Reference health

Is World Stock Market Co-Movement Changing?

https://doi.org/10.2139/ssrn.2024770
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2 of 19 checkable references need attention · checked 2026-08-29

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.

2 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 work10.2307/2334380
does not resolve to a known work10.2307/2328367
The 17 checked references that resolve
resolves10.1111/1468-0262.00273
Determining the Number of Factors in Approximate Factor Models
resolves10.1111/j.1540-6261.2009.01512.x
International Stock Return Comovements
resolves10.3905/jpm.2005.570152
Country versus Region Effects in International Stock Returns
resolves10.1017/s0022109000003446
Characterizing World Market Integration through Time
resolves10.1016/0304-405X(86)90027-9
Performance measurement with the arbitrage pricing theory
resolves10.1111/j.1540-6261.1996.tb05204.x
Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings
resolves10.1093/rfs/15.3.783
Are the Fama and French Factors Global or Country Specific?
resolves10.1016/0304-405x(94)90028-0
Does industrial structure explain the benefits of international diversification?
resolves10.2307/2333955
Relations Between Two Sets of Variates
resolves10.1016/s0304-405x(01)00079-4
Extracting factors from heteroskedastic asset returns
resolves10.1016/s0304-405x(97)00023-8
Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan
resolves10.1016/j.jeconom.2008.08.019
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
resolves10.1007/bf02295646
Exact Distributions of Intraclass Correlation and Cronbach's Alpha with Gaussian Data and General Covariance
resolves10.2307/1913712
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
resolves10.1016/j.jeconom.2009.03.011
Estimating deterministic trends with an integrated or stationary noise component
resolves10.1090/s0002-9939-1950-0034746-2
Canonical positive definite matrices under internal linear transformations
resolves10.1163/2542-4947-cuba-1965
Haydee Santamaría, 1991, 1994, 1998, 2000, 2002, 2003, 2006-2009, 2013
The 2 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref20
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.

checked 2026-08-29 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

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