Reference health

Tilting Factors

https://doi.org/10.2139/ssrn.3045907
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1 of 18 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.

3 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.

References needing attention

does not resolve to a known work10.2307/2329067
The 17 checked references that resolve
resolves10.1017/s0022109000002118
Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon
resolves10.1111/j.1540-6261.1993.tb05127.x
Measuring and Testing the Impact of News on Volatility
resolves10.2307/2329112
The Cross-Section of Expected Stock Returns
resolves10.1016/j.jfineco.2014.10.010
A five-factor asset pricing model
resolves10.1111/0022-1082.00148
Conditioning Variables and the Cross Section of Stock Returns
resolves10.2139/ssrn.2472936
Combining Value and Momentum
resolves10.1111/j.1540-6261.2008.01368.x
Presidential Address: The Cost of Active Investing
resolves10.1111/0022-1082.224803
On Stable Factor Structures in the Pricing of Risk: Do Time‐Varying Betas Help or Hurt?
resolves10.1002/(sici)1099-1255(199609)11:5<573::aid-jae413>3.0.co;2-t
Stock market volatility and the business cycle
resolves10.1111/0022-1082.00247
Conditional Skewness in Asset Pricing Tests
resolves10.1086/323282
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
resolves10.1016/j.jfineco.2005.05.012
The conditional CAPM does not explain asset-pricing anomalies☆
resolves10.1016/j.jfineco.2005.12.002
The empirical risk–return relation: A factor analysis approach☆
resolves10.2307/2938260
Conditional Heteroskedasticity in Asset Returns: A New Approach
resolves10.1111/1540-6261.00449
<i>Momentum, Business Cycle, and Time‐varying</i> Expected Returns
resolves10.1093/rfs/14.3.837
The Determinants of Asymmetric Volatility
resolves10.1016/0140-6701(95)95153-9
95/06267 Renewable energy. An introduction to the special feature
The 3 references without a DOI — listed, not checked
no DOI — not checkedA unified theory of underreaction, momentum trading and overreaction in asset markets. No. w6324
no DOI — not checkedThe Other Side of Value: The Gross Profitability Premium
no DOI — not checkedref20
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 2026-08-04 — 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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