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Time-Varying Beta: A Boundedly Rational Equilibrium Approach

https://doi.org/10.2139/ssrn.1695334
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1 of 45 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.

4 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 work10.1007/3-540-34625-2_9
The 44 checked references that resolve
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An exploration of the effects of pessimism and doubt on asset returns
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Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM
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Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
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A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
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MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES
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On the performance of efficient portfolios
resolves10.1016/0304-4076(86)90063-1
Generalized autoregressive conditional heteroskedasticity
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Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model
resolves10.1086/261527
A Capital Asset Pricing Model with Time-Varying Covariances
resolves10.1111/j.1540-6261.1995.tb05189.x
Good News, Bad News, Volatility, and Betas
resolves10.2307/2171879
A Rational Route to Randomness
resolves10.1016/s0165-1889(98)00011-6
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
resolves10.1257/0002828043052240
Bad Beta, Good Beta
resolves10.1080/1350486042000260072
The Dynamic Interaction of Speculation and Diversification
resolves10.1016/j.jebo.2005.08.005
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework
resolves10.1016/b978-012374258-2.50009-9
Heterogeneity, Market Mechanisms, and Asset Price Dynamics
resolves10.1080/1351847x.2010.481457
Do heterogeneous beliefs diversify market risk?
resolves10.1007/978-3-642-04023-8_19
A Framework for CAPM with Heterogeneous Beliefs
resolves10.1016/s0165-1889(01)00059-8
Dynamics of beliefs and learning under -processes — the heterogeneous case
resolves10.1016/j.jedc.2005.08.014
A dynamic analysis of moving average rules
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Some Further Evidence on the Stochastic Properties of Systematic Risk
resolves10.1016/0167-2681(90)90061-h
Bulls, bears and market sheep
resolves10.1006/jeth.1994.1017
Intertemporal Asset Pricing with Heterogeneous Beliefs
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.2307/2330525
Beta as a Random Coefficient
resolves10.1111/j.1540-6261.2006.01054.x
The Value Premium and the CAPM
resolves10.1080/14697680400008627
What really causes large price changes?
resolves10.2307/1912559
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
resolves10.1016/0304-4076(90)90093-9
Analysis of time series subject to changes in regime
resolves10.1016/s0927-5398(01)00036-6
The specification of conditional expectations
resolves10.1016/j.jedc.2006.11.008
Power-law behaviour, heterogeneity, and trend chasing
resolves10.1007/s00199-006-0175-6
On non-ergodic asset prices
resolves10.1111/j.1540-6261.1996.tb05201.x
The Conditional CAPM and the Cross‐Section of Expected Returns
resolves10.1257/jep.6.2.117
Whom or What Does the Representative Individual Represent?
resolves10.1111/j.1540-6261.1995.tb05171.x
Another Look at the Cross‐section of Expected Stock Returns
resolves10.1016/j.jfineco.2005.05.012
The conditional CAPM does not explain asset-pricing anomalies☆
resolves10.2307/2330056
The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets
resolves10.1016/j.chaos.2016.01.020
Financial power laws: Empirical evidence, models, and mechanisms
resolves10.1016/j.jedc.2003.05.001
Learning to predict rationally when beliefs are heterogeneous
resolves10.1017/s1365100504040040
MULTIASSET MARKET DYNAMICS
resolves10.1016/j.jedc.2004.12.004
The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
resolves10.1016/0304-405x(77)90019-8
Capital asset prices with heterogeneous beliefs
resolves10.1016/s0165-1889(97)00076-6
Effects of financial innovations on market volatility when beliefs are heterogeneous
The 4 references without a DOI — listed, not checked
no DOI — not checkedDependence of ex-post on : monthly(b2) Dependence of ex-post on : weekly (b1) Dependence of ex-post ? on ?: monthly (b2) Dependence of ex-post ? on ?: weekly (c1) Dependence of ex-post on q: monthly (c2) Dependence of ex-post on q: weekly (c1) Dependence of ex-post ? on q: monthly (c2) Dependence of ex-post ? on q: weekly (d1) Dependence of ex-post on : monthly (d1) Dependence of ex-post ? on ?: monthly (d2) Dependence of ex
no DOI — not checkedof Handbook of Computational Economics
no DOI — not checkedref37
no DOI — not checkedof Handbook of Computational Economics
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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