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Models of Investor Forecasting Behavior - Experimental Evidence

https://doi.org/10.2139/ssrn.2405047
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2 of 19 checkable references need attention · checked 2026-07-23

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.

4 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.

References needing attention

does not resolve to a known work10.2307/2646948
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The 17 checked references that resolve
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An empirical evaluation of the overconfidence hypothesis
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Traders' Expectations in Asset Markets: Experimental Evidence
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The Present-Value Relation: Tests Based on Implied Variance Bounds
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resolves10.1086/378531
Overconfidence and Speculative Bubbles
resolves10.3386/w0456
Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
resolves10.1111/j.1540-6261.1981.tb00441.x
The Use of Volatility Measures in Assessing Market Efficiency*
resolves10.2307/1911361
Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets
resolves10.1126/science.185.4157.1124
Judgment under Uncertainty: Heuristics and Biases
resolves10.2307/1911841
Dividend Innovations and Stock Price Volatility
The 4 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedEfficient capital markets and martingales
no DOI — not checkedref14
no DOI — not checkedThe marsh-merton model of managers' smoothing of dividends
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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