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Short-Term Momentum and Reversals in Large Stocks

https://doi.org/10.2139/ssrn.2029984
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14/14 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

7 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.

The 14 checked references that resolve
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Price Momentum and Idiosyncratic Volatility
resolves10.1111/j.1540-6261.2006.01060.x
Liquidity and Autocorrelations in Individual Stock Returns
resolves10.1111/j.1540-6261.2007.01282.x
Momentum and Credit Rating
resolves10.3386/w5926
A Model of Investor Sentiment
resolves10.1016/s1386-4181(00)00003-3
Underreactions, overreactions and moderated confidence
resolves10.1111/j.1540-6261.1996.tb05222.x
Momentum Strategies
resolves10.1080/07350015.1997.10524715
Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency
resolves10.1111/0022-1082.00077
Investor Psychology and Security Market Under‐ and Overreactions
resolves10.1111/j.1540-6261.1985.tb05004.x
Does the Stock Market Overreact?
resolves10.1016/0304-405x(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1111/j.1540-6261.2004.00695.x
The 52‐Week High and Momentum Investing
resolves10.1111/j.1540-6261.2008.01320.x
The Long‐Lasting Momentum in Weekly Returns
resolves10.1111/j.0732-8516.2005.00091.x
Distinguishing Between Rationales for Short-Horizon Predictability of Stock Returns
resolves10.1111/j.1540-6261.2006.00831.x
Information Uncertainty and Stock Returns
The 7 references without a DOI — listed, not checked
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no DOI — not checkedref21
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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