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Micro Uncertainty and Asset Prices

https://doi.org/10.2139/ssrn.3220825
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36/36 checkable references clean · checked 2026-08-26

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.

8 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 36 checked references that resolve
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Volatility Risks and Growth Options
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The Finance Uncertainty Multiplier
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Idiosyncratic Cash Flows and Systematic Risk
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The CAPM strikes back? An equilibrium model with disasters
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Consumption, Dividends, and the Cross Section of Equity Returns
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Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
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The Inventory Growth Spread
resolves10.1086/674549
Labor Hiring, Investment, and Stock Return Predictability in the Cross Section
resolves10.1016/j.red.2013.05.001
Brand capital and firm value
resolves10.1111/0022-1082.00161
Optimal Investment, Growth Options, and Security Returns
resolves10.3982/ECTA6248
The Impact of Uncertainty Shocks
resolves10.3386/w18245
Really Uncertain Business Cycles
resolves10.1111/j.1540-6261.2004.00709.x
Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns
resolves10.1111/1468-2354.t01-1-00076
The Band Pass Filter*
resolves10.3386/w21064
Investment and The Cross-Section of Equity Returns
resolves10.1111/j.1467-937X.2006.00389.x
On the Nature of Capital Adjustment Costs
resolves10.1016/j.jmoneco.2014.04.001
Long-run productivity risk: A new hope for production-based asset pricing?
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.1016/j.jmoneco.2013.05.002
Long run productivity risk and aggregate investment
resolves10.1093/rfs/hhv041
Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles
resolves10.1257/aer.20130954
The Next Generation of the Penn World Table
resolves10.1086/375379
Equilibrium Cross Section of Returns
resolves10.1257/aer.91.5.1263
Financing Investment
resolves10.1086/648882
Durability of Output and Expected Stock Returns
resolves10.1111/j.1540-6261.2009.01541.x
Levered Returns
resolves10.1016/j.jfineco.2015.09.010
The common factor in idiosyncratic volatility: Quantitative asset pricing implications
resolves10.1086/710345
Firm Volatility in Granular Networks
resolves10.3386/w23394
Replicating Anomalies
resolves10.1257/0002828053828518
Estimation and Inference of Impulse Responses by Local Projections
resolves10.1111/jofi.12504
A Labor Capital Asset Pricing Model
resolves10.1093/rfs/hhm020
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
resolves10.1086/649760
Investment‐Based Expected Stock Returns
resolves10.1086/379934
Understanding Predictability
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.3386/w10413
Conditional Betas
resolves10.1111/j.1540-6261.2005.00725.x
The Value Premium
The 8 references without a DOI — listed, not checked
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no DOI — not checkedref19
no DOI — not checkedref20
no DOI — not checkedLabor leverage and the value premium
no DOI — not checkedref30
no DOI — not checkedref35
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no DOI — not checkedref38
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