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On the use of the market model R-square as a measure of stock price efficiency

https://doi.org/10.1007/s11156-013-0410-8
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22/22 checkable references clean · checked 2026-08-05

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 22 checked references that resolve
resolves10.1111/j.1468-5957.2009.02181.x
The Use of the <i>R</i><sup>2</sup> as a Measure of Firm‐Specific Information: A Cross‐Country Critique
resolves10.2139/ssrn.768024
Does Stock Price Synchronicity Represent Firm-Specific Information? The International Evidence
resolves10.1093/rfs/6.4.799
Investment Analysis and the Adjustment of Stock Prices to Common Information
resolves10.1016/j.jfineco.2005.03.010
Stock price synchronicity and analyst coverage in emerging markets
resolves10.1111/0022-1082.00231
Trading Volume and Cross‐Autocorrelations in Stock Returns
resolves10.1007/s11156-009-0118-y
Trading costs and price discovery
resolves10.1017/S0022109010000505
Transparency, Price Informativeness, and Stock Return Synchronicity: Theory and Evidence
resolves10.1046/j.1475-679X.2003.00124.x
Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing?
resolves10.1007/978-1-4899-4541-9
An Introduction to the Bootstrap
resolves10.1093/rfs/hhn066
Insider Trading Laws and Stock Price Informativeness
resolves10.1093/rfs/hhq044
Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets
resolves10.1093/rfs/hhi023
Market Frictions, Price Delay, and the Cross-Section of Expected Returns
resolves10.1016/j.jfineco.2004.11.003
R2 around the world: New theory and new tests☆
resolves10.2139/ssrn.972775
Information Efficiency and Firm-Specific Return Variation
resolves10.1016/0304-405X(93)90030-F
Portfolio return autocorrelation
resolves10.1016/S0304-405X(00)00071-4
The information content of stock markets: why do emerging markets have synchronous stock price movements?
resolves10.1016/S0304-405X(03)00073-4
A closing call's impact on market quality at Euronext Paris
resolves10.2308/accr.2004.79.4.1119
The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices
resolves10.1016/j.spl.2007.04.004
Interval estimation for the normal correlation coefficient
resolves10.1016/j.frl.2011.05.003
Measuring price discovery: The variance ratio, the R2, and the weighted price contribution
resolves10.1016/S0304-405X(00)00070-2
Financial markets and the allocation of capital
The 3 references without a DOI — listed, not checked
no DOI — not checkedKhandaker S, Heaney R (2009) Do emerging markets have higher stock synchronicity? The international evidence. J Bus Policy Res 4(1):79–98
no DOI — not checkedLai S, Ng L, Zhang B et al (2009) Informed trading around the world. Singapore Management University, Singapore
no DOI — not checkedStuart A, Ord JK (1991) Kendall’s advanced theory of statistics, vol 2. Oxford University Press, New York
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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