Reference health

Expected stock returns and volatility

https://doi.org/10.1016/0304-405x(87)90026-2
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2 of 21 checkable references need attention · checked 2026-08-03

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

11 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.

References needing attention

does not resolve to a known work10.2307/1391724
does not resolve to a known work10.2307/2327087
The 19 checked references that resolve
resolves10.1016/0304-4076(86)90063-1
Generalized autoregressive conditional heteroskedasticity
resolves10.2307/2327890
A Simple Econometric Approach for Utility-Based Asset Pricing Models
resolves10.1086/296344
Economic Forces and the Stock Market
resolves10.1016/0304-405X(82)90018-6
The stochastic behavior of common stock variances Value, leverage and interest rate effects
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.2307/1913242
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
resolves10.1086/260061
Risk, Return, and Equilibrium: Empirical Tests
resolves10.1016/0304-405X(77)90014-9
Asset returns and inflation
resolves10.1086/294848
Some New Stock-Market Indexes
resolves10.2307/1911873
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
resolves10.2307/1913827
Specification Tests in Econometrics
resolves10.1016/0304-405X(86)90070-X
Predicting returns in the stock and bond markets
resolves10.2307/1913811
An Intertemporal Capital Asset Pricing Model
resolves10.1016/0304-405X(80)90007-0
On estimating the expected return on the market
resolves10.1086/295551
The Variability of the Market Factor of the New York Stock Exchange
resolves10.2307/2648877
Econometric Issues in the Analysis of Regressions with Generated Regressors
resolves10.1016/0304-405X(77)90041-1
Estimating betas from nonsynchronous data
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
resolves10.1093/biomet/60.2.235
The behaviour of the sample autocorrelation function for an integrated moving average process
The 11 references without a DOI — listed, not checked
no DOI — not checkedStudies of stock price volatility changes
no DOI — not checkedThe capital asset pricing model: Some empirical tests
no DOI — not checked10.1016/0304-405X(87)90026-2_BIB4
no DOI — not checked10.1016/0304-405X(87)90026-2_BIB5
no DOI — not checkedThe demand for risky assets
no DOI — not checked10.1016/0304-405X(87)90026-2_BIB15
no DOI — not checked10.1016/0304-405X(87)90026-2_BIB16_2
no DOI — not checked10.1016/0304-405X(87)90026-2_BIB24
no DOI — not checkedRisk, inflation, and the stock market
no DOI — not checkedThe persistence of volatility and stock market fluctuations
no DOI — not checkedSecular patterns in the financing of U.S. corporations
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.

checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

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