[Background] Recent investigations into the effects of Test-Driven Development (TDD) have been contradictory and inconclusive. This hinders development teams to use research results as the basis for deciding whether and how to apply TDD. [Aim] To support researchers when designing a new study and to increase the applicability of TDD research in the decision-making process in the industrial context, we aim at identifying the reasons behind the inconclusive research results in TDD. [Method] We studied the state of the art in TDD research published in top venues in the past decade, and analyzed the way these studies were set up. [Results] We identified five categories of factors that directly impact the outcome of studies on TDD. [Conclusions] This work can help researchers to conduct more reliable studies, and inform practitioners of risks they need to consider when consulting research on TDD.