Reference health

When Does Idiosyncratic Risk Really Matter?

https://doi.org/10.2139/ssrn.1561262
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3 of 28 checkable references need attention · checked 2026-08-27

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.

6 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 work10.2307/2329067
does not resolve to a known work10.2307/2328367
does not resolve to a known work10.1016/j.jbankfin.2004.05.021
The 25 checked references that resolve
resolves10.1111/j.1540-6261.2008.01419.x
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk
resolves10.1093/rfs/hhl021
Stock Return Predictability: Is it There?
resolves10.1111/j.1540-6261.2006.00836.x
The Cross‐Section of Volatility and Expected Returns
resolves10.1017/s002210900000274x
Idiosyncratic Volatility and the Cross Section of Expected Returns
resolves10.1111/j.1540-6261.2005.00750.x
Does Idiosyncratic Risk Really Matter?
resolves10.1111/0022-1082.00367
Mental Accounting, Loss Aversion, and Individual Stock Returns
resolves10.1016/0304-405x(87)90045-6
Stock returns and the term structure
resolves10.1111/0022-1082.00318
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
resolves10.2139/ssrn.1569945
Long-Run Idiosyncratic Volatilities and Cross-Sectional Stock Returns
resolves10.1016/0304-405x(92)90016-q
Global financial markets and the risk premium on U.S. equity
resolves10.2139/ssrn.1016112
Short-Sale Constraints and the Idiosyncratic Volatility Puzzle: An Event Study Approach
resolves10.1016/0304-405x(87)90026-2
Expected stock returns and volatility
resolves10.1016/j.jfineco.2008.02.003
Idiosyncratic risk and the cross-section of expected stock returns
resolves10.1093/rof/rfn005
Equity Portfolio Diversification
resolves10.1111/1540-6261.00555
Idiosyncratic Risk Matters!
resolves10.1093/rfs/10.2.447
The Valuation of Nonsystematic Risks and the Pricing of Swedish Lottery Bonds
resolves10.1111/0022-1082.00244
Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk
resolves10.1257/00028280260344452
The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?
resolves10.2307/2330226
Nonmarketable Assets, Market Segmentation, and the Level of Asset Prices
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.2139/ssrn.199058
Asset Pricing with Idiosyncratic Risk and Overlapping Generations
resolves10.1016/0304-405x(89)90094-9
A Markov model of heteroskedasticity, risk, and learning in the stock market
resolves10.1111/j.1540-6261.1994.tb05150.x
Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns
resolves10.1016/j.jempfin.2003.04.002
Small levels of predictability and large economic gains
resolves10.1016/b978-1-4832-2930-0.50007-5
Meaningfulness in Paired-Associates Learning
The 6 references without a DOI — listed, not checked
no DOI — not checkedEvidence of Predictable Behavior of Security Returns
no DOI — not checkedref20
no DOI — not checkedref25
no DOI — not checkedref31
no DOI — not checkedref32
no DOI — not checkedref33
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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