Reference health
Optimal Factor Strategy in FX Markets
27/27 checkable references clean · checked 2026-08-24
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.
14 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 27 checked references that resolve
resolves10.1111/j.1540-6261.2012.01729.x
A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices
resolves10.1093/rfs/hhm075
Optimal Versus Naive Diversification: How Inefficient is the 1/
<i>N</i>
Portfolio Strategy?
resolves10.1016/S0927-5398(03)00007-0
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
resolves10.1016/j.jfineco.2014.07.001
Conditional risk premia in currency markets and other asset classes
resolves10.1257/aer.97.1.89
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
The 14 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedGood Carry, Bad Carry
no DOI — not checkedref5
no DOI — not checkedref6
no DOI — not checkedref8
no DOI — not checkedCurrency Exposure to Downside Risk: Which Fundamentals Matter?
no DOI — not checkedref19
no DOI — not checkedref20
no DOI — not checkedref25
no DOI — not checkedref28
no DOI — not checkedCurrency Momentum Strategies
no DOI — not checkedref38
no DOI — not checkedref39
no DOI — not checkedS for subsets of currencies. Panel 1 considers the 15 subsets of 14 currencies. Panels 2-5 consider 100 random subsets of currencies after removing 2-5 currencies from the original set of 15 currencies
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.
checked 2026-08-24 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.2797483"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2797483/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.2797483)