Reference health
Investor Sentiment and Asset Valuation
6 of 50 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.
4 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 work10.2307/2328190
does not resolve to a known work10.2307/2329556
does not resolve to a known work10.1093/rfs/5.3.357
does not resolve to a known work10.2307/2328882
does not resolve to a known work10.2307/2329555
does not resolve to a known work10.2307/2328487
The 44 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
resolves10.1111/j.1467-9965.1994.tb00052.x
THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED<sup>1</sup>
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1017/S0022050700039619
The stock market bubble of 1929: evidence from clsoed-end mutual funds
resolves10.1016/0304-3932(90)90045-6
Term-structure forecasts of interest rates, inflation and real returns
resolves10.1016/S0304-405X(98)00026-9
Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1
resolves10.1086/260910
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
resolves10.1111/0022-1082.00206
Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.2307/2330056
The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1111/0022-1082.00394
Massively Confused Investors Making Conspicuously Ignorant Choices (MCI–MCIC)
resolves10.1016/0304-405X(89)90086-X
Drawing inferences from statistics based on multiyear asset returns
resolves10.1162/003465302760556468
Reexamining Stock Valuation and Inflation: The Implications Of Analysts' Earnings Forecasts
resolves10.1093/rfs/12.5.975
Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model
The 4 references without a DOI — listed, not checked
no DOI — not checkedBakshi, Gurdip, and Zhiwu Chen. 2001. Stock valuation in dynamic economies. Journal of Financial Markets, in press.
no DOI — not checkedHamilton, James D. 1994. Time series analysis. Princeton, NJ: Princeton University Press.
no DOI — not checkedMalkiel, Burton G. 1999. Day trading, and its dangers. Wall Street Journal:A22.
no DOI — not checkedShiller, Robert J. 2000. Irrational exuberance. Princeton, NJ: Princeton University Press.
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
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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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