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Sample Selection and the Relation between Investor Sentiment and Profitable Trading Strategies

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48/48 checkable references clean · checked 2026-08-28

Every reference with a DOI or an arXiv id 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.

15 with no DOI or arXiv id: not checked. A reference deposited without a DOI is checked only when it names an arXiv id, under that id’s DataCite DOI. The rest are never matched by title or guessed at; they stay outside the checked set, and this line says so.

The 48 checked references that resolve
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The Extreme Future Stock Returns Following I/B/E/S Earnings Surprises
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Sports Sentiment and Stock Returns
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Dividend yields and expected stock returns
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The Cross-Section of Expected Stock Returns
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Common risk factors in the returns on stocks and bonds
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Disappearing dividends: changing firm characteristics or lower propensity to pay?
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Profitability, investment and average returns
resolves10.1111/j.1540-6261.2008.01371.x
Dissecting Anomalies
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Idiosyncratic risk and the cross-section of expected stock returns
resolves10.1111/1540-6261.00497
Book‐to‐Market Equity, Distress Risk, and Stock Returns
resolves10.1016/0304-405x(95)00868-f
Commonality in the determinants of expected stock returns
resolves10.1007/978-0-387-77439-8_23
Case Closed
resolves10.1016/j.jacceco.2004.10.002
Do investors overvalue firms with bloated balance sheets?
resolves10.1111/0022-1082.00206
Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
resolves10.1287/mnsc.1110.1356
Investor Sentiment and Analysts' Earnings Forecast Errors
resolves10.1093/rfs/hhu080
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
resolves10.1016/j.jfineco.2010.10.020
Country-specific sentiment and security prices☆
resolves10.1016/0304-405x(95)00826-z
Market underreaction to open market share repurchases
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The incremental impact of analyst initiation of coverage
resolves10.1016/j.jfineco.2005.09.003
Strength of analyst coverage following IPOs
resolves10.1111/j.1540-6261.1990.tb05110.x
Evidence of Predictable Behavior of Security Returns
resolves10.1086/422627
Arbitrage Risk and Post‐Earnings‐Announcement Drift
resolves10.2307/2491460
Self-Selection and Analyst Coverage
resolves10.1111/j.1540-6261.1977.tb03317.x
RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
resolves10.1111/j.1475-679x.2008.00290.x
Implications of Transaction Costs for the Post–Earnings Announcement Drift
resolves10.1016/j.jfineco.2011.05.003
Is momentum really momentum?
resolves10.2307/2490395
Financial Ratios and the Probabilistic Prediction of Bankruptcy
resolves10.1086/374184
Liquidity Risk and Expected Stock Returns
resolves10.1016/j.jfineco.2004.12.001
Is value riskier than growth?
resolves10.2307/2946710
Costly Arbitrage: Evidence from Closed-End Funds
resolves10.1111/j.1540-6261.1991.tb03743.x
The Long‐Run Performance of initial Public Offerings
resolves10.1287/mnsc.1110.1386
The Party's Over: The Role of Earnings Guidance in Resolving Sentiment-Driven Overvaluation
resolves10.1111/j.1540-6261.1997.tb03807.x
The Limits of Arbitrage
resolves10.1111/j.1540-6261.1997.tb03818.x
The Delisting Bias in CRSP Data
resolves10.1111/0022-1082.00192
The Delisting Bias in CRSP's Nasdaq Data and Its Implications for the Size Effect
resolves10.1016/j.jfineco.2011.12.001
The short of it: Investor sentiment and anomalies
resolves10.3386/w18560
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
resolves10.1111/j.1540-6261.2007.01232.x
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
resolves10.1017/s0022109000003173
Capital Investments and Stock Returns
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
resolves10.1086/341636
Does Arbitrage Flatten Demand Curves for Stocks?
resolves10.1093/rfs/hhm051
Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation
resolves10.1016/j.jfineco.2007.05.008
Analyst coverage and earnings management
resolves10.1016/j.jfineco.2010.08.004
Disagreement and return predictability of stock portfolios
resolves10.1007/springerreference_1661
Idiosyncratic Risk
The 15 references with no DOI or arXiv id, listed, not checked
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no DOI — not checkedDo stock prices reflect information in accruals and cash flows about future earnings?
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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. If Crossref’s record marks the work itself retracted, withdrawn, or removed, the badge says so instead of showing clean. It says nothing about the quality, findings, or importance of the work itself, and nothing about references with neither a DOI nor an arXiv id.

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