Reference health
Measuring Investor Sentiment
99/99 checkable references clean · checked 2026-08-04
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.
16 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 99 checked references that resolve
resolves10.1111/j.1540-6261.1994.tb04424.x
Market Statistics and Technical Analysis: The Role of Volume
resolves10.1111/j.1540-6261.1992.tb04681.x
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
resolves10.3386/w11468
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?
resolves10.1093/rfs/hhw009
Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory
resolves10.1016/s0304-405x(01)00044-7
The theory and practice of corporate finance: evidence from the field
resolves10.1017/s0022109013000586
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis
resolves10.1016/j.jfineco.2016.01.029
A trend factor: Any economic gains from using information over investment horizons?
resolves10.1016/j.jmoneco.2015.08.006
Asset pricing in production economies with extrapolative expectations
resolves10.1111/j.1540-6261.1996.tb02689.x
On the Predictability of Stock Returns: An Asset‐Allocation Perspective
resolves10.1016/j.jeconom.2015.02.011
The three-pass regression filter: A new approach to forecasting using many predictors
resolves10.3386/w7613
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
resolves10.5860/choice.46-5722
The heretics of finance: conversations with leading practitioners of technical analysis
resolves10.5860/choice.48-7017
The evolution of technical analysis: financial prediction from Babylonian tablets to Bloomberg terminals
resolves10.1111/j.1540-6261.2010.01625.x
When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks
resolves10.1111/iere.12132
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500
resolves10.1111/j.1468-2354.2010.00625.x
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*
resolves10.1093/rfs/hhp063
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
resolves10.3386/w0456
Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
resolves10.1016/j.jbankfin.2016.09.010
Stock return predictability and investor sentiment: A high-frequency perspective
resolves10.1111/j.1540-6261.2007.01232.x
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
resolves10.1093/rfs/hhm014
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
resolves10.1016/j.econlet.2010.05.008
How much stock return predictability can we expect from an asset pricing model?
resolves10.1016/j.jfineco.2008.07.002
Technical analysis: An asset allocation perspective on the use of moving averages☆
resolves10.2307/2978169
An Investor Expectations Stock Price Predictive Model Using Closed-End Fund Premiums
The 16 references without a DOI — listed, not checked
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no DOI — not checkedref103
no DOI — not checkedEstimation of principal components and related models by iterative least squares
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