asset Pricing” August 2019:

Capital Share Risk in U.S. Asset Pricing: A Reappraisal
Nikolay Gospodinov and Cesare Robotti

First published: 8 September 2021
Permanent link: https://doi.org/10.37214/jofweb.3
Replication code permanent link: https://doi.org/10.37214/jofdata.4


A Reply to “Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power?” October 2019:

Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply
Laurent Barras, Olivier Scaillet, and Russ Wermers

First published: 23 March 2020
Permanent link: https://doi.org/10.37214/jofweb.2


A Note to “Do ETFs Increase Volatility?” December 2018:

An Improved Method to Predict Assignment of Stocks into Russell Indexes
Itzhak Ben‐David, Francesco Franzoni, and Rabih Moussawi

First published: 6 September 2019
Permanent link: https://doi.org/10.37214/jofweb.1


Response and Rejoinder for “CEO Compensation and Board Structure Revisited” June 2012:

CEO Compensation and Board Structure – There is an Effect After All (PDF file)
Vidhi Chhaochharia and Yaniv Grinstein

CEO Compensation and Board Structure – Rejoinder
Katherine Guthrie, Jan Sokolowsky, and Kam-Ming Wan