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https://doi.org/10.2139/ssrn.3271851
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47/47 checkable references clean · checked 2026-08-27

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.

10 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 47 checked references that resolve
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A Theory of Intraday Patterns: Volume and Price Variability
resolves10.1515/9781400829828
Mostly Harmless Econometrics
resolves10.2307/2331290
The "Dartboard" Column: Second-Hand Information and Price Pressure
resolves10.1093/rfs/hhm079
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
resolves10.1093/rfs/hhn035
Do Retail Trades Move Markets?
resolves10.1093/rfs/hhn102
How Noise Trading Affects Markets: An Experimental Analysis
resolves10.1111/jofi.13033
Tracking Retail Investor Activity
resolves10.1111/jofi.13320
Informed Trading Intensity
resolves10.2307/3665396
The Effect of Financial Press Advertising on Stock Prices
resolves10.1080/01621459.1974.10482955
Robust Tests for the Equality of Variances
resolves10.1093/rapstu/raab009
The Sound of Many Funds Rebalancing
resolves10.1111/j.1540-6261.2012.01740.x
Decoding Inside Information
resolves10.1111/jofi.12260
Do Prices Reveal the Presence of Informed Trading?
resolves10.3982/ECTA10789
Insider Trading, Stochastic Liquidity, and Equilibrium Prices
resolves10.1016/j.jfineco.2006.09.007
Asset fire sales (and purchases) in equity markets
resolves10.1086/261703
Noise Trader Risk in Financial Markets
resolves10.1016/j.jfineco.2022.08.002
Retail trader sophistication and stock market quality: Evidence from brokerage outages
resolves10.1093/rfs/hhx018
Equity Vesting and Investment
resolves10.1111/jofi.13287
Front‐Page News: The Effect of News Positioning on Financial Markets
resolves10.1093/rfs/6.1.23
The Effect of Public Information and Competition on Trading Volume and Price Volatility
resolves10.1111/j.1540-6261.2011.01668.x
Individual Investors and Volatility
resolves10.1016/0304-405X(80)90021-5
Stock returns and the weekend effect
resolves10.1017/S0022109000001745
Brand Perceptions and the Market for Common Stock
resolves10.1287/mnsc.1110.1475
Investor Inattention and the Market Impact of Summary Statistics
resolves10.1111/0022-1082.00171
Liquidity Provision and Noise Trading: Evidence from the “Investment Dartboard” Column
resolves10.1111/j.1540-6261.1988.tb04594.x
Liquidity and Market Structure
resolves10.1093/rfs/hhg039
Advertising, Breadth of Ownership, and Liquidity
resolves10.1016/j.frl.2023.103725
Aggregate insider trading in the S&P 500 and the predictability of international equity premia
resolves10.1111/j.1540-6261.2012.01725.x
Don't Believe the Hype: Local Media Slant, Local Advertising, and Firm Value
resolves10.1017/S0022109013000100
Speculative Retail Trading and Asset Prices
resolves10.1016/j.jfineco.2014.08.001
Price pressures
resolves10.1111/j.1540-6261.1980.tb02153.x
On Dealer Markets Under Competition
resolves10.1093/rfs/hhq053
Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis
resolves10.1111/0022-1082.00330
Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar
resolves10.1093/rcfs/cfx015
Have Instrumental Variables Brought Us Closer to the Truth
resolves10.2307/1913210
Continuous Auctions and Insider Trading
resolves10.1111/j.1540-6261.1982.tb02231.x
Weekend Effects on Stock Returns: A Note
resolves10.1287/mnsc.2021.4003
Background Noise? TV Advertising Affects Real-Time Investor Behavior
resolves10.1093/rfs/hhu019
Attracting Investor Attention through Advertising
resolves10.1023/B:VISI.0000029664.99615.94
Distinctive Image Features from Scale-Invariant Keypoints
resolves10.1111/1475-679X.12257
Is Investor Attention for Sale? The Role of Advertising in Financial Markets
resolves10.2307/2526578
Hypothesis Testing with Efficient Method of Moments Estimation
resolves10.1017/S0022109021000387
Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown
resolves10.1093/rfs/hhj024
The Information in Option Volume for Future Stock Prices
resolves10.1111/jofi.12863
Glued to the TV: Distracted Noise Traders and Stock Market Liquidity
resolves10.2307/2171753
Instrumental Variables Regression with Weak Instruments
resolves10.1093/rfs/hhq141
All the News That's Fit to Reprint: Do Investors React to Stale Information?
The 10 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedA (sub) penny for your thoughts: Tracking retail investor activity in TAQ. Forthcoming
no DOI — not checkedref8
no DOI — not checkedref14
no DOI — not checkedref15
no DOI — not checkedref21
no DOI — not checkedLong-lived private information and imperfect competition
no DOI — not checkedObject recognition from local scale-invariant features
no DOI — not checkedref54
no DOI — not checkedref57
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.

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