Reference health
Return predictability following large price changes and information releases
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7 of 27 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.
References needing attention
does not resolve to a known work10.2307/2329139
does not resolve to a known work10.2307/2329347
does not resolve to a known work10.2307/2329400
does not resolve to a known work10.1093/rfs/6.3.473
does not resolve to a known work10.2307/2329140
does not resolve to a known work10.2307/2329420
does not resolve to a known work10.2307/2329305
The 20 checked references that resolve
resolves10.1016/S0304-405X(98)00027-0
A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
resolves10.1016/S0304-405X(98)00007-5
An empirical examination of the amortized spread1Prior versions of this paper were entitled, `Bid–ask spreads, holding periods, and realized transaction costs.' We are grateful for many helpful comments from Yakov Amihud, Jennifer Conrad, Larry Dann, Diane Del Guercio, Dave Denis, Diane Denis, Craig Dunbar, Ed Dyl, Roger Edelen, Rob Hansen, Mark Huson, Raman Kumar, Chris Lamoureux, John McConnell, Wayne Mikkelson, Megan Partch, Henri Servaes, Vijay Singal, Mike Weisbach, Marc Zenner, and an anonymous referee. In addition, we appreciate the comments from seminar participants at the 1997 American Finance Association meetings, the University of Arizona, Kansas State University, the University of North Carolina, the 1996 Pacific Northwest Finance Conference, Virginia Polytechnic Institute, and the University of Wisconsin. This work has been partially supported by a summer research grant from the Pamplin College of Business.1
resolves10.2307/2329143
Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance
resolves10.2307/2331119
A Market Microstructure Explanation for Predictable Variations in Stock Returns following Large Price Changes
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