Reference health

Skewness Preference and the Popularity of Technical Analysis

https://doi.org/10.2139/ssrn.2354962
CiteStamped reference-health badge
57/57 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.

5 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 57 checked references that resolve
resolves10.1016/j.jfineco.2012.06.001
Technical trading revisited: False discoveries, persistence tests, and transaction costs
resolves10.1111/0022-1082.00226
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
resolves10.1093/rfs/hhm079
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
resolves10.1287/mnsc.1110.1435
A Model of Casino Gambling
resolves10.1257/aer.98.5.2066
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
resolves10.3386/w5926
A Model of Investor Sentiment
resolves10.3386/w9222
A Survey of Behavioral Finance
resolves10.1016/j.jfineco.2011.10.005
Realization utility
resolves10.1002/bdm.443
Small feedback‐based decisions and their limited correspondence to description‐based decisions
resolves10.5962/bhl.title.10977
Zur Gastropodenfauna von Basel und Umgebung / von Gottfried Bollinger.
resolves10.1093/qje/qjs018
Salience Theory of Choice Under Risk
resolves10.1111/jofi.12152
Stock Options as Lotteries
resolves10.1111/j.1540-6261.1992.tb04681.x
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
resolves10.1111/j.1540-6261.1981.tb01081.x
On Diversification Given Asymmetry in Returns
resolves10.1111/j.1540-6261.2012.01795.x
Ex Ante Skewness and Expected Stock Returns
resolves10.2139/ssrn.2810940
Skewness Expectations and Portfolio Choice
resolves10.1016/j.jebo.2015.01.003
On skewed risks in economic models and experiments
resolves10.1257/aer.20130896
Until the Bitter End: On Prospect Theory in a Dynamic Context
resolves10.1287/mnsc.1110.1354
Testing for Prudence and Skewness Seeking
resolves10.2139/ssrn.2520346
Trading on Noise: Moving Average Trading Heuristics and Private Investors
resolves10.1086/294849
Filter Rules and Stock-Market Trading
resolves10.2307/2325486
Efficient Capital Markets: A Review of Theory and Empirical Work
resolves10.1086/250007
Bettors Love Skewness, Not Risk, at the Horse Track
resolves10.1287/mnsc.1090.1009
Investor Competence, Trading Frequency, and Home Bias
resolves10.1287/mnsc.1110.1431
Initial Public Offerings as Lotteries: Skewness Preference and First-Day Returns
resolves10.1016/j.jfineco.2004.10.006
Prospect theory, mental accounting, and momentum
resolves10.1111/j.1540-6261.2009.01443.x
Sensation Seeking, Overconfidence, and Trading Activity
resolves10.1007/bf00057884
Preference and belief: Ambiguity and competence in choice under uncertainty
resolves10.1111/j.0956-7976.2004.00715.x
Decisions from Experience and the Effect of Rare Events in Risky Choice
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1093/biomet/62.1.101
On power transformations to symmetry
resolves10.1016/j.jebo.2014.04.002
Technical analysis and individual investors
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.2307/1914185
Prospect Theory: An Analysis of Decision under Risk
resolves10.5860/choice.48-5201
Technical analysis: the complete resource for financial market technicians
resolves10.2307/2326275
Skewness Preference and the Valuation of Risk Assets
resolves10.1111/j.1540-6261.2009.01483.x
Who Gambles in the Stock Market?
resolves10.1111/j.1540-6261.1974.tb03055.x
THE INDIVIDUAL INVESTOR: ATTRIBUTES AND ATTITUDES
resolves10.1093/rfs/15.2.533
Momentum and Autocorrelation in Stock Returns
resolves10.1111/0022-1082.00265
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
resolves10.1016/j.jbankfin.2010.04.014
The use of technical analysis by fund managers: International evidence
resolves10.1016/0304-405x(76)90022-2
Option pricing when underlying stock returns are discontinuous
resolves10.1093/revfin/hhm011
Equilibrium Underdiversification and the Preference for Skewness
resolves10.1016/j.jfineco.2011.11.003
Time series momentum
resolves10.1111/j.1467-6419.2007.00519.x
WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?
resolves10.2139/ssrn.2617151
Fooled by Randomness? Financial Decision-Making Under Model Uncertainty
resolves10.1016/j.aos.2008.05.003
Identification through technical analysis: A study of charting and UK non-professional investors
resolves10.1111/jofi.12379
Conglomerate Investment, Skewness, and the CEO Long‐Shot Bias
resolves10.1111/j.1540-6261.1985.tb05002.x
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
resolves10.2307/2330635
Diversification in a Three-Moment World
resolves10.1017/s0022109013000380
Probability Weighting and Employee Stock Options
resolves10.1111/0022-1082.00163
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap
resolves10.1016/0167-2681(80)90051-7
Toward a positive theory of consumer choice
resolves10.1287/mksc.4.3.199
Mental Accounting and Consumer Choice
resolves10.1007/bf00122574
Advances in prospect theory: Cumulative representation of uncertainty
resolves10.1016/j.jfineco.2008.07.002
Technical analysis: An asset allocation perspective on the use of moving averages☆
The 5 references without a DOI — listed, not checked
no DOI — not checkedPrice Movements in Speculative Markets: Trends or Random Walks
no DOI — not checkedref17
no DOI — not checkedref50
no DOI — not checked(forthcoming): "An Anatomy of the Market Return
no DOI — not checkedref61
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 2026-08-28 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

view as graph · paper page

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.2354962"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2354962/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2354962/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2354962)