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Cross-Sectional Return Dispersion and the Equity Premium

https://doi.org/10.2139/ssrn.2021346
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1 of 35 checkable references need attention · checked 2026-08-28

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.

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References needing attention

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The 34 checked references that resolve
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resolves10.1016/s0304-405x(97)00002-0
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An econometric analysis of nonsynchronous trading
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Stock market dispersion and unemployment
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resolves10.1287/mnsc.1120.1557
Intertemporal CAPM with Conditioning Variables
resolves10.1093/rof/rfs025
The “Fed Model” and the Predictability of Stock Returns
resolves10.1093/rof/rfs050
Another Look at the Stock Return Response to Monetary Policy Actions
resolves10.1017/s0022109015000058
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks
resolves10.1016/j.jeconom.2006.07.020
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resolves10.2307/1913811
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resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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Liquidity Risk and Expected Stock Returns
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Stock Return Predictability and The Role of Monetary Policy
resolves10.1016/j.jfineco.2010.02.011
Average correlation and stock market returns
resolves10.1016/s0304-405x(98)00020-8
Book-to-market ratios as predictors of market returns
resolves10.2139/ssrn.2566541
Industry Interdependencies and Cross-Industry Return Predictability
resolves10.1093/rfs/hhp063
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
resolves10.1016/0304-405x(89)90086-x
Drawing inferences from statistics based on multiyear asset returns
resolves10.1086/378531
Overconfidence and Speculative Bubbles
resolves10.1016/j.jfineco.2011.12.001
The short of it: Investor sentiment and anomalies
resolves10.1016/s1386-4181(02)00044-7
Firm-level return dispersion and the future volatility of aggregate stock market returns
resolves10.1017/s0022109010000384
Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums
resolves10.1086/422634
On Predicting Stock Returns with Nearly Integrated Explanatory Variables
resolves10.1016/s0304-405x(03)00065-5
Long-horizon regressions: theoretical results and applications
The 1 reference without a DOI — listed, not checked
no DOI — not checkedref17
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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