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The Systematic and Non-Systematic Variations in the Correlations of Stock Returns

https://doi.org/10.2139/ssrn.1591911
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19/19 checkable references clean · checked 2026-10-18

Every reference with a DOI or an arXiv id 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 with no DOI or arXiv id: not checked. A reference deposited without a DOI is checked only when it names an arXiv id, under that id’s DataCite DOI. The rest are never matched by title or guessed at; they stay outside the checked set, and this line says so.

The 19 checked references that resolve
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Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
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Comovement
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Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
resolves10.2307/1911242
A Theory of the Term Structure of Interest Rates
resolves10.1016/0304-405x(79)90013-8
Risk measurement when shares are subject to infrequent trading
resolves10.1016/0304-405x(89)90095-0
Business conditions and expected returns on stocks and bonds
resolves10.1016/0304-405x(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1111/0022-1082.00494
No Contagion, Only Interdependence: Measuring Stock Market Comovements
resolves10.1007/978-1-4757-3314-3_5
Crisis Transmission: Evidence from the Debt, Tequila, and Asian Flu Crises
resolves10.1016/j.jfineco.2004.11.003
R2 around the world: New theory and new tests☆
resolves10.1007/978-3-662-13043-8_2
Essentials of Probability Theory and Mathematical Statistics
resolves10.2307/1913837
Asset Prices in an Exchange Economy
resolves10.1016/s0304-405x(00)00071-4
The information content of stock markets: why do emerging markets have synchronous stock price movements?
resolves10.2307/2118460
The Comovement of Stock Prices
resolves10.1111/j.1540-6261.1988.tb04591.x
R2
resolves10.1111/j.1540-6261.1989.tb02401.x
Information and Volatility: The No‐Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
resolves10.1016/0304-405x(77)90016-2
An equilibrium characterization of the term structure
resolves10.1093/rfs/12.5.975
Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model
resolves10.1111/0022-1082.00227
How Does Information Quality Affect Stock Returns?
The 3 references with no DOI or arXiv id, listed, not checked
no DOI — not checkedref17
no DOI — not checkedref21
no DOI — not checkedref22
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. If Crossref’s record marks the work itself retracted, withdrawn, or removed, the badge says so instead of showing clean. It says nothing about the quality, findings, or importance of the work itself, and nothing about references with neither a DOI nor an arXiv id.

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