Reference health

A Model of Self-Reinforcing Financial Fads

https://doi.org/10.2139/ssrn.1508888
CiteStamped reference-health badge
60/60 checkable references clean · checked 2026-08-28

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 60 checked references that resolve
resolves10.1111/1468-0262.00393
Bubbles and Crashes
resolves10.1006/jeth.1993.1067
Finite Bubbles with Short Sale Constraints and Asymmetric Information
resolves10.1111/j.1540-6261.2005.00805.x
Arbitraging Arbitrageurs
resolves10.3386/w5926
A Model of Investor Sentiment
resolves10.1093/rfs/9.1.69
Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options
resolves10.1016/0165-4101(80)90013-0
The information content of security prices
resolves10.1111/0022-1082.00388
Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock
resolves10.1086/261849
A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades
resolves10.1016/0022-0531(82)90007-2
Learning, estimation, and the stability of rational expectations
resolves10.1111/j.1540-6261.1992.tb04681.x
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
resolves10.1093/0198296983.001.0001
Asset Pricing under Asymmetric Information
resolves10.1111/j.1540-6261.2004.00690.x
Hedge Funds and the Technology Bubble
resolves10.1093/rfs/hhn098
Market Liquidity and Funding Liquidity
resolves10.1111/j.1467-6419.1989.tb00056.x
BUBBLES AND FADS IN ASSET PRICES
resolves10.1111/j.1540-6261.1996.tb05222.x
Momentum Strategies
resolves10.1111/0022-1082.00077
Investor Psychology and Security Market Under‐ and Overreactions
resolves10.1111/j.1540-6261.1985.tb05004.x
Does the Stock Market Overreact?
resolves10.3386/w2880
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
resolves10.1016/j.jmateco.2005.03.002
Informational cascades with endogenous prices: The role of risk aversion
resolves10.2307/2331416
Price Barriers in the Dow Jones Industrial Average
resolves10.2307/2298042
Search Decisions with Limited Memory
resolves10.1086/375254
Informed Trading, Investment, and Welfare*
resolves10.1111/j.1540-6261.2004.00666.x
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
resolves10.1017/CBO9780511808098.002
Introduction – Heuristics and Biases: Then and Now
resolves10.1016/0304-405x(85)90044-3
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
resolves10.1016/j.jfineco.2008.08.004
Inexperienced investors and bubbles
resolves10.1016/s0304-405x(02)00228-3
Equilibrium and welfare in markets with financially constrained arbitrageurs
resolves10.1093/rfs/4.3.389
Stock Price Clustering and Discreteness
resolves10.1016/0022-0531(82)90005-9
Rational expectations equilibrium with conditioning on past prices: A mean-variance example
resolves10.1111/0022-1082.00379
Investor Psychology and Asset Pricing
resolves10.1016/j.jfineco.2005.05.006
Feedback and the success of irrational investors☆
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1093/rfs/hhj016
A Trade-Based Analysis of Momentum
resolves10.1111/0022-1082.00266
Discussion
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1016/j.jet.2003.12.003
Analogy-based expectation equilibrium
resolves10.1057/9780230536753
Manias, Panics and Crashes
resolves10.1111/j.1540-6261.1994.tb04772.x
Contrarian Investment, Extrapolation, and Risk
resolves10.1111/0022-1082.00280
Price Momentum and Trading Volume
resolves10.1111/1467-937x.00066
Market Crashes and Informational Avalanches
resolves10.2307/2937816
Fads, Martingales, and Market Efficiency
resolves10.2307/1911512
The Present-Value Relation: Tests Based on Implied Variance Bounds
resolves10.1111/0022-1082.00265
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
resolves10.1016/0304-405x(76)90022-2
Option pricing when underlying stock returns are discontinuous
resolves10.1162/qjec.2008.123.2.577
Coarse Thinking and Persuasion<sup>*</sup>
resolves10.1287/opre.13.2.258
Clustering of Stock Prices
resolves10.1111/0022-1082.00188
Herding and Feedback Trading by Institutional and Individual Investors
resolves10.1016/s0076-5392(08)x6065-5
Markov Processes and Learning Models
resolves10.1111/0022-1082.00078
Volume, Volatility, Price, and Profit When All Traders Are Above Average
resolves10.2139/ssrn.967714
Feedback Effects and Asset Prices
resolves10.2139/ssrn.913728
Herding and Contrarian Behavior in Financial Markets
resolves10.1086/378531
Overconfidence and Speculative Bubbles
resolves10.3386/w0456
Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
resolves10.1111/j.1540-6261.1997.tb03807.x
The Limits of Arbitrage
resolves10.1016/j.euroecorev.2005.09.001
Price clustering and natural resistance points in the Dutch stock market: A natural experiment
resolves10.1257/0002828043052268
Riding the South Sea Bubble
resolves10.2307/1911868
On the Possibility of Speculation under Rational Expectations
resolves10.3386/w14523
An Institutional Theory of Momentum and Reversal
resolves10.2307/2298057
A Model of Intertemporal Asset Prices Under Asymmetric Information
resolves10.1016/j.jfineco.2008.07.002
Technical analysis: An asset allocation perspective on the use of moving averages☆
The 5 references without a DOI — listed, not checked
no DOI — not checkedNote that G L,t and G U,t are continuous in ? and ?. Furthermore, ?l u,t (?; ?) ? ?l(?) as ? ? 0 and ?l d,t (?; ?) ? ??l(?) as ? ? 0. Therefore, there exists a sufficiently small ? such that ? L,t (?) ? (? L ? ?, ? L + ?) and ? U,t (?) ? (? U ? ?, ? U + ?) for arbitrarily small ? > 0. Therefore, ? t (?) converges to ? ? (? L , ? U ) when ? is sufficiently small. There exists � ? which makes
no DOI — not checkedMultidimensional Uncertainty and Herd Behavior in Financial Markets
no DOI — not checkedChartists, Fundamentalists, and Trading in the Foreign Exchange Market
no DOI — not checkedOn the Impossiblity of Informationally Efficient Markets
no DOI — not checkedref41
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 2026-08-28 — 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.1508888"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1508888/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.1508888/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.1508888)