Reference health
Equivalent Volume and Comovement
68/68 checkable references clean · checked 2026-10-07
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.
16 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 68 checked references that resolve
resolves10.1111/j.1468-0416.2008.00144.x
Arbitrage, Liquidity, and the Valuation of Exchange Traded Funds
resolves10.2139/ssrn.870750
Is Minimum Variance Hedging Necessary for Equity Indices? A Study of Hedging and Cross-Hedging Exchange Traded Funds
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/j.jeconom.2008.12.012
The structure of dynamic correlations in multivariate stochastic volatility models
resolves10.1016/s0927-5398(02)00010-5
Estimating daily volatility in financial markets utilizing intraday data
resolves10.2139/ssrn.2307229
Liquidity Clienteles, Correlated Demand and the Excess Comovement of Exchange-Traded Fund Returns
resolves10.1111/fire.12159
Relative Liquidity, Fund Flows and Short‐Term Demand: Evidence from Exchange‐Traded Funds
resolves10.1016/j.jbankfin.2010.09.012
The pricing and performance of leveraged exchange-traded funds
resolves10.2139/ssrn.1094485
On the Contribution of Index Exchange Traded Funds to Price Discovery in the Presence of Price Limits Without Short Selling
resolves10.3905/jai.2010.12.3.061
Conditional Correlation and Volatility in CommodityFutures and Traditional Asset Markets
resolves10.1016/j.jfineco.2015.08.019
Why does the option to stock volume ratio predict stock returns?
resolves10.1093/rfs/hhm052
Excess Comovement of Stock Returns: Evidence from Cross-Sectional Variation in Nikkei 225 Weights
resolves10.3905/jii.2010.1.3.045
Leveraged and Inverse ETFs, Holding Periods, andInvestment Shortfalls
resolves10.1111/j.1540-6261.2009.01469.x
Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data
resolves10.1016/s0378-4266(03)00043-8
The market liquidity of DIAMONDS, Q's, and their underlying stocks
resolves10.1142/s0219091507001045
Price Discovery across the Stock Index Futures and the ETF Markets: Intra-Day Evidence from the S&P 500, Nasdaq-100 and DJIA Indices
resolves10.3905/jai.2010.12.4.097
Dual Offerings of ETFs on the Same Stock Index: <i>U.S. vs. Swiss ETFs</i>
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1093/rfs/hhn053
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
resolves10.1177/0148558x15571737
The Relative Option to Stock Volume and Market Response to Earnings Surprises
resolves10.2139/ssrn.1722932
Trading Activity in the Equity Market and Its Contingent Claims: An Empirical Investigation
resolves10.1016/j.mulfin.2010.07.005
Exchange-traded funds, persistence in tracking errors and information dissemination
The 16 references without a DOI — listed, not checked
no DOI — not checkedref13
no DOI — not checkedAlternative factor specifications, security characteristics, and the cross-section of expected stock returns1
no DOI — not checkedref27
no DOI — not checkedref32
no DOI — not checkedref34
no DOI — not checkedref35
no DOI — not checkedOn the estimation of dynamic conditional correlation models
no DOI — not checkedref53
no DOI — not checkedETFs: everywhere but not yet a systemic risk
no DOI — not checkedref62
no DOI — not checkedref69
no DOI — not checkedref75
no DOI — not checkedAre leveraged and inverse ETFs the new portfolio insurers?
no DOI — not checkedref79
no DOI — not checkedref83
no DOI — not checkedref84
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