Reference health

Industry costs of equity

https://doi.org/10.1016/s0304-405x(96)00896-3
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18/18 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.

9 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
resolves10.1111/j.1540-6261.1989.tb02629.x
Nonnormalities and Tests of Asset Pricing Theories
resolves10.1016/0304-405X(89)90096-2
Nonstationary expected returns
resolves10.1080/01621459.1991.10475034
Shrinkage Estimation of Price and Promotional Elasticities: Seemingly Unrelated Equations
resolves10.1111/j.1540-6261.1984.tb03891.x
Arbitrage Pricing Theory and Utility Stock Returns
resolves10.1086/296425
On the Contrarian Investment Strategy
resolves10.1111/j.1540-6261.1991.tb04626.x
Structural and Return Characteristics of Small and Large Firms
resolves10.1016/0304-405X(94)00818-L
Evaluating the performance of value versus glamour stocks The impact of selection bias
resolves10.1086/296344
Economic Forces and the Stock Market
resolves10.1016/0304-405X(89)90095-0
Business conditions and expected returns on stocks and bonds
resolves10.1016/0304-405X(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1111/j.1540-6261.1996.tb05202.x
Multifactor Explanations of Asset Pricing Anomalies
resolves10.2307/1913625
A Test of the Efficiency of a Given Portfolio
resolves10.1111/j.1475-6803.1991.tb00656.x
THE ARBITRAGE PRICING THEORY AND COST‐OF‐CAPITAL ESTIMATION: THE CASE OF ELECTRIC UTILITIES
resolves10.2307/2329643
Evidence on the Information Content of Accounting Numbers: Accounting-Based and Market-Based Estimates of Systematic Risk
resolves10.2307/1924119
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
resolves10.2307/1913811
An Intertemporal Capital Asset Pricing Model
resolves10.1016/0304-405X(80)90007-0
On estimating the expected return on the market
resolves10.1016/0304-4076(90)90095-B
Intertemporal asset pricing
The 9 references without a DOI — listed, not checked
no DOI — not checkedApplication of the Fama-French model to utility stocks
no DOI — not checkedThe term structure of discount rates
no DOI — not checkedCost of capital using arbitrage pricing theory: A case study of nine New York utilities, Financial Markets
no DOI — not checkedThe cross-section of expected stock returns
no DOI — not checkedSize and book-to-market factors in earnings and returns
no DOI — not checkedMean-variance spanning
no DOI — not checkedAnother look at the cross-section of expected stock returns
no DOI — not checkedThe arbitrage theory of capital asset pricing
no DOI — not checkedCapital asset prices: A theory of market equilibrium under conditions of risk
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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