Reference health

An investigation into CAPM anomalies in New Zealand: The small firm and price-earnings ratio effects

https://doi.org/10.1007/bf01951479
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18/18 checkable references clean · checked 2026-08-09

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 18 checked references that resolve
resolves10.1016/0304-405X(81)90018-0
The relationship between return and market value of common stocks
resolves10.1111/j.1540-6261.1977.tb01979.x
INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
resolves10.1016/0304-405X(83)90026-0
New evidence on the nature of size-related anomalies in stock prices
resolves10.2307/2330785
Size and Earnings/Price Ratio Anomalies: One Effect or Two?
resolves10.1016/0304-405X(79)90013-8
Risk measurement when shares are subject to infrequent trading
resolves10.2469/faj.v44.n3.18
Disentangling Equity Return Regularities: New Insights and Investment Opportunities
resolves10.1111/j.1540-6261.1989.tb02408.x
Earnings Yields, Market Values, and Stock Returns
resolves10.1111/j.1540-6261.1983.tb02283.x
The Relation Between Common Stock Returns Trading Activity and Market Value
resolves10.2307/2330958
Seasonal and Size Anomalies in the Japanese Stock Market
resolves10.1016/0304-405X(83)90025-9
Size-related anomalies and stock return seasonality
resolves10.1016/0304-405X(81)90019-2
Misspecification of capital asset pricing
resolves10.1111/j.1540-6261.1982.tb01093.x
A Direct Test of Roll's Conjecture on the Firm Size Effect
resolves10.1016/0304-405X(83)90029-6
The anomalous stock market behavior of small firms in January
resolves10.1111/j.1540-6288.1988.tb00775.x
THE RELATIONSHIP BETWEEN EARNINGS YIELD AND MARKET VALUE: EVIDENCE FROM THE AMERICAN STOCK EXCHANGE
resolves10.1016/0304-405X(77)90009-5
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
resolves10.1111/j.1540-6261.1981.tb04890.x
A Possible Explanation of the Small Firm Effect
resolves10.1016/0304-405X(83)90055-7
On computing mean returns and the small firm premium
resolves10.1016/0304-405X(83)90024-7
Size and stock returns, and other empirical regularities
The 3 references without a DOI — listed, not checked
no DOI — not checkedBasu, S., “The Relationship Between Earnings Yield, Market Value and Return for NYSE Common Stocks — Further Evidence”,Journal of Finance, 38 (June 1983), pp. 129–156.
no DOI — not checkedLih, H.L., “The Relationship Between Firm Size and Systematic Risk”, Unpublished Master of Commerce Thesis, University of Otago, 1987.
no DOI — not checkedMak, Y.T., and Skeggs, R.C., “The Small Firm Effect: Some New Zealand Evidence”, Paper presented at the Annual Conference of the Accounting Association of Australia and New Zealand, Adelaide, 1986.
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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