Reference health
Pockets of Predictability
72/72 checkable references clean · checked 2026-09-14
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.
17 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 72 checked references that resolve
resolves10.1086/691450
Asset Return Dynamics under Habits and Bad Environment–Good Environment Fundamentals
resolves10.1016/j.jeconom.2005.08.004
Trending time-varying coefficient time series models with serially correlated errors
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1093/rfs/hhm055
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
resolves10.3982/ECTA7990
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
resolves10.1016/j.jeconom.2006.05.023
Approximately normal tests for equal predictive accuracy in nested models
resolves10.1016/S0304-4076(01)00071-9
Tests of equal forecast accuracy and encompassing for nested models
resolves10.1257/aer.20110306
Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.1086/680996
Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing
resolves10.1016/j.jfineco.2015.09.010
The common factor in idiosyncratic volatility: Quantitative asset pricing implications
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
resolves10.1093/revfin/hhm003
Industry Information Diffusion and the Lead-lag Effect in Stock Returns
resolves10.1016/B978-0-444-50897-3.50014-6
Measuring and Modeling Variation in the Risk-Return Trade-off
resolves10.1111/j.1540-6261.1995.tb04055.x
Predictability of Stock Returns: Robustness and Economic Significance
resolves10.1093/rfs/hhp063
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
resolves10.1093/jjfinec/nbj008
Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns
resolves10.1111/jofi.12018
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
resolves10.1093/rfs/hhm014
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
The 17 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref10
no DOI — not checkedA model of investor sentiment
no DOI — not checkedref22
no DOI — not checkedref32
no DOI — not checkedref33
no DOI — not checkedref38
no DOI — not checkedFactor momentum and the momentum factor
no DOI — not checkedref45
no DOI — not checkedref46
no DOI — not checkedref49
no DOI — not checkedref57
no DOI — not checkedref63
no DOI — not checkedClimbing and Falling Off the Ladder: Asset Pricing Implications of Labor Market Event Risk
no DOI — not checkedref79
no DOI — not checkedref87
no DOI — not checkedImperfect common knowledge and the effects of monetary policy, Knowledge, Information, and Expectations in Modern Macroeconomics
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 2026-09-14 — 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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