Reference health
Is This Time Different? Trend Following and Financial Crises
27/27 checkable references clean · checked 2026-08-27
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 27 checked references that resolve
resolves10.1002/fut.20106
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney
resolves10.1086/499145
Anatomy of a Government Intervention in Index Stocks: Price Pressure or Information Effects?*
resolves10.1016/s0304-3932(01)00091-5
Investor psychology in capital markets: evidence and policy implications
resolves10.1016/j.jbankfin.2010.04.009
Tactical allocation in commodity futures markets: Combining momentum and term structure signals
resolves10.1093/rfs/14.2.313
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1002/(sici)1096-9934(199704)17:2<229::aid-fut5>3.0.co;2-l
Futures market transaction costs
resolves10.1111/j.1540-6229.2007.00194.x
Liquidity, Return and Order‐Flow Linkages Between REITs and the Stock Market
resolves10.1016/j.jbankfin.2009.08.004
Trend-following trading strategies in commodity futures: A re-examination
The 5 references without a DOI — listed, not checked
no DOI — not checkedref16
no DOI — not checkedref18
no DOI — not checkedCurrency Momentum Strategies
no DOI — not checkedref32
no DOI — not checkedThe results are shown net of transaction costs and fees (2% management fee and 20% performance fee). The decade around World War II
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 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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.2375733"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2375733/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.2375733)