Reference health

News Momentum

https://doi.org/10.2139/ssrn.2679614
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67/67 checkable references clean · checked 2026-08-03

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.

7 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 67 checked references that resolve
resolves10.1111/jofi.12360
The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market: Erratum
resolves10.2139/ssrn.2636770
Short Sales Constraints and the Diversification Puzzle
resolves10.1111/jofi.12284
The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market
resolves10.1016/j.jfineco.2015.02.009
Does realized skewness predict the cross-section of equity returns?
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.2307/2490232
An Empirical Evaluation of Accounting Income Numbers
resolves10.1016/bs.hesbe.2018.07.001
Psychology-Based Models of Asset Prices and Trading Volume
resolves10.1111/j.1368-423x.2008.00275.x
Realized kernels in practice: trades and quotes
resolves10.1016/j.jfineco.2014.11.010
Momentum has its moments
resolves10.2307/2491062
Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
resolves10.1016/j.jfineco.2016.02.001
Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns
resolves10.1017/s0022109019000097
Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
resolves10.1111/jofi.12734
Sticky Expectations and the Profitability Anomaly
resolves10.2139/ssrn.2703318
The Rise of the Equity Lending Market: Implications for Corporate Financial Policies
resolves10.1111/j.1540-6261.1997.tb03808.x
On Persistence in Mutual Fund Performance
resolves10.1016/s0304-405x(03)00146-6
Stock price reaction to news and no-news: drift and reversal after headlines
resolves10.1016/s0304-405x(99)00057-4
Commonality in liquidity
resolves10.1093/rfs/hhs183
Misvaluing Innovation
resolves10.1111/j.1540-6261.2008.01379.x
Economic Links and Predictable Returns
resolves10.1016/j.jfineco.2011.08.006
Complicated firms
resolves10.1111/jofi.12885
Lazy Prices
resolves10.1257/aer.20110306
Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
resolves10.1111/j.1540-6261.1997.tb02724.x
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
resolves10.1016/j.jfineco.2015.12.002
Momentum crashes
resolves10.1111/j.1540-6261.2006.00869.x
Analysts' Selective Coverage and Subsequent Performance of Newly Public Firms
resolves10.1111/j.1540-6261.2009.01447.x
Investor Inattention and Friday Earnings Announcements
resolves10.1111/jofi.12601
Short‐Selling Risk
resolves10.2307/2325486
Efficient Capital Markets: A Review of Theory and Empirical Work
resolves10.2139/ssrn.15108
Market Efficiency, Long-Term Returns, and Behavioral Finance
resolves10.1016/0304-405x(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1086/260061
Risk, Return, and Equilibrium: Empirical Tests
resolves10.1093/rfs/hhz123
Dissecting Characteristics Nonparametrically
resolves10.1016/j.jfineco.2018.05.009
Market intraday momentum
resolves10.1093/rfs/hhx019
The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns
resolves10.1093/rfs/hhaa009
Empirical Asset Pricing via Machine Learning
resolves10.1111/j.1540-6261.2008.01320.x
The Long‐Lasting Momentum in Weekly Returns
resolves10.1111/jofi.12530
Presidential Address: The Scientific Outlook in Financial Economics
resolves10.1093/rfs/hhv059
… and the Cross-Section of Expected Returns
resolves10.1111/j.1540-6261.2010.01573.x
Intraday Patterns in the Cross‐section of Stock Returns
resolves10.1111/j.1540-6261.2009.01501.x
Driven to Distraction: Extraneous Events and Underreaction to Earnings News
resolves10.2139/ssrn.2768194
Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1016/j.jfineco.2014.06.003
Dispersion in beliefs among active mutual funds and the cross-section of stock returns
resolves10.1016/0304-405X(90)90048-5
Price reversals
resolves10.1093/rfs/hhw089
Retail Short Selling and Stock Prices
resolves10.2307/2937816
Fads, Martingales, and Market Efficiency
resolves10.1093/rfs/15.2.533
Momentum and Autocorrelation in Stock Returns
resolves10.1093/rfs/3.2.175
When Are Contrarian Profits Due to Stock Market Overreaction?
resolves10.1016/j.jfineco.2019.03.011
A tug of war: Overnight versus intraday expected returns
resolves10.1111/jofi.12196
The Pre‐FOMC Announcement Drift
resolves10.1111/jofi.12365
Does Academic Research Destroy Stock Return Predictability?
resolves10.1111/0022-1082.00146
Do Industries Explain Momentum?
resolves10.1093/rfs/hhs066
Evaporating Liquidity
resolves10.1093/rfs/hhs073
Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability
resolves10.1093/rfs/hhw058
Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets
resolves10.1287/mnsc.2019.3467
Short-Sales Constraints and the Diversification Puzzle
resolves10.1111/j.1540-6261.1984.tb03897.x
A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market
resolves10.1093/rfs/hhq124
Price Efficiency and Short Selling
resolves10.1016/j.jfineco.2012.06.011
Stock returns after major price shocks: The impact of information
resolves10.1017/s002210901300015x
How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements
resolves10.1111/jofi.12361
Earnings Announcements and Systematic Risk
resolves10.1093/rof/rfm028
Suppressed Negative Information and Future Underperformance
resolves10.1016/S1574-0102(03)01024-0
Chapter 15 Anomalies and market efficiency
resolves10.1093/rfs/hhq052
Does Public Financial News Resolve Asymmetric Information?
resolves10.1093/rfs/hhq141
All the News That's Fit to Reprint: Do Investors React to Stale Information?
resolves10.1111/j.1540-6261.2008.01362.x
More Than Words: Quantifying Language to Measure Firms' Fundamentals
resolves10.2139/ssrn.414420
Is Money Really 'Smart'? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence
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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. 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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