Reference health
Information Percolation Driving Volatility
1 of 56 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.
13 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 work10.2307/2326627
The 55 checked references that resolve
resolves10.1111/j.1540-6261.1996.tb05206.x
Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility
resolves10.1111/j.1540-6261.1997.tb02722.x
Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns
resolves10.1257/aer.96.3.552
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
resolves10.1016/s0304-4076(03)00088-5
Kurtosis of GARCH and stochastic volatility models with non-normal innovations
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1016/j.jfineco.2008.10.006
What drives volatility persistence in the foreign exchange market?☆
resolves10.1080/07350015.1999.10524793
Equity Trading Volume and Volatility: Latent Information Arrivals and Common Long-Run Dependencies
resolves10.1111/j.1540-6261.2008.01364.x
Neighbors Matter: Causal Community Effects and Stock Market Participation
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.2307/2676241
Prices as Aggregators of Private Information: Evidence from S&P 500 Futures Data
resolves10.2307/1913889
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
resolves10.1016/0304-405x(81)90026-x
Information aggregation in a noisy rational expectations economy
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.3386/w13724
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
resolves10.1111/0022-1082.00355
How Distance, Language, and Culture Influence Stockholdings and Trades
resolves10.1111/j.1540-6261.2005.00817.x
Thy Neighbor's Portfolio: Word‐of‐Mouth Effects in the Holdings and Trades of Money Managers
resolves10.1111/j.1540-6261.2005.00730.x
Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments
resolves10.1111/j.1540-6261.1990.tb05088.x
Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
resolves10.3386/w11144
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
resolves10.1111/j.1540-6261.1989.tb02401.x
Information and Volatility: The No‐Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
resolves10.1016/0167-2681(89)90076-0
Survey evidence on diffusion of interest and information among investors
resolves10.1093/rfs/11.2.419
Stock Price Volatility in a Multiple Security Overlapping Generations Model
resolves10.1111/j.1540-6261.2008.01315.x
Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry
The 13 references without a DOI — listed, not checked
no DOI — not checkedref6
no DOI — not checkedref13
no DOI — not checkedref20
no DOI — not checkedref23
no DOI — not checkedThe social cost of near-rational investment. NBER Working Papers 17027
no DOI — not checkedref46
no DOI — not checkedThe term structures of equity and interest rates. NBER Working Papers 14698
no DOI — not checkedref55
no DOI — not checkedref56
no DOI — not checkedref59
no DOI — not checkedCapital asset prices: A theory of market equilibrium under conditions of risk
no DOI — not checkedref63
no DOI — not checkedref68
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