Reference health

Mean reversion in stock prices

https://doi.org/10.1016/0304-405x(88)90021-9
CiteStamped reference-health badge
28/28 checkable references clean · checked 2026-08-03

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.

20 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 28 checked references that resolve
resolves10.1016/0304-4076(77)90058-6
On the structure of moving average processes
resolves10.2307/1884178
Bond and Stock Returns in a Simple Exchange Model
resolves10.1016/0304-405X(87)90045-6
Stock returns and the term structure
resolves10.2307/1884285
Are Output Fluctuations Transitory?
resolves10.1086/261569
How Big Is the Random Walk in GNP?
resolves10.2307/1911241
An Intertemporal General Equilibrium Model of Asset Prices
resolves10.1111/j.1540-6261.1985.tb05004.x
Does the Stock Market Overreact?
resolves10.2307/2325486
Efficient Capital Markets: A Review of Theory and Empirical Work
resolves10.1016/0304-405X(88)90020-7
Dividend yields and expected stock returns
resolves10.1086/261535
Permanent and Temporary Components of Stock Prices
resolves10.1016/0304-405X(86)90004-8
Stock return variances
resolves10.1016/0304-405X(87)90026-2
Expected stock returns and volatility
resolves10.1016/0167-2231(87)90007-8
An empirical investigation of the long-run behavior of real exchange rates
resolves10.2307/2980947
The Analysis of Economic Time-Series-Part I: Prices
resolves10.1016/0304-405X(86)90070-X
Predicting returns in the stock and bond markets
resolves10.1086/261419
Variance Bounds Tests and Stock Price Valuation Models
resolves10.1093/rfs/1.1.41
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
resolves10.2307/1913837
Asset Prices in an Exchange Economy
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
resolves10.1287/opre.7.2.145
Brownian Motion in the Stock Market
resolves10.2307/2534436
Stock Prices and Social Dynamics
resolves10.1016/0165-1765(85)90058-8
Testing the random walk hypothesis
resolves10.1111/j.1540-6261.1986.tb04519.x
Does the Stock Market Rationally Reflect Fundamental Values?
resolves10.1111/j.1540-6261.1988.tb04596.x
Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation
resolves10.1086/296394
A Comparison of Annual Common Stock Returns: 1871-1925 with 1926-85
resolves10.2307/1907574
Note on the Correlation of First Differences of Averages in a Random Chain
The 20 references without a DOI — listed, not checked
no DOI — not checkedPrice movements in speculative markets: Trends or random walks
no DOI — not checkedBubbles, crashes, and rational expectations
no DOI — not checked10.1016/0304-405X(88)90021-9_bib7
no DOI — not checked10.1016/0304-405X(88)90021-9_bib9
no DOI — not checkedWhat moves stock prices?
no DOI — not checkedThe economic consequences of noise traders
no DOI — not checked10.1016/0304-405X(88)90021-9_bib16
no DOI — not checkedPermanent and temporary components of stock prices
no DOI — not checkedCommon factors in the serial correlation of stock returns
no DOI — not checked10.1016/0304-405X(88)90021-9_bib23
no DOI — not checked10.1016/0304-405X(88)90021-9_bib26
no DOI — not checked10.1016/0304-405X(88)90021-9_bib28
no DOI — not checked10.1016/0304-405X(88)90021-9_bib30
no DOI — not checked10.1016/0304-405X(88)90021-9_bib31
no DOI — not checkedA simple specification test of the random walk hypothesis
no DOI — not checkedOn the state of the efficient market hypothesis in financial economics
no DOI — not checked10.1016/0304-405X(88)90021-9_bib37
no DOI — not checkedThe persistence of volatility and stock market returns
no DOI — not checked10.1016/0304-405X(88)90021-9_bib41
no DOI — not checkedDo stock prices move too much to be justified by subsequent changes in dividends?
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

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.1016/0304-405x(88)90021-9"><img src="https://citestamp.com/citestamped/10.1016/0304-405x(88)90021-9/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.1016/0304-405x(88)90021-9/badge.svg)](https://citestamp.com/citestamped/10.1016/0304-405x(88)90021-9)