Reference health
The Interactions between Size, Book-to-Market and Momentum in the UK
8 of 58 checkable references need attention · checked 2026-08-27
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.
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.
References needing attention
does not resolve to a known work10.2307/2329556
does not resolve to a known work10.2307/2329302
does not resolve to a known work10.1016/S0304-405X(99
does not resolve to a known work10.1016/S1042-444X(02
does not resolve to a known work10.2307/2328797
does not resolve to a known work10.2307/2328882
does not resolve to a known work10.2307/2329262
does not resolve to a known work10.1016/0022-0531
The 50 checked references that resolve
resolves10.1016/0304-405x(81)90018-0
The relationship between return and market value of common stocks
resolves10.1111/0022-1082.00226
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
resolves10.1016/j.finmar.2009.07.007
Do relative leverage and relative distress really explain size and book-to-market anomalies?
resolves10.1017/s0022109010000013
Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks
resolves10.1111/j.1540-6261.1997.tb03806.x
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
resolves10.1016/j.jfineco.2008.02.003
Idiosyncratic risk and the cross-section of expected stock returns
resolves10.1016/j.mulfin.2007.01.003
Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964–2005
resolves10.1111/jbfa.12006
Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK
resolves10.1111/0022-1082.00206
Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1111/j.1475-6803.2006.00189.x
INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!
resolves10.1111/0022-1082.00342
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
resolves10.1111/j.1467-629X.2009.00318.x
Interaction of size, book‐to‐market and momentum effects in Australia
resolves10.1111/1468-5957.00494
Glamour Acquirers, Method of Payment and Post‐acquisition Performance: The UK Evidence
The 5 references without a DOI — listed, not checked
no DOI — not checked607-636. Figelman, I., 2007. Stock Return Momentum and Reversal
no DOI — not checkedref36
no DOI — not checkedref64
no DOI — not checked) in winsorizing the log (book to market) variable to avoid placing undue emphasis on outliers. Calculation of Fama-French factors SMB and HML factors for each day are calculated by using the methodology and breakpoints
no DOI — not checkedref66
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