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Does Foreign Information Predict the Returns of Multinational Firms Worldwide?

https://doi.org/10.2139/ssrn.2663268
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1 of 42 checkable references need attention · checked 2026-08-17

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.

4 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 work10.2307/2328367
The 41 checked references that resolve
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On Persistence in Mutual Fund Performance
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The Sum of All FEARS Investor Sentiment and Asset Prices
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Noise Trader Risk in Financial Markets
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Global Diversification, Industrial Diversification, and Firm Value
resolves10.1111/eufm.12058
Can Internet Search Queries Help to Predict Stock Market Volatility?
resolves10.1111/j.1540-6261.2010.01569.x
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
resolves10.2307/2329112
The Cross-Section of Expected Stock Returns
resolves10.1016/0304-405x(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1016/j.jfineco.2012.05.011
Size, value, and momentum in international stock returns
resolves10.1016/j.jfineco.2014.10.010
A five-factor asset pricing model
resolves10.2139/ssrn.2622782
International Tests of a Five-Factor Asset Pricing Model
resolves10.1086/260061
Risk, Return, and Equilibrium: Empirical Tests
resolves10.1093/rfs/15.3.783
Are the Fama and French Factors Global or Country Specific?
resolves10.1093/rfs/hhq044
Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets
resolves10.1111/0022-1082.00146
Do Industries Explain Momentum?
resolves10.1111/j.1540-6261.2008.01408.x
Trusting the Stock Market
resolves10.2139/ssrn.2024509
The Role of Equity Funds in the Financial Crisis Propagation
resolves10.1111/0022-1082.00206
Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
resolves10.1257/jep.21.2.109
Disagreement and the Stock Market
resolves10.1093/revfin/hhm003
Industry Information Diffusion and the Lead-lag Effect in Stock Returns
resolves10.1093/rfs/hhi023
Market Frictions, Price Delay, and the Cross-Section of Expected Returns
resolves10.2139/ssrn.976394
A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum
resolves10.1093/rfs/hhv039
Thinking Outside the Borders: Investors' Underreaction to Foreign Operations Information
resolves10.2469/faj.v69.n3.4
Liquidity as an Investment Style
resolves10.1111/j.1475-6803.2006.00189.x
INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!
resolves10.1016/j.finmar.2014.12.001
On the determinants of pairs trading profitability
resolves10.1111/j.1540-6261.1990.tb05110.x
Evidence of Predictable Behavior of Security Returns
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1007/s11166-009-9060-6
The ostrich effect: Selective attention to information
resolves10.1057/palgrave.jibs.8490394
The Effect of National Culture on the Choice of Entry Mode
resolves10.1111/j.1540-6261.2006.00828.x
What Works in Securities Laws?
resolves10.2307/1924119
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
resolves10.1093/rfs/3.2.175
When Are Contrarian Profits Due to Stock Market Overreaction?
resolves10.1111/j.1540-6261.2010.01578.x
Market Segmentation and Cross‐predictability of Returns
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.2139/ssrn.301533
Do Countries or Industries Explain Momentum in Europe?
resolves10.1080/07321870500257129
13 November 2005
The 4 references without a DOI — listed, not checked
no DOI — not checkedOn the Impossibility of Informationally Efficient Markets
no DOI — not checkedref23
no DOI — not checkedref35
no DOI — not checkedref44
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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