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Identifying the Relative Importance of Stock Characteristics in the UK Market

https://doi.org/10.2139/ssrn.2474175
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14/14 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.

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The 14 checked references that resolve
resolves10.1111/j.1540-6261.2006.00836.x
The Cross‐Section of Volatility and Expected Returns
resolves10.1111/jofi.12021
Value and Momentum Everywhere
resolves10.1016/0304-405x(81)90018-0
The relationship between return and market value of common stocks
resolves10.1111/j.1540-6261.1997.tb03808.x
On Persistence in Mutual Fund Performance
resolves10.3982/ecta7432
Efficient Semiparametric Estimation of the Fama-French Model and Extensions
resolves10.1016/0304-405X(88)90062-1
Risk and return in an equilibrium APT
resolves10.1016/j.jempfin.2006.10.001
Semiparametric estimation of a characteristic-based factor model of common stock returns
resolves10.1287/mnsc.2013.1766
A Closer Look at the Short-Term Return Reversal
resolves10.3386/w5604
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
resolves10.1111/j.1540-6261.1997.tb02724.x
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
resolves10.1016/0304-405X(81)90019-2
Misspecification of capital asset pricing
resolves10.2307/2330104
Extra-Market Components of Covariance in Security Returns
resolves10.1111/j.1540-6288.2012.00338.x
Do Low‐Priced Stocks Drive Long‐Term Contrarian Performance on the London Stock Exchange?
resolves10.1111/j.1540-6261.2005.00725.x
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The 1 reference without a DOI — listed, not checked
no DOI — not checkedAlternative factor specifications, security characteristics, and the cross-section of expected stock returns
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