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The Drivers of Downside Equity Tail Risk

https://doi.org/10.2139/ssrn.2240135
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1 of 16 checkable references need attention · checked 2026-08-11

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

does not resolve to a known work10.2307/2328473
The 15 checked references that resolve
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Asset pricing and the bid-ask spread
resolves10.1016/0304-405x(77)90003-4
Portfolio choice and equilibrium in capital markets with safety-first investors
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The relationship between return and market value of common stocks
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INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
resolves10.1016/s1386-4181(97)00004-9
Liquidity and stock returns: An alternative test
resolves10.1007/0-387-34471-3
Extreme Value Theory
resolves10.1016/j.jfi.2009.04.001
Back to the basics in banking? A micro-analysis of banking system stability
resolves10.2307/2329112
The Cross-Section of Expected Stock Returns
resolves10.1111/j.2517-6161.1982.tb01183.x
On Some Simple Estimates of an Exponent of Regular Variation
resolves10.1093/jjfinec/nbi004
Portfolio Diversification Effects of Downside Risk
resolves10.1016/j.jempfin.2006.06.004
Portfolio selection with heavy tails
resolves10.1016/j.insmatheco.2007.06.006
Portfolio diversification under local and moderate deviations from power laws
resolves10.2307/2109682
On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective
resolves10.1016/s0927-5398(03)00005-7
Testing for differences in the tails of stock-market returns
resolves10.1016/j.insmatheco.2010.01.010
Dependence structure of risk factors and diversification effects
The 2 references without a DOI — listed, not checked
no DOI — not checkedref16
no DOI — not checkedref18
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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