Reference health
Economic Activity and Momentum Profits: Further Evidence
74/74 checkable references clean · checked 2026-10-19
Every reference with a DOI or an arXiv id 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.
6 with no DOI or arXiv id: not checked. A reference deposited without a DOI is checked only when it names an arXiv id, under that id’s DataCite DOI. The rest are never matched by title or guessed at; they stay outside the checked set, and this line says so.
The 74 checked references that resolve
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Consumption, Dividends, and the Cross Section of Equity Returns
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What do asset prices have to say about risk appetite and uncertainty?
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State variables, macroeconomic activity, and the cross section of individual stocks
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Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
resolves10.1111/j.1540-6261.1996.tb02690.x
Measuring Fund Strategy and Performance in Changing Economic Conditions
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Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
resolves10.1093/rfs/14.1.29
Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing
resolves10.1086/260910
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
resolves10.1093/rfs/5.3.357
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement
resolves10.1111/j.1540-6261.2007.01253.x
Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns
resolves10.1111/j.1540-6261.1996.tb05201.x
The Conditional CAPM and the Cross‐Section of Expected Returns
resolves10.1111/0022-1082.00053
An Asymptotic Theory for Estimating Beta‐Pricing Models Using Cross‐Sectional Regression
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.3386/w15047
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
resolves10.1086/323282
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
resolves10.1016/s0304-405x(99)00030-6
The time-series relations among expected return, risk, and book-to-market
resolves10.2307/1924119
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
resolves10.1016/j.jfineco.2005.12.002
The empirical risk–return relation: A factor analysis approach☆
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/j.jfineco.2012.06.005
‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables
resolves10.1111/j.1540-6261.2006.00849.x
Do the Fama–French Factors Proxy for Innovations in Predictive Variables?
resolves10.1016/0304-405x(77)90009-5
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
resolves10.1111/j.1540-6261.1964.tb02865.x
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
resolves10.1198/016214502388618960
Forecasting Using Principal Components From a Large Number of Predictors
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
The 6 references with no DOI or arXiv id, listed, not checked
no DOI — not checkedref18
no DOI — not checkedFinancial Markets and the real economy
no DOI — not checkedref20
no DOI — not checkedref22
no DOI — not checkedref56
no DOI — not checkedref61
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