Reference health
Analogy Making and the Structure of Implied Volatility Skew
61/61 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.
9 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 61 checked references that resolve
resolves10.1016/j.jfineco.2012.04.010
The effect of reference point prices on mergers and acquisitions
resolves10.1111/j.1540-6261.2004.00647.x
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
resolves10.1017/s0022109009090127
Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices
resolves10.1017/s0022109012000609
The Role of Anchoring Bias in the Equity Market: Evidence from Analysts’ Earnings Forecasts and Stock Returns
resolves10.1016/s0165-1889(01)00047-1
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs
resolves10.2307/2330906
Further Results on the Constant Elasticity of Variance Call Option Pricing Model
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1111/j.1540-6261.1987.tb02568.x
The Pricing of Options on Assets with Stochastic Volatilities
resolves10.1002/bdm.640
To what extent do investors in a financial market anchor their judgments excessively? Evidence from the Hong Kong horserace betting market
resolves10.1111/j.1755-053x.2008.00018.x
How Much Does Expertise Reduce Behavioral Biases? The Case of Anchoring Effects in Stock Return Estimates
resolves10.1111/j.1540-6261.1985.tb02372.x
Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach
resolves10.1023/A:1011445109763
[Geometric Lévy Process & MEMM] Pricing Model and Related Estimation Problems
resolves10.2139/ssrn.891490
Stochastic Dominance and Option Pricing in Discrete and Continuous Time: An Alternative Paradigm
resolves10.1016/S0304-405X(01)00088-5
The jump-risk premia implicit in options: evidence from an integrated time-series study
resolves10.1086/296319
Option Bounds in Discrete Time: Extensions and the Pricing of the American Put
resolves10.1016/S0167-2681(03)00097-0
The behavioral relevance of mental accounting for the pricing of financial options
resolves10.1016/j.socec.2010.02.016
Causes of the financial crisis: Risk misperception, policy mistakes, and banks’ bounded rationality
resolves10.1016/j.joep.2008.07.004
Is the lure of choice reflected in market prices? Experimental evidence based on the 4-door Monty Hall problem
resolves10.1016/j.joep.2011.08.008
The relevance of thinking-by-analogy for investors’ willingness-to-pay: An experimental study
resolves10.1016/s1574-0048(99)10033-8
Chapter 20 Human behavior and the efficiency of the financial system
resolves10.1214/aoap/1177004767
There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs
resolves10.1093/rfs/4.4.727
Stock Price Distributions with Stochastic Volatility: An Analytic Approach
resolves10.1016/0304-405x(87)90009-2
Option values under stochastic volatility: Theory and empirical estimates
The 9 references without a DOI — listed, not checked
no DOI — not checkedThe Puzzle of Index Option Returns
no DOI — not checkedAnchoring on credit spreads
no DOI — not checkedPricing with a Smile
no DOI — not checkedOptimal replication of contingent claims under transaction costs
no DOI — not checkedref34
no DOI — not checkedref35
no DOI — not checkedref45
no DOI — not checkedPreference-free Option Prices when the Stock Returns Can Go Up, Go Down or Stay the Same
no DOI — not checkedDoes Coarse Thinking Matter for Option Pricing? Evidence from an Experiment
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
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.2465738"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2465738/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.2465738)