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The Behavior of Stock Prices During Lent and Advent

https://doi.org/10.2139/ssrn.3092795
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2 of 48 checkable references need attention · checked 2026-08-28

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.

23 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

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The 46 checked references that resolve
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The 23 references without a DOI — listed, not checked
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no DOI — not checkedSeasonality and Stock Index Return: A Study of Diwali Festival
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no DOI — not checkedSeasonality in the returns, volatility and turnover of the Chinese stock markets
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no DOI — not checkedCalendar effects in Chinese stock market
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no DOI — not checkedref48
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no DOI — not checkedFestival Effect in the Indian Stock Market
no DOI — not checkedref55
no DOI — not checkedref60
no DOI — not checkedThe Impact of the Great Lent and of the Nativity Fast on the Bucharest Stock Exchange. Paper presented at: The IX th International & interdisciplinary conference
no DOI — not checkedStock prices and Wall Street weather: Additional evidence
no DOI — not checkedref69
no DOI — not checkedref70
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