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Reach for Safety

https://doi.org/10.2139/ssrn.3037745
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17/17 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.

5 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 17 checked references that resolve
resolves10.1111/j.1540-6261.2006.00836.x
The Cross‐Section of Volatility and Expected Returns
resolves10.3386/w16282
The Market for Borrowing Corporate Bonds
resolves10.1111/jofi.12199
Reaching for Yield in the Bond Market
resolves10.3905/jpm.2007.674795
DTS <sup>SM</sup> (Duration Times Spread)
resolves10.1093/rfs/hhn044
Forecasting Default with the Merton Distance to Default Model
resolves10.1093/rfs/hhx132
Reaching for Yield in Corporate Bond Mutual Funds
resolves10.1111/j.1540-6261.2008.01416.x
In Search of Distress Risk
resolves10.3905/jfi.2014.23.4.051
Low-Risk Anomalies in Global Fixed Income: <i>Evidence from Major Broad Markets</i>
resolves10.1111/j.1540-6261.2007.01203.x
Corporate Yield Spreads and Bond Liquidity
resolves10.1007/s11142-012-9191-x
Value investing in credit markets
resolves10.1257/0895330042162430
The Capital Asset Pricing Model: Theory and Evidence
resolves10.1016/j.jfineco.2013.10.005
Betting against beta
resolves10.1016/j.jfineco.2004.03.005
Stock and bond market interaction: Does momentum spill over?
resolves10.1016/j.jfineco.2014.11.001
Monetary policy and long-term real rates
resolves10.2469/faj.v73.n2.1
Factor Investing in the Corporate Bond Market
resolves10.1111/jofi.12195
Inflation Risk in Corporate Bonds
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
The 5 references without a DOI — listed, not checked
no DOI — not checkedref11
no DOI — not checkedCommon factors in corporate bond returns
no DOI — not checkedref20
no DOI — not checkedref21
no DOI — not checkedThese plots show the historical cumulative performance of long-only optimized and market portfolios for investment grade and high yield universes. Long-only optimized portfolios are constructed based on the optimization methodology described in the text. Market portfolios are constructed by value-weighting all bonds. Total returns are net of estimated transaction costs
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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