Reference health
Too Small or Too Low? New Evidence on the 4-Factor Model
1 of 41 checkable references need attention · checked 2026-08-05
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.
9 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 work10.2307/2328473
The 40 checked references that resolve
resolves10.1111/j.1540-6261.1986.tb04548.x
Sample‐Dependent Results Using Accounting and Market Data: Some Evidence
resolves10.1086/295634
A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices
resolves10.1017/s0022109009990111
Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?
resolves10.2139/ssrn.265848
Momentum, Legal Systems and Ownership Structure: An Analysis of Asian Stock Markets
resolves10.1111/0022-1082.00344
Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?
resolves10.1177/031289620102600101
An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors
resolves10.1080/0960310042000176353
A simple test of the Fama and French model using daily data: Australian evidence
resolves10.1016/s0148-6195(97)00006-4
An examination of the cross-sectional relationship of beta and return: UK evidence
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1111/0022-1082.00342
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
resolves10.1111/j.1540-6261.1997.tb01113.x
On The Robustness of Size and Book‐to‐Market in Cross‐Sectional Regressions
resolves10.1016/j.intfin.2003.09.001
Evidence to support the four-factor pricing model from the Canadian stock market
resolves10.1111/j.1540-6261.1991.tb02672.x
Using Generalized Method of Moments to Test Mean‐Variance Efficiency
resolves10.1016/j.irfa.2004.02.012
On the source of contrarian and momentum strategies in the Italian equity market
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1111/1468-0300.00093
The Stability of the Relation Between the Stock Market and Macroeconomic Forces
The 9 references without a DOI — listed, not checked
no DOI — not checkedThe Capital Asset Pricing Model: Some Empirical Tests
no DOI — not checkedref24
no DOI — not checkedref26
no DOI — not checkedref28
no DOI — not checkedref30
no DOI — not checkedref31
no DOI — not checkedOn the Robustness of the Fama and French Multifactor Model: Evidence from France, Germany, and the United Kingdom
no DOI — not checkedConstructing Fama-French Factors from style indexes: Japanese evidence
no DOI — not checkedref47
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