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Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors

https://doi.org/10.2139/ssrn.1364834
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9/9 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.

3 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 9 checked references that resolve
resolves10.2139/ssrn.918479
Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk
resolves10.1111/1540-6261.00454
Range‐Based Estimation of Stochastic Volatility Models
resolves10.1080/07350015.1996.10524661
Small-Sample Bias in GMM Estimation of Covariance Structures
resolves10.1111/j.1540-6261.2006.00836.x
The Cross‐Section of Volatility and Expected Returns
resolves10.1111/j.1540-6261.2005.00776.x
Consumption, Dividends, and the Cross Section of Equity Returns
resolves10.1016/0304-405x(81)90018-0
The relationship between return and market value of common stocks
resolves10.1111/j.1540-6261.2004.00678.x
Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1257/0002828043052240
Bad Beta, Good Beta
The 3 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedIntertemporal Asset Pricing without Consumption Data
no DOI — not checkedLarge Sample Properties of Generalized Method of Moments Estimators
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.

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