Reference health
The 'Roll Yield' Myth
14/14 checkable references clean · checked 2026-08-29
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.
15 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 14 checked references that resolve
resolves10.1016/j.jfineco.2016.02.011
Liquidity, resiliency and market quality around predictable trades: Theory and evidence
resolves10.1086/296385
Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
resolves10.2139/ssrn.2340070
Explaining the Negative Returns to VIX Futures and ETNs: An Equilibrium Approach
resolves10.2139/ssrn.1716841
Limits to Arbitrage and Commodity Index Investment: Front-Running the Goldman Roll
The 15 references without a DOI — listed, not checked
no DOI — not checkedThe Supply of Storage
no DOI — not checkedref14
no DOI — not checkedThe Theory of the Price of Storage
no DOI — not checkedWinning by Waiting in Commodities
no DOI — not checkedPre-Roll Conspire
no DOI — not checkedFor additional examples from the financial press, see "Oil Investors Enjoy the Slopes
no DOI — not checkedref21
no DOI — not checkedref22
no DOI — not checkedOil Prices Flash a Buy Signal
no DOI — not checkedBook depreciation (distinct from tax depreciation) is an accounting accrual with no cash flow consequences. However, it is deducted from revenues on the firm's income statement in the course of computing net income. To reconcile the firm's net income with its actual cash flow requires that depreciation be added back
no DOI — not checkedref25
no DOI — not checkedref26
no DOI — not checkedref27
no DOI — not checkedref28
no DOI — not checkedref29
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 2026-08-29 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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