Critical Finance Review > Vol 8 > Issue 1-2

Editorial: Replication in Financial Economics

Campbell R. Harvey, Duke University and NBER, USA, cam.harvey@duke.edu
 
Suggested Citation
Campbell R. Harvey (2019), "Editorial: Replication in Financial Economics", Critical Finance Review: Vol. 8: No. 1-2, pp 1-9. http://dx.doi.org/10.1561/104.00000080

Published: 17 Dec 2019
© 2019 Campbell R. Harvey
 
Subjects
 
Keywords
JEL codes: G00G01G10G11G12G13G14G15G17G18G19G21G22G23G24G28G29G31G32G33
ReplicationResearch CultureHard misconductSoft misconductProprietary dataRobustnessP-hackingReverse p-hackingFalsificationFabricationPlagiarism
 

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In this article:
1. Introduction
2. Cost
3. Finance is Different from Economics
4. The QJE Model
5. Other Fields
6. Hard and Soft Misconduct
7. Elmo Stickers
8. Increasing the Cost of Misconduct
9. Three Reasons for Data and Code Sharing
10. Reverse p-Hacking
11. The Ingredients for a Successful Policy
12. Conclusions
References

Abstract

All of the top general-purpose economics journals have a data and code-sharing policy. As of this writing, the Journal of Finance has a code-sharing policy, the Journal of Financial Economics (JFE) requires authors to share code if the results are challenged, and the Review of Financial Studies (RFS) is currently developing a policy. Replication is essential to any scientific endeavor, so why has the area of financial economics lagged behind?

DOI:10.1561/104.00000080