Special Initiatives

Submissions that follow a special call have much better chances of being accepted. We are actively seeking them.

Replications with Out-of-Sample Extensions

The CFR will regularly publish updates of important papers whose data and findings have become dated. The intent is to bring the existing finance literature findings "up to date." Given that there is no critique involved, these papers should be uncontroversial.

Writing such replications with out-of-sample extensions is a perfect way to star working on research in a particular area.

For more information, click here. The inaugural accepted submission belongs to Timothy B. Riley: Can mutual fund stars still pick stocks?: A replication and extension of Kosowski, Timmermann, Wermers, and White (2006).

Special Issues: Replication With Critiques

In the vein of its first issue on Liquidity, the CFR plans to publish regular issues that will focus on replicating and critiquing the most important papers in an area. (It should be an honor to have one's paper be selected. These papers should be considered linchpins of modern finance.)

The CFR is happy to entertain guest editors for such issues. An ideal guest editor is an expert in a related area, but not in the particular area (in order to avoid having a horse in the race and being considered too biased.)

The following are existing calls:

Liquidity

This call has closed. This inaugural special issue will be CFR 8-1 or 8-2.

Volatility and Higher Moments

This call is open. It is edited by Juhani Linnainmaa.

Regional Finance

(incl. China-related work). It will be edited by Zhi Da


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