Critical Finance Review
Editor's Page

2012, Vol 1


The CFR has moved to two issues per year.

Forthcoming Papers

2017 and Beyond --- Cite as Volume 6

2017, Vol 6-1

Liquidity: Replications, Extensions, and Critique (2018, Vol 8-?)

The CFR has invited replications of the three most influential liquidity papers of the last 20 years (RFP call). The papers and lead authors will be

  • pastor-stambaugh 2003: jeffrey pontiff. robert novy-marx.
  • acharya-pedersen 2005: kazumoi eiichiro. craig holden.
  • amihud 2002: larry harris. anna von reibnitz.
Chase Deehan has agreed to publish documented replicating R code.