Reference health

Predicting Relative Returns

https://doi.org/10.2139/ssrn.2945667
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38/38 checkable references clean · checked 2026-08-27

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.

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The 38 checked references that resolve
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Bond Risk Premia
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Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
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The Value Spread
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Market States and Momentum
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Momentum crashes
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Factor Momentum and the Momentum Factor
resolves10.1080/07350015.2011.652048
Dynamic Equicorrelation
resolves10.1016/0304-405x(88)90020-7
Dividend yields and expected stock returns
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The Cross‐Section of Expected Stock Returns
resolves10.1016/0304-405x(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1093/rfs/hhv043
Dissecting Anomalies with a Five-Factor Model
resolves10.1111/0022-1082.00351
The Efficient Use of Conditioning Information in Portfolios
resolves10.3386/w23227
Dissecting Characteristics Nonparametrically
resolves10.1016/0304-4076(90)90097-d
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
resolves10.1111/j.1540-6261.2012.01730.x
Share Issuance and Factor Timing
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How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings
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Replicating Anomalies
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BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
resolves10.1111/jofi.12513
Volatility‐Managed Portfolios
resolves10.1111/j.1540-6261.2011.01654.x
Estimation and Evaluation of Conditional Asset Pricing Models
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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resolves10.1086/662221
Investment Shocks and Asset Prices
resolves10.1016/0022-0531(76)90046-6
The arbitrage theory of capital asset pricing
resolves10.3386/w0456
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resolves10.1016/s0304-405x(99)00041-0
Predictive regressions
resolves10.1016/j.jfineco.2011.12.001
The short of it: Investor sentiment and anomalies
resolves10.2139/ssrn.970365
Copy Cats: Plagiarism and Precedent
The 5 references without a DOI — listed, not checked
no DOI — not checkedref8
no DOI — not checkedThe information in long-maturity forward rates
no DOI — not checkedref23
no DOI — not checkedref27
no DOI — not checkedref32
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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