Reference health

Expectations of Risk and Return Among Household Investors: Are Their Sharpe Ratios Countercyclical?

https://doi.org/10.2139/ssrn.1327134
CiteStamped reference-health badge
1 of 43 checkable references need attention · checked 2026-08-02

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.

13 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 work10.2307/1267936
The 42 checked references that resolve
resolves10.1016/s1574-0102(03)01027-6
Chapter 18 A survey of behavioral finance
resolves10.3386/w13711
Managerial Overconfidence and Corporate Policies
resolves10.1037//0022-3514.59.5.960
Gender differences in the accuracy of self-evaluations of performance.
resolves10.1111/j.1540-6261.2007.01226.x
On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
resolves10.1111/j.1755-053x.2005.tb00109.x
Using Expectations to Test Asset Pricing Models
resolves10.1086/427633
Investor Sentiment and Asset Valuation
resolves10.1111/0272-4332.00063
What Number is “Fifty‐Fifty”?: Redistributing Excessive 50% Responses in Elicited Probabilities
resolves10.1111/j.1540-6261.2004.00690.x
Hedge Funds and the Technology Bubble
resolves10.3386/w12809
Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.1515/9781400830213
The Econometrics of Financial Markets
resolves10.3386/w11323
Expected Returns, Yield Spreads, and Asset Pricing Tests
resolves10.1111/0022-1082.00384
Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets
resolves10.1257/0895330041371303
How Should We Measure Consumer Confidence?
resolves10.3386/w11313
Measuring and Interpreting Expectations of Equity Returns
resolves10.1257/aer.90.3.391
Habit Formation in Consumer Preferences: Evidence from Panel Data
resolves10.1111/0022-1082.00144
Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests
resolves10.1016/0304-405x(89)90095-0
Business conditions and expected returns on stocks and bonds
resolves10.1111/1540-6261.00437
The Equity Premium
resolves10.1207/S15327760JPFM0301_08
Blowing Bubbles
resolves10.1111/1475-679x.00007
Toward an Implied Cost of Capital
resolves10.1093/rfs/14.1.1
Learning to Be Overconfident
resolves10.1093/rof/rfm008
Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns
resolves10.3386/w8678
Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective
resolves10.1002/(sici)1099-1255(199609)11:5<573::aid-jae413>3.0.co;2-t
Stock market volatility and the business cycle
resolves10.1111/0022-1082.00379
Investor Psychology and Asset Pricing
resolves10.1214/aoms/1177703732
Robust Estimation of a Location Parameter
resolves10.1111/j.1540-6261.1991.tb03746.x
Investor Sentiment and the Closed‐End Fund Puzzle
resolves10.1093/rfs/hhj038
Consumer Confidence and Asset Prices: Some Empirical Evidence
resolves10.1111/0022-1082.00347
Consumption, Aggregate Wealth, and Expected Stock Returns
resolves10.2307/1914185
Prospect Theory: An Analysis of Decision under Risk
resolves10.3386/w14813
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?
resolves10.3386/w12814
Predictive Systems: Living with Imperfect Predictors
resolves10.3386/w10794
Investor Sentiment Measures
resolves10.2139/ssrn.928248
Habit Formation and Keeping Up with the Joneses: Evidence from Micro Data
resolves10.2307/1926559
Lifetime Portfolio Selection By Dynamic Stochastic Programming
resolves10.1111/j.1540-6261.1989.tb02647.x
Why Does Stock Market Volatility Change Over Time?
resolves10.1207/s15327760jpfm0204_1
Do Investors Expect Higher Returns From Safer Stocks Than From Riskier Stocks?
resolves10.1016/b978-012374356-5.50024-3
Behavioral Black-Scholes
resolves10.3905/jpm.1995.409506
Making Sense of Beta, Size, and Book-to-Market
resolves10.1016/s0304-405x(99)00041-0
Predictive regressions
resolves10.1126/science.185.4157.1124
Judgment under Uncertainty: Heuristics and Biases
The 13 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedInvestor Psychology and Security Market Under-and Overreactions
no DOI — not checkedRisk and Volatility: Econometric Models and Financial Practice
no DOI — not checkedConsumer Confidence and Stock Returns
no DOI — not checkedsrd1: How robust is robust regression?
no DOI — not checkedref37
no DOI — not checkedHerding and Feedback Trading by Institutional and Individual Investors
no DOI — not checkedViews of Financial Economists on the Equity Premium and on Professional Controversies
no DOI — not checkedref52
no DOI — not checkedref53
no DOI — not checkedref54
no DOI — not checkedref55
no DOI — not checkedref56
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.

checked 2026-08-02 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.1327134"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1327134/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.1327134/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.1327134)