Reference health

The Effect of Market Regimes on Style Allocation

https://doi.org/10.2139/ssrn.1322278
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42/42 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.

5 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 42 checked references that resolve
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A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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On Persistence in Mutual Fund Performance
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New Facts in Finance
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The Value Spread
resolves10.1002/0470867159
Applied Bayesian Modelling
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A Test of the Errors‐in‐Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts
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The Equity Premium
resolves10.1016/0304-405x(93)90023-5
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resolves10.1111/0022-1082.00080
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Conditioning Variables and the Cross Section of Stock Returns
resolves10.1111/j.1540-6261.2004.00695.x
The 52‐Week High and Momentum Investing
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On Stable Factor Structures in the Pricing of Risk: Do Time‐Varying Betas Help or Hurt?
resolves10.1111/1468-036X.00215
Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon
resolves10.1016/0304-405x(96)00875-6
Modeling the conditional distribution of interest rates as a regime-switching process
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Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
resolves10.1111/j.1468-0297.2004.00962.x
Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns
resolves10.2307/1912559
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
resolves10.1515/9780691218632
Time Series Analysis
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Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
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Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
resolves10.7551/mitpress/6444.001.0001
State-Space Models with Regime Switching
resolves10.1111/j.1540-6261.1997.tb01113.x
On The Robustness of Size and Book‐to‐Market in Cross‐Sectional Regressions
resolves10.1111/j.1540-6261.2004.00656.x
Are Momentum Profits Robust to Trading Costs?
resolves10.3905/jpm.1999.319770
The Profitability of Style Rotation Strategies in the United Kingdom
resolves10.1016/s0304-405x(00)00056-8
Can book-to-market, size and momentum be risk factors that predict economic growth?
resolves10.1016/s0927-5398(01)00043-3
Stock selection, style rotation, and risk
resolves10.1016/0022-0531(71)90038-x
Optimum consumption and portfolio rules in a continuous-time model
resolves10.1111/0022-1082.00146
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Persuasive evidence of market inefficiency
resolves10.2307/1926559
Lifetime Portfolio Selection By Dynamic Stochastic Programming
resolves10.1016/1062-9769(95)90055-1
Intertemporal stability in international stock market relationships: A revisit
The 5 references without a DOI — listed, not checked
no DOI — not checkedref27
no DOI — not checkedEquity style timing', Financial Analysts
no DOI — not checkedref42
no DOI — not checkedref43
no DOI — not checkedref44
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