From jfe-skills
Guides measurement and estimation choices for JFE manuscripts: factor construction, portfolio sorts, Fama-MacBeth/GMM, standard-error clustering, and multiple-testing adjustment.
How this skill is triggered — by the user, by Claude, or both
Slash command
/jfe-skills:jfe-empirical-designThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
- You sort on a characteristic but have not justified the variable, the breakpoints, or weighting
JFE is known for nuts-and-bolts methodological rigor. Referees scrutinize measurement, estimator choice, standard errors, and inference discipline line by line. The goal is a design that a skeptical expert cannot dismantle on technical grounds. This is the journal that published Fama & French (1993), "Common risk factors in the returns on stocks and bonds" (the three-factor model), Fama & French (2015), "A five-factor asset pricing model," and Banz (1981), the size effect — so an asset-pricing referee benchmarks your construction against that lineage directly. The best capital-markets paper each year wins JFE's Fama-DFA Prize; write to that standard. Code and non-proprietary data are mandatory at acceptance (Mendeley Data; see jfe-submission), so build a reproducible pipeline from the start.
【Field】asset pricing | corporate finance
【Estimator】FM / GMM / panel FE / portfolio sort
【SE treatment】cluster dims / NW lags / Shanken
【Benchmarks】[models alphas are measured against]
【Inference discipline】out-of-sample? multiple-testing adjusted?
【Magnitudes stated】yes/no
【Next】jfe-robustness
npx claudepluginhub brycewang-stanford/awesome-journal-skills --plugin jfe-skillsDesigns and stress-tests asset-pricing tests for Journal of Finance manuscripts: factor models, Fama-MacBeth vs panel, standard-error corrections, out-of-sample discipline.
Builds credible identification and research design for JFQA empirical finance papers: portfolio sorts, Fama-MacBeth, panel FE, staggered DID, IV, RDD, event studies. Also supports theoretical submissions.
Stress-tests causal identification designs for JFE manuscripts: natural experiments, IV, staggered DID, RDD, and endogeneity/selection treatment.