Reference health
An Approach to Measure the Expectation of Generic Functions of the Market Return
1 of 68 checkable references need attention · checked 2026-08-04
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.
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References needing attention
does not resolve to a known work10.1093/rfs/5.3.357
The 67 checked references that resolve
resolves10.1016/j.jfineco.2013.02.018
The leverage effect puzzle: Disentangling sources of bias at high frequency
resolves10.1016/S0304-4076(00)00091-9
Do option markets correctly price the probabilities of movement of the underlying asset?
resolves10.1093/rfs/16.1.0101
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
resolves10.1016/j.jfineco.2010.03.009
Returns of claims on the upside and the viability of U-shaped pricing kernels☆
resolves10.1046/j.1540-6261.2003.00616.x
What Type of Process Underlies Options? A Simple Robust Test
resolves10.1016/j.jfineco.2016.01.004
Analyzing volatility risk and risk premium in option contracts: A new theory
resolves10.1016/j.jeconom.2006.05.023
Approximately normal tests for equal predictive accuracy in nested models
resolves10.1257/aer.20130392
Parameter Learning in General Equilibrium: The Asset Pricing Implications
resolves10.1111/1540-6261.00425
Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns
resolves10.3386/w13724
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
resolves10.1111/j.1540-6261.2004.00667.x
Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1162/rest.2010.11549
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options
The 13 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedMonetary analysis: Price and financial stability
no DOI — not checkedref26
no DOI — not checkedref35
no DOI — not checkedref36
no DOI — not checkedref44
no DOI — not checkedref52
no DOI — not checkedref55
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no DOI — not checkedref64
no DOI — not checkedref65
no DOI — not checkedSmoothness of functions
no DOI — not checkedref81
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