Reference health

A Corporate Financing-Based Asset Pricing Model

https://doi.org/10.2139/ssrn.3197380
CiteStamped reference-health badge
60/60 checkable references clean · checked 2026-08-07

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 60 checked references that resolve
resolves10.2307/2938299
Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
resolves10.1016/j.jempfin.2002.09.001
Small sample properties of the GMM specification test based on the Hansen–Jagannathan distance
resolves10.1111/0034-6527.00285
Optimal Lending Contracts and Firm Dynamics
resolves10.1111/1468-0262.00137
Efficiency, Equilibrium, and Asset Pricing with Risk of Default
resolves10.1093/rfs/14.4.1117
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1162/qjec.121.3.823
Rare Disasters and Asset Markets in the Twentieth Century*
resolves10.1016/j.jmoneco.2009.12.001
Production-based measures of risk for asset pricing
resolves10.1016/j.jet.2018.01.020
Indeterminacy in credit economies
resolves10.1016/j.red.2013.01.002
Fragility of competitive equilibrium with risk of default
resolves10.1093/jjfinec/nbv018
Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.1257/0002828043052240
Bad Beta, Good Beta
resolves10.1093/rfs/hhp079
The Market Price of Aggregate Risk and the Wealth Distribution
resolves10.1111/j.1540-6261.2006.00884.x
Market Reactions to Tangible and Intangible Information
resolves10.1561/104.00000003
Testing Factor-Model Explanations of Market Anomalies
resolves10.1093/restud/rdx010
Pecuniary Externalities in Economies with Financial Frictions
resolves10.1093/0198288247.001.0001
Understanding Consumption
resolves10.2307/3003097
On the Theory of the Firm in an Economy with Incomplete Markets
resolves10.1111/j.1540-6261.1992.tb04398.x
The Cross‐Section of Expected Stock Returns
resolves10.1093/rfs/hhv043
Dissecting Anomalies with a Five-Factor Model
resolves10.1016/0304-405X(94)90029-9
Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
resolves10.1016/S0169-7161(96)14003-7
1 Econometric evaluation of asset pricing models
resolves10.1111/j.1540-6261.2011.01652.x
Financial Distress and the Cross‐section of Equity Returns
resolves10.1093/rfs/hhm063
Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
resolves10.1111/j.1540-6261.2009.01541.x
Levered Returns
resolves10.2307/1911873
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
resolves10.1016/0022-0531(79)90043-7
Martingales and arbitrage in multiperiod securities markets
resolves10.1257/aer.103.2.732
Intermediary Asset Pricing
resolves10.1093/rfs/hhu068
Digesting Anomalies: An Investment Approach
resolves10.1111/j.1540-6261.1996.tb05201.x
The Conditional CAPM and the Cross‐Section of Expected Returns
resolves10.1016/j.jfineco.2010.04.007
The equity premium implied by production
resolves10.1016/j.jfineco.2013.03.001
A production-based model for the term structure
resolves10.1006/jeth.1995.1037
Martingales and Arbitrage in Securities Markets with Transaction Costs
resolves10.1111/1467-9965.00071
Viability and Equilibrium in Securities Markets with Frictions
resolves10.1093/rfs/14.2.343
Efficient Trading Strategies in the Presence of Market Frictions
resolves10.2307/2298103
Debt-Constrained Asset Markets
resolves10.1257/jep.6.2.117
Whom or What Does the Representative Individual Represent?
resolves10.1016/j.jet.2006.07.010
Injecting rational bubbles
resolves10.1086/701683
A Demand System Approach to Asset Pricing
resolves10.1111/jofi.12438
Asset Pricing without Garbage
resolves10.1016/j.jet.2009.10.005
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
resolves10.1162/JEEA.2008.6.2-3.715
Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data
resolves10.1016/j.jfineco.2009.09.001
A skeptical appraisal of asset pricing tests☆
resolves10.1111/j.1540-6261.2009.01481.x
Financially Constrained Stock Returns
resolves10.3386/w13092
Financial Frictions, Investment and Tobin's q
resolves10.1016/j.red.2009.09.005
How much does household collateral constrain regional risk sharing?
resolves10.1111/j.1540-6261.2005.00759.x
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective
resolves10.2307/1913811
An Intertemporal Capital Asset Pricing Model
resolves10.1016/j.jfineco.2017.06.018
Dynamic corporate liquidity
resolves10.1111/1468-0262.00158
Risk Aversion and Expected-utility Theory: A Calibration Theorem
resolves10.2307/3003098
A Note on Unanimity of Stockholders' Preferences among Alternative Production Plans: A Reformulation of the Ekern-Wilson Model
resolves10.1111/j.1540-6261.2010.01616.x
Collateral, Risk Management, and the Distribution of Debt Capacity
resolves10.1016/j.jfineco.2013.03.002
Collateral and capital structure
resolves10.1111/j.1540-6261.2010.01629.x
Asset Pricing with Garbage
resolves10.2307/2297484
On Repeated Moral Hazard with Discounting
resolves10.1007/BF01458147
�ber positive L�sungen homogener linearer Gleichungen
resolves10.2307/j.ctvjnrt76
Recursive Methods in Economic Dynamics
resolves10.1093/revfin/hhm007
Bank Lines of Credit in Corporate Finance: An Empirical Analysis
resolves10.1111/j.1540-6261.2005.00725.x
The Value Premium
The 16 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref7
no DOI — not checkedLabor hiring, investment and stock return predictability in the cross section
no DOI — not checkedref17
no DOI — not checkedIs the volatility of the market price of risk due to intermittent portfolio rebalancing?
no DOI — not checkedA cross-sectional test of an investment-based asset pricing model
no DOI — not checkedDebt specialization
no DOI — not checkedref26
no DOI — not checkedref37
no DOI — not checkedHow costly is external financing? Evidence from a structural estimation
no DOI — not checkedref47
no DOI — not checkedref56
no DOI — not checkedref61
no DOI — not checkedref62
no DOI — not checkedref63
no DOI — not checkedref65
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 2026-08-07 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.3197380"><img src="https://citestamp.com/citestamped/10.2139/ssrn.3197380/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.3197380/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.3197380)