In psychology voting on which studies should be replicated is established on a website. For economics, including financial economics, the ReplicationWiki (that I founded) offers a voting option but it is not yet used much. I already saw a question here on a specific paper as well as several at the cross validated stack for statistics (a, b, c) and at the academia stack where I then asked the same question as here (cross validated,academia). I added the papers to the wiki (e.g., Intraday Patterns in the Cross-section of Stock Returns, Journal of Finance 2010, Steven L. Heston, Robert A. Korajczyk, and Ronnie Sadka).
There are many other places where such questions on replication of specific studies can be found, e.g., in the forums for specialized software (e.g., here). To get further suggestions I would like to know if you have already replicated studies yourself or with your students. What would you think would be a mechanism that motivates to share such experience and help to identify the studies that should be replicated? And the replications that are already available somewhere but not yet listed in the wiki? Where would be the right place to ask?