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