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The 52-Week High, Q Theory and the Asset Growth and Equity Financing Anomalies
32/32 checkable references clean · checked 2026-08-26
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 32 checked references that resolve
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The effect of reference point prices on mergers and acquisitions
resolves10.1111/j.1540-6261.1991.tb03750.x
Production‐Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
resolves10.1016/s1386-4181(02)00023-x
The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year
resolves10.1093/rof/rfr026
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments
resolves10.1111/j.1540-6261.1993.tb04728.x
Tax‐Induced Trading and the Turn‐of‐the‐Year Anomaly: An Intraday Study
resolves10.1287/mnsc.1080.0920
Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence
resolves10.1016/j.jfineco.2011.04.003
Investor attention, psychological anchors, and stock return predictability
resolves10.1016/j.jimonfin.2010.08.004
The 52-week high momentum strategy in international stock markets
resolves10.1111/j.1475-679x.2009.00353.x
The <i>q</i>‐Theory Approach to Understanding the Accrual Anomaly
The 5 references without a DOI — listed, not checked
no DOI — not checkedThe capital asset pricing model: some empirical tests
no DOI — not checkedref19
no DOI — not checkedDo stock prices fully reflect information in accruals and cash flows about future earnings?
no DOI — not checkedref34
no DOI — not checkedref37
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