Voluntary Data/Code Sharing Process

January 4, 2017

The Editors of the Review of Financial Studies believe that authors of accepted papers that contain empirical analysis, simulations, numerical computations, or experimental work should be encouraged to provide the programs needed for replication to the RFS. Authors should also be encouraged to include the data along with the source code.

In order to encourage this activity, we will make the following changes in the editorial process:

(1) In every final acceptance letter for a paper in the RFS, we will include the following paragraph: “If you have any supplementary materials, including sample code, data, or regression results that will not be featured in the final version of the paper, they can be shared on the Oxford University Press website next to the link to the final published paper online. This is also the place where your conflict of interest disclosure statements will be available to readers. We, as editors, encourage you to make good use of this opportunity.”

(2) On the initial submission page of the RFS’s website, we will include the following paragraph as a bullet point: “If your paper is successfully published by the RFS and if you have any supplementary materials, including sample code, data, or regression results that will not be featured in the final version of the paper, they can be shared on the Oxford University Press website next to the link to the final published paper online. This will also be the place where your conflict of interest disclosure statements will be available to readers. We, as editors, encourage you to make good use of this opportunity. You are welcome to include such supplementary materials with your initial submission, which can be available to the Editor and which can be shared with the RFSers as long as they are absent any author identification.”

(3) On the published version of the paper where it is indicated when the paper was initially submitted, accepted and by which editor, we will add the following statement if the authors have supplied supplementary sample code or data: “Received [Submission Date]; editorial decision [Acceptance Date] by Editor [First Name] [Last Name]. Authors have furnished supplementary code or data which are available on the Oxford University Press website next to the link to the final published paper online.”

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