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jfqa-identification-strategy

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Use when building a credible identification / research design for a Journal of Financial and Quantitative Analysis (JFQA) empirical finance paper — portfolio sorts and Fama-MacBeth, panel fixed effects, staggered DID on regulatory shocks, IV / natural experiments, RDD at thresholds, and event studies — with the inference finance referees demand. For theoretical submissions, pivot to assumptions, results, and proof exposition.

When to use

• portfolio sorts and Fama-MacBeth regressions
• panel fixed effects
• staggered DID on regulatory shocks
• IV / natural experiments
• RDD at thresholds
• event studies
• theoretical submissions assumptions and proofs

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