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jfm-robustness

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Use when results may be sensitive to liquidity-measure choice, sample filters, microstructure noise, or inference for a Journal of Financial Markets (JFM) manuscript. Builds the design-based robustness ledger; it does not invent evidence or citations.

When to use

• liquidity-measure choice sensitivity
• sample filters and asset universe variations
• microstructure noise checks
• inference for autocorrelated panel data
• threat-mapped robustness ledger construction
• bid-ask bounce and price discreteness tests
• two-way clustering and wild-cluster bootstrap
• mechanism corroboration checks

When not to use

• inventing evidence
• inventing citations
• creating robustness tables without named threats

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