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jf-empirical-design

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Use when designing or stress-testing an asset-pricing test for a The Journal of Finance (JF) manuscript — factor models, Fama–MacBeth vs. panel, standard-error corrections, out-of-sample discipline. For corporate causal claims use jf-identification.

When to use

• designing asset-pricing tests
• stress-testing factor models
• choosing between Fama–MacBeth and panel designs
• addressing standard-error corrections
• ensuring out-of-sample discipline
• benchmarking against JF canon factors
• applying multiple-testing discipline
• adjudicating risk vs. mispricing

When not to use

• corporate causal claims
• empirical causal effects

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