Reference health
The Liquidity Component of the Equity Premium
54/54 checkable references clean · checked 2026-08-27
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 54 checked references that resolve
resolves10.1016/0304-3932(91)90012-d
Asset returns with transactions costs and uninsured individual risk
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1086/262056
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles
resolves10.1016/0304-405x(95)00870-k
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.1016/0165-1889(92)90051-f
The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model
resolves10.1086/262030
Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
resolves10.1016/b978-044450899-7.50026-9
Can Heterogeneity, Undiversified Risk, and Trading Frictions Solve the Equity Premium Puzzle?
resolves10.1111/j.1540-6261.2004.00634.x
Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets
resolves10.1016/0304-3932(94)90022-1
Asset pricing with undiversifiable income risk and short sales constraints
resolves10.1016/0022-0531(71)90038-x
Optimum consumption and portfolio rules in a continuous-time model
resolves10.2469/faj.v47.n4.60
Discounts on Restricted Stock: The Impact of Illiquidity on Stock Prices
The 9 references without a DOI — listed, not checked
no DOI — not checkedAn empirical examination of the amortized spread
no DOI — not checkedref12
no DOI — not checkedref35
no DOI — not checkedThe Equity Premium: It's Still a Puzzle
no DOI — not checkedref42
no DOI — not checkedHandbook of the Equity Risk Premium
no DOI — not checkedWebsite data sourced from the Federal Reserve Bank of New York
no DOI — not checkedDo Stock Prices Move Too Much to be Justified by Subsequent Movements in Dividends?
no DOI — not checkedref59
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