Critical Finance Review
Editor's Page

2012, Vol 1

Notes

  • The CFR is moving to 2 volumes/year.
  • 2016 Vol 5-1 is about to be sent to the printer. 5-2 is being typeset.

Forthcoming Papers

Liquidity: Replications, Extensions, and Critique

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.