Critical Finance Review

2012 - 2023

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Editorial: Replication in Financial Economics pp. 1-9: Campbell R. Harvey
Editorial: Replication? Do You Even Have Access to the Data? pp. 11-13: Matthew Spiegel
Editorial: Realistic Academic Standards and the Value of Replications pp. 15-17: Avanidhar Subrahmanyam
Editorial: An Opinionated FAQ pp. 19-24: Ivo Welch
Introduction pp. 25-28: Ivo Welch
Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication pp. 29-71: Craig W. Holden and Jayoung Nam
Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data pp. 73-110: Eiichiro Kazumori, Raj Sharman, Fumiko Takeda and Hong Yu
Economics with Market Liquidity Risk pp. 111-125: Viral Acharya and Lasse Pedersen
A Review of the Returnâ€”Illiquidity Relationship pp. 127-171: Jozef Drienko, Tom Smith and Anna von Reibnitz
Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication pp. 173-202: Larry Harris and Andrea Amato
Illiquidity and Stock Returns: A Revisit pp. 203-221: Yakov Amihud
Liquidity Risk and Asset Pricing pp. 223-255: Hongtao Li, Robert Novy-Marx and Mihail Velikov
Liquidity Risk? pp. 257-276: Jeffrey Pontiff and Rohit Singla
Liquidity Risk After 20 Years pp. 277-299: PÃ¡stor, LuboÅ¡ and Robert Stambaugh
Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling pp. 301-304: Ivo Welch

Closed-End Fund IPOs: Sold, Not Bought pp. 201-240: Diana Shao and Jay Ritter
Conditional Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us? pp. 273-329: John Adams, Darren Hayunga and Sattar Mansi
Conditional Benchmarks and Predictors of Mutual Fund Performance pp. 331-372: Scott Cederburg, Oâ€™Doherty, Michael S., N. E. Savin and Ashish Tiwari
Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: Fund Industry: What Do the Outliers in the Data Tell Us?: A Response pp. 373-377: Harrison Hong and Wenxi Jiang

The Changing Nature of Institutional Stock Investing pp. 1-41: Marshall E. Blume and Donald B. Keim
Catering Through Nominal Share Prices Revisited pp. 43-75: M. Fabricio Perez and Andriy Shkilko
Why Do Firms Go Public Through Debt Instead of Equity? pp. 85-110: Denys Glushkov, Ajay Khorana, Raghavendra Rau and Jingxuan Zhang
Obesity and Household Financial Distress pp. 133-178: Katherine Guthrie and Jan Sokolowsky
Corporate Sport Sponsorship and Stock Returns: Evidence from the NFL pp. 179-209: Assaf Eisdorfer and Elizabeth Kohl

The Carry Trade: Risks and Drawdowns pp. 211-262: Kent Daniel, Robert Hodrick and Zhongjin Lu
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds pp. 263-301: John Campbell, Adi Sunderam and Luis Viceira
When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance pp. 303-356: Anna von Reibnitz
An Improved Version of the Volume-Synchronized Probability of Informed Trading pp. 357-376: Wen-Chyan Ke and Hsiou-Wei William Lin
An Improved Version of the Volume-Synchronized Probability of Informed Trading: A Comment pp. 377-379: David Easley, Marcos Lopez de Prado and Maureen O'Hara
Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006) pp. 381-393: Nicola Borri and Giuseppe Ragusa

Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes pp. 77-132: Christoph Schneider and Oliver Spalt

Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors pp. 177-206: Thomas Davidoff
Shock-Based Causal Inference in Corporate Finance and Accounting Research pp. 207-304: Vladimir Atanasov and Bernard Black
Cumulative Prospect Theory, Aggregation, and Pricing pp. 305-350: Jonathan E. Ingersoll
Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds pp. 351-398: Blake Phillips, Kantura Pukthuanthong and Raghavendra Rau
How Should Firms Hedge Market Risk? pp. 399-415: Bhagwan Chowdhry and Eduardo Schwartz
No More Weekend Effect pp. 417-424: Russell P. Robins and Geoffrey Peter Smith

Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration pp. 1-40: Clifford G. Holderness
Law and Ownership Reexamined pp. 41-83: Clifford G. Holderness
Uncertainty and Valuations pp. 85-128: Martijn Cremers and Hongjun Yan
Uncertainty and Valuations: A Comment pp. 129-134: Lubos Pastor and Pietro Veronesi
Market Reactions to Tangible and Intangible Information Revisited pp. 135-163: Joseph Gerakos and Juhani T. Linnainmaa
Another Look at Market Responses to Tangible and Intangible Information pp. 165-175: Kent Daniel and Sheridan Titman

The Cross-section of Expected Stock Returns pp. 1-44: Jonathan Lewellen
Seasonal Variation in Treasury Returns pp. 45-115: Mark J. Kamstra, Lisa Kramer and Maurice Levi
A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate pp. 117-138: Jason T. Greene and David Rakowski
(Im)Possible Frontiers: A Comment pp. 139-148: Moshe Levy and Richard Roll
Always Possible Frontiers pp. 149-155: Ingersoll, Jr., Jonathan E.
Reply to â€œ(Im)Possible Frontiers: A Commentâ€ pp. 157-171: Thomas J. Brennan and Andrew Lo

Bank Deregulation and Racial Inequality in America pp. 1-48: Ross Levine, Yona Rubinstein and Alexey Levkov
Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives? pp. 49-83: Gavin S. Smith and Peter Swan
Institutional Investors and Executive Compensation Redux: A Comment on "Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives" pp. 85-97: Jay C. Hartzell and Laura T. Starks
Incentive Contracts are not Rigged by Powerful CEOs pp. 99-152: Kam-Ming Wan
Compensation Rigging by Powerful CEOs: A Reply and Cross-Sectional Evidence pp. 153-190: Adair Morse, Vikram Nanda and Amit Seru