Reference health
Time Varying Market Efficiency
1 of 52 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.
5 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 work10.2307/2329262
The 51 checked references that resolve
resolves10.1016/j.jfineco.2013.03.003
Limits to arbitrage and hedging: Evidence from commodity markets
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/j.jfineco.2007.07.001
Dumb money: Mutual fund flows and the cross-section of stock returns
resolves10.1111/j.1540-6261.2009.01497.x
The Relation between Price and Performance in the Mutual Fund Industry
resolves10.1111/j.1540-6261.2009.01469.x
Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data
resolves10.1111/j.1540-6261.2007.01236.x
Participation Costs and the Sensitivity of Fund Flows to Past Performance
resolves10.1086/467244
Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry
resolves10.1016/s1386-4181(99)00013-0
The capital asset pricing model and the liquidity effect: A theoretical approach
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1111/j.1540-6261.2012.01780.x
Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
resolves10.1111/j.1540-6261.2012.01750.x
Mutual Fund Trading Pressure: Firm‐Level Stock Price Impact and Timing of SEOs
resolves10.1016/s0165-4101(01)00038-6
Market efficiency and accounting research: a discussion of ‘capital market research in accounting’ by S.P. Kothari
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/0165-4101(89)90017-7
Financial statement analysis and the prediction of stock returns
resolves10.2307/2672906
Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
The 5 references without a DOI — listed, not checked
no DOI — not checkedInvestment performance of common stocks in relation to their price-earnings ratio: A test of the efficient market hypothesis
no DOI — not checkedAlternative factor specifications, security characteristics, and the cross-section of expected stock returns
no DOI — not checkedref11
no DOI — not checkedref22
no DOI — not checkedDo stock prices fully reflect information in accruals and cash 35 flows about future earnings?
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