Reference health
The Boats That Did Not Sail: Evidence on the Sources of Asset Price Volatility from an 18th Century Natural Experiment
4 of 66 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.
25 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 work10.2307/2329034
does not resolve to a known work10.2307/2328693
does not resolve to a known work10.2307/2329348
does not resolve to a known work10.2307/2328636
The 62 checked references that resolve
resolves10.1111/0022-1082.85732
Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
resolves10.1111/0022-1082.00326
Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns
resolves10.1016/s0927-5398(00)00002-5
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
resolves10.1016/j.jfineco.2004.06.017
Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market
resolves10.2307/2596201
Investment and Empire in the Later Eighteenth Century: East India Stockholding, 1756-1791
resolves10.1016/0378-4266(95)00041-0
Information, trading and stock returns: Lessons from dually-listed securities
resolves10.1016/s0304-405x(03)00146-6
Stock price reaction to news and no-news: drift and reversal after headlines
resolves10.1016/s0927-5398(97)00012-1
Public information releases, private information arrival and volatility in the foreign exchange market
resolves10.1111/j.1465-7295.2000.tb00002.x
A common‐features analysis of Amsterdam and London financial markets during the eighteenth century
resolves10.1017/cbo9780511757419.007
The bell jar: Commercial interest rates between two revolutions, 1688–1789
resolves10.1111/j.1540-6261.2006.01007.x
Information, Trading, and Volatility: Evidence from Weather‐Sensitive Markets
resolves10.1111/0022-1082.00172
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information
resolves10.1016/1057-5219(95)90004-7
Trading hours, information flow, and international cross-listing
resolves10.1016/0304-405x(85)90044-3
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
resolves10.1086/209736
Similarities in the Distribution of Stock Market Price Changes between the Eighteenth and Twentieth Centuries
resolves10.3386/w15020
Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture
resolves10.2139/ssrn.891735
Driven to Distraction: Extraneous Events and Underreaction to Earnings News
resolves10.1111/0022-1082.00330
Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar
resolves10.1016/s0378-4266(03)00126-2
Public information arrival and volatility of intraday stock returns
resolves10.1093/rfs/10.4.1035
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
resolves10.1111/1468-0297.00558
Public Information Arrival, Exchange Rate Volatility, and Quote Frequency
resolves10.1017/s0022050700047434
The Integration and Efficiency of the London and Amsterdam Stock Markets in the Eighteenth Century
resolves10.3386/w0456
Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
The 25 references without a DOI — listed, not checked
no DOI — not checkedref12
no DOI — not checkedref19
no DOI — not checkedDiscount rates
no DOI — not checkedref23
no DOI — not checkedPrice discovery in fragmented markets
no DOI — not checkedref28
no DOI — not checkedref29
no DOI — not checkedTechnology, communication and the performance of financial market
no DOI — not checkedVoorgeschiedenis en ontstaan van het Financi�le dagblad
no DOI — not checkedLunch break and intraday volatility of stock returns : An hourly data analysis of Tokyo and New York stock markets
no DOI — not checkedref61
no DOI — not checkedref62
no DOI — not checkedPredictive Regressions: A Present-Value Approach
no DOI — not checkedref66
no DOI — not checkedModelling round-the-clock price discovery for cross-listed stocks using state space methods
no DOI — not checkedref69
no DOI — not checkedref74
no DOI — not checkedref75
no DOI — not checkedHet nooteeringsvraagstuk aan de Amsterdamsche effectenbeurs in de eertse helft der negentiende eeuw
no DOI — not checkedref78
no DOI — not checkedOrange juice and weather
no DOI — not checkedWhat happened to liquidity when World War I shut the NYSE?
no DOI — not checkedref88
no DOI — not checkedRiding the South Sea Bubble
no DOI — not checkedref91
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