Reference health

Momentum Crashes

https://doi.org/10.2139/ssrn.2486272
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3 of 30 checkable references need attention · checked 2026-07-25

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.

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.

References needing attention

does not resolve to a known work10.2307/2329534
does not resolve to a known work10.2307/2329067
does not resolve to a known work10.1037//0033-2909.127.2.267
The 27 checked references that resolve
resolves10.3905/jpm.1997.409606
Parallels Between the Cross-Sectional Predictability of Stock and Country Returns
resolves10.1111/jofi.12021
Value and Momentum Everywhere
resolves10.1016/j.jfineco.2011.06.002
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
resolves10.1086/593088
Carry Trades and Currency Crashes
resolves10.1093/rfs/hhn038
Variance Risk Premiums
resolves10.3386/w15591
Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets
resolves10.1086/296425
On the Contrarian Investment Strategy
resolves10.1111/j.1540-6261.1987.tb04569.x
Further Evidence On Investor Overreaction and Stock Market Seasonality
resolves10.1111/j.1540-6261.1993.tb05127.x
Measuring and Testing the Impact of News on Volatility
resolves10.2469/faj.v62.n2.4084
The Strategic and Tactical Value of Commodity Futures
resolves10.2139/ssrn.2292544
212 Years of Price Momentum (The World's Longest Backtest: 1801-2012)
resolves10.1093/rfs/14.1.29
Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing
resolves10.1086/261749
Implications of Security Market Data for Models of Dynamic Economies
resolves10.1086/296144
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills
resolves10.1016/j.jfineco.2012.11.005
The role of shorting, firm size, and time on market anomalies
resolves10.1086/296326
Assessing the Market Training Performance of Managed Portfolios
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1016/0304-405x(92)90003-g
Stock return variation and expected dividends
resolves10.2307/2937816
Fads, Martingales, and Market Efficiency
resolves10.1093/rfs/3.2.175
When Are Contrarian Profits Due to Stock Market Overreaction?
resolves10.1257/aer.90.2.426
Emotions in Economic Theory and Economic Behavior
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.1111/0022-1082.00146
Do Industries Explain Momentum?
resolves10.1016/j.jfineco.2011.11.003
Time series momentum
resolves10.2307/4126758
Do Momentum-Based Strategies Still Work in Foreign Currency Markets?
resolves10.1111/0022-1082.00151
Local Return Factors and Turnover in Emerging Stock Markets
resolves10.1017/s0022109010000384
Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums
The 5 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref4
no DOI — not checkedref11
no DOI — not checkedCommon risk factors in the returns on stocks and bonds
no DOI — not checkedref35
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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